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Eva Janssens

@evajanster.bsky.social
262 followers 197 following 7 posts

Assistant Professor at the University of Michigan, interested in econometrics and macroeconomics. UvA/TI/EUR alumna :)

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Reposted by Eva Janssens
NEP-MAC: Macroeconomics @repec-nep-mac.bsky.social · 02/09/2025
A Test for Jumps in Metric-Space Conditional Means
d.repec.org
NEP/RePEc link
to paper
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Reposted by Eva Janssens
Eva Janssens @evajanster.bsky.social · 06/06/2025
New! 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.com
Efficient Estimation of Nonlinear DSGE Models
This paper introduces a computationally efficient method for full-information estimation of nonlinear Dynamic Stochastic General Equilibrium (DSGE) models. In c
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Eva Janssens @evajanster.bsky.social · 06/06/2025
New! 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.com
Efficient Estimation of Nonlinear DSGE Models
This paper introduces a computationally efficient method for full-information estimation of nonlinear Dynamic Stochastic General Equilibrium (DSGE) models. In c
163
Reposted by Eva Janssens
Toni Whited @toniwhited.bsky.social · 05/03/2025
rodneywhitecenter.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.edu
2025 Summer School on Structural Estimation in Corporate Finance
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Reposted by Eva Janssens
Quantitative Economics @qe-editors.bsky.social · 05/12/2024
We 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...
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Reposted by Eva Janssens
Jeppe Druedahl @jeppedruedahl.bsky.social · 19/11/2024
To 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.org
EJM - Econ Job Market
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Eva Janssens @evajanster.bsky.social · 18/11/2024
Very interesting!
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Reposted by Eva Janssens
Tinbergen Institute @tinbergeninstitute.bsky.social · 14/11/2024
Introducing 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.nl
Tinbergen Institute Job Market Candidates 2024-2025
Tinbergen Institute is proud to support our PhD students in successfully preparing for the academic job market and promote their work.
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