Sharp Bounds on the Distribution of the Treatment Effect in Switching Regimes Models
-Econometrics Seminar
Yanqin Fan
Vanderbilt University
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
-Econometrics Seminar
Oscar Jorda
UC Davis
Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach
-Econometrics Seminar
Emanuel Moench
Humboldt University
Testing for Indeterminacy in U.S. Monetary Policy
-Econometrics Seminar
Sophocles Mavroeidis
Brown University
"Current Themes and New Directions in Realized Volatility
-Econometrics Seminar
Tim Bollerslev
Duke University
Heterogeneous Beliefs, Speculation and Trading in Financials Markets
-Econometrics Seminar
Jose Scheinkman
Princeton University
The Empirical Saddlepoint Approximation for GMM Estimators
-Econometrics Seminar
Fallaw Sowell
Carnegie Mellon University
Spring Break
-Econometrics Seminar
Nonparametric Estimation of Dynamic Panel Models
-Econometrics Seminar
Yoonseok Lee
University of Michigan
Firm Heterogeneity and Credit Risk Diversification
-Econometrics Seminar
Til Schuermann
FRB New York