Announcements and Markets: A Mixed Frequency Structural Estimation
Sydney C. Ludvigson (New York University, United States)
- Econometrics Lecture Series
Sydney C. Ludvigson (New York University, United States)
Stéphane Bonhomme (The University of Chicago, United States)
Yacine Ait-Sahalia (Princeton University, United States)
Serena Ng (Columbia University)
Guido W. Imbens (Stanford Graduate School of Business)
Trevor Hastie (Stanford University)
Allan Timmermann (University of California San Diego)
Christopher Sims (Princeton University)
Adrian Pagan (University of Sydney) and Don Harding (La Trobe Business School)
Mark Watson (Princeton University)
Frank Schorfheide (University of Pennsylvania)
Jerry A. Hausman (MIT)
Francis X. Diebold (University of Pennsylvania) and Glenn Rudebusch (Federal Reserve Bank of San Francisco)
Susan Athey (in 2009 Harvard University)
Peter E. Rossi (University of Chicago)