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Econometrics

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Econometrics

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Research Frontiers in Dynamic Stochastic General Equilibrium Estimation

Advanced Bayesian and likelihood-based methods for estimating structural parameters in DSGE macroeconomic models.

Non-Linear State-Space Learning in Macroeconomic Systems
Bayesian Sequential Inference Under Model Misspecification
Identified Set Estimation in Partially Observable Economies
Real-Time Filtering and Nowcasting With Unbalanced Data
Robust Posterior Inference Across Competing Equilibria
High-Dimensional Parameter Space Exploration in DSGE
Machine Learning Approximation of Intractable Likelihoods
Temporal Dependence Structure in Shock Identification
Adaptive Sampling for Computationally Intensive Posteriors
Cross-Model Evidence Synthesis in Dynamic Macroeconomics

All Econometrics PhD categories