High-Dimensional Conditionally Gaussian State Space Models with Missing Data
-Econometrics Seminar
Joshua Chan
Purdue University
Unobserved Grouped Patterns in Panel Data and Prior Wisdom
-Econometrics Seminar
Boyuan Zhang
University of Pennsylvania
Econometrics Seminar
-Econometrics Seminar
No Seminar (See Oct. 7-8 Federal Reserve Bank of Philadelphia Conference)
Frontiers in Machine Learning and Economics: Methods and Applications
-Econometrics Seminar
The Federal Reserve Bank of Philadelphia
Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models
-Econometrics Seminar
Laura Liu
Indiana University
Censored Density Forecasts: Production and Evaluation
-Econometrics Seminar
James Mitchell
Federal Reserve Bank of Cleveland
Bounds on Average Effects in Discrete Choice Panel Data Models
-Econometrics Seminar
Martin Weidner
University of Oxford
Heterogeneous Treatment Effects for Networks, Panels, and other Outcome Matrices
-Econometrics Seminar
Eric James Auerbach
Northwestern University
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound
-Econometrics Seminar
Daan Opschoor
Erasmus University Rotterdam, Visiting Penn
Fast, Detail-free, and Approximately Correct: Estimating Mixed Demand Systems
-Econometrics Seminar
Bernard Salanié
Columbia University