Skip to main content
University of Pennsylvania
School of Arts and Sciences
P
enn
E
conomics
IER
PIER
PFSRDC
PISM
Toggle navigation
Main navigation
Home
About
Undergraduate
Graduate
People
Courses
Events
News
Research
Search Results
Search
Approximation of Conditional Densities by Smooth Mixtures of Regressions
Nonparametric Estimation of Dynamic Panel Models
Over-Identified Regression Discontinuity Design
Estimating Markov-Switching Models Without Gibbs Sampling
Empirical Bayes Estimation of Unit-specific Parameters Under Unknown Heteroskedasticity
Zhipeng Liao
Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects
A. Ronald Gallant
Realized Laplace Transforms
Identifying Distributional Characteristics in Random Coefficients Panel Data Models
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Assessing Point Forecast Accuracy by Stochastic Error Distance
Econometrics Seminar-Syrgkanis
Econometrics Seminar
Joshua Chan
Pagination
Current page
1
Page
2
Page
3
Page
4
Page
5
Page
6
Page
7
Page
8
Page
9
…
Next page
››
Last page
Last »
© 2024 The Trustees of the University of Pennsylvania