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
Filtering with Micro Data
End-of-sample Structural Breaks in Dynamic Factor Models
Neil Shephard
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound
Matteo Luciani
Scenario Sampling for Large Supermodular Games
Flexible Bayesian Modeling with Moment Constraints
Bayesian Covariance Regression and Autoregression
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecast in Tails
Macro Economics Derivatives:An Initial Analysis of Market-Based Macro Forecasts,Uncertainty,and Risk
No Econometrics Seminar
Keisuke Hirano
The Uniform Validity of Impulse Response Inference in Autoregressions
Estimating Heterogeneous-Agent Macroeconomic Models: A Likelihood Approach with Particle Filter
Jörg Stoye
Pagination
First page
« First
Previous page
‹‹
…
Page
38
Page
39
Page
40
Page
41
Current page
42
Page
43
Page
44
Page
45
Page
46
…
Next page
››
Last page
Last »
© 2024 The Trustees of the University of Pennsylvania