Reposted by Eva JanssensNEP-MAC: Macroeconomics @repec-nep-mac.bsky.social · 02/09/2025A Test for Jumps in Metric-Space Conditional Means d.repec.orgNEP/RePEc linkto paper 001
Reposted by Eva JanssensEva Janssens @evajanster.bsky.social · 06/06/2025New! Efficient Estimation of Nonlinear DSGE Models, w/ Sean McCrary 📄 papers.ssrn.com/sol3/papers.... We propose a broadly applicable computationally efficient method for full-information estimation of nonlinear DSGE models. It avoids two key bottlenecks: global solutions and nonlinear filters.papers.ssrn.comEfficient Estimation of Nonlinear DSGE ModelsThis paper introduces a computationally efficient method for full-information estimation of nonlinear Dynamic Stochastic General Equilibrium (DSGE) models. In c 163
Eva Janssens @evajanster.bsky.social · 06/06/2025New! Efficient Estimation of Nonlinear DSGE Models, w/ Sean McCrary 📄 papers.ssrn.com/sol3/papers.... We propose a broadly applicable computationally efficient method for full-information estimation of nonlinear DSGE models. It avoids two key bottlenecks: global solutions and nonlinear filters.papers.ssrn.comEfficient Estimation of Nonlinear DSGE ModelsThis paper introduces a computationally efficient method for full-information estimation of nonlinear Dynamic Stochastic General Equilibrium (DSGE) models. In c 163
Reposted by Eva JanssensToni Whited @toniwhited.bsky.social · 05/03/2025rodneywhitecenter.wharton.upenn.edu/2025-summer-... 12 more days to apply to our summer school in structural estimation! It's a hands-on course in which you learn how to do SMM and then work on a problem set with your classmates. Open to PhD students in finance, accounting, econ. And faculty.rodneywhitecenter.wharton.upenn.edu2025 Summer School on Structural Estimation in Corporate Finance 4312
Reposted by Eva JanssensQuantitative Economics @qe-editors.bsky.social · 05/12/2024We propose a double robust Lagrange multiplier (DRLM) test for testing the hypotheses specified on the parameters of interest. The DRLM test is robust to both misspecification and weak identification, which are common in applied work www.econometricsociety.org/publications... 021
Reposted by Eva JanssensJeppe Druedahl @jeppedruedahl.bsky.social · 19/11/2024To all job market candidates in macro: University of Copenhagen has a 6 year tenure-track assistant professor position. See more here: econjobmarket.org/positions?show… If you have any questions, please contact me.econjobmarket.orgEJM - Econ Job Market 073
Reposted by Eva JanssensTinbergen Institute @tinbergeninstitute.bsky.social · 14/11/2024Introducing 2024-2025 Job Market Candidates of Tinbergen Institute! All candidates & their personal websites can be viewed on our website: tinbergen.nl/job-market-c...tinbergen.nlTinbergen Institute Job Market Candidates 2024-2025Tinbergen Institute is proud to support our PhD students in successfully preparing for the academic job market and promote their work. 01610