Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility
-Econometrics Seminar
Kevin Sheppard
Oxford University
Existence and Uniqueness of Semiparametric Projections Applications to Semiparametric Efficiency
-Econometrics Seminar
Giuseppe Ragusa
University of California
Identified Regions and Inference in Panel Data Roy Models
-Econometrics Seminar
Shakeeb Khan
Duke University
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecast in Tails
-Econometrics Seminar
Dick Van Dijk
Eramus University Rotterdam
Granger Causality Tests with Mixed Data Frequencies
-Econometrics Seminar
Eric Ghysels
University of North Carolina
Testing for Instrument Independence in the Selection Model
-Econometrics Seminar
Toru Kitagawa
Brown University
Robust Confidence Intervals in Nonlinear Regression Under Weak Identification
-Econometrics Seminar
Xu Cheng
Yale University
Regime Switches, Agents Beliefs, and Post-World War II US Macroeconomic Dynamics
-Econometrics Seminar
Francesco Bianchi
Princeton University
In-sample Asymptotics and Across-sample Efficiency Gains for High Frequency Data Statistics
-Econometrics Seminar
Eric Renault
University of North Carolina
Global Identification in Nonlinear Semiparametric Models
-Econometrics Seminar
Ivana Komunjer
University of California