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| Spring 2016 |
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April 1 (Friday) |
Frank Schorfheide (UPenn) |
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7 DKH, 3:30 - 5PM
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Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.
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Sign up |
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April 8 (Friday) |
Yuichi Kitamura (Yale) |
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7 DKH, 3:30 - 5PM
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Estimating Conditional Moment Restriction Models under Measurement Error with Unknown Distribution.
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Sign up |
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April 15 (Friday) |
Andrew Patton (Duke) |
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7 DKH, 3:30 - 5PM
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Dynamic Models for Expected Shortfall (and Value-at-Risk).
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Sign up |
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April 22 (Friday) |
Siddhartha Chib (Olin Business School) |
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(Canceled) 7 DKH, 3:30 - 5PM
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TBA.
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May 13 (Friday) |
Marcelo J. Moreira (Fundacao Getulio Vargas) |
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7 DKH, 3:30 - 5PM
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"Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors".
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| Fall 2015 |
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| Sep 18 (Friday) |
Atsushi Inoue (Vanderbilt) |
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215 DKH, 3:30 - 5PM
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Quasi Bayesian Model Selection
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Sign up |
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| Sep 25 (Friday) |
Ronald Gallant (Penn State) |
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215 DKH, 3:30 - 5PM
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Bayesian Estimation of Structural Models using Moment Conditions
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Paper
and
Slides
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Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference
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Paper
and
Slides
and
Reply
and
Addendum
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Sign up |
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Oct 2 (Friday) |
Xu Cheng (UPenn) |
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215 DKH, 3:30 - 5PM
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Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.
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Sign up |
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Oct 16 (Friday) |
Alex Poirier (Iowa) |
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215 DKH 3:30 - 5:00PM
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A Quantile Correlated Random Coefficients Panel Data Model.
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Sign up |
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Nov 13 (Friday) |
Davide Pettenuzzo (Brandeis) |
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7 DKH, 3:30 - 5PM
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Bond Return Predictability: Economic Value and Links to the Macroeconomy.
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Sign up |
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Dec 4 (Friday) |
Drew Creal (Chicago Booth) |
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7 DKH, 3:30 - 5PM
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Interest Rate Uncertainty and Economic Fluctuations.
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Sign up |
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