02/24/2025 More Info Yasin Simsek Beyond Returns: A Candlestick-based Approach to Covariance Estimation
03/24/2025 More Info Local projections reading group: 2nd meeting (Lloyd Page) Adamek, Robert, Stephen Smeekes, Ines Wilms “Local projection inference in high dimensions”
03/31/2025 More Info Local projections reading group: 3rd meeting (Muyang Ren) Olea, Jose Luis Montiel, and Mikkel Plagborg Moller “Local Projection Inference is Simpler and More Robust than you think”
04/07/2025 More Info Local projections reading group: 4th meeting (Daniel Coutinho) Herbst, Edward P. and Benjamin K. Johannsen “Bias in Local Projections”
04/14/2025 More Info Local projections reading group: 5th meeting (Yasin Simsek) Goncalves, Silvia, A. Herrera, L. Kilian, and E. Pesavento “State-dependent local projections”
04/21/2025 More Info Mikkel Sølvsten (Aarhus University) Weak exogeneity in linear models with clustered data Joint with Econometrics. Note: Seminar will be in Social Sciences room 111 at 11:30am on Monday. Note the day, time, and location