Eva Janssens
@evajanster.bsky.social
Assistant Professor at the University of Michigan, interested in econometrics and macroeconomics. UvA/TI/EUR alumna :)
Reposted by Eva Janssens
A Test for Jumps in Metric-Space Conditional Means
NEP/RePEc link
to paper
d.repec.org
September 2, 2025 at 2:45 AM
A Test for Jumps in Metric-Space Conditional Means
Reposted by Eva Janssens
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/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.
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
papers.ssrn.com
June 6, 2025 at 6:41 PM
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/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.
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/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.
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
papers.ssrn.com
June 6, 2025 at 6:41 PM
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/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.
Reposted by Eva Janssens
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.
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.
2025 Summer School on Structural Estimation in Corporate Finance
rodneywhitecenter.wharton.upenn.edu
March 5, 2025 at 2:13 PM
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.
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.
Reposted by Eva Janssens
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...
December 5, 2024 at 9:48 PM
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...
Reposted by Eva Janssens
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.
If you have any questions, please contact me.
EJM - Econ Job Market
https://econjobmarket.org/positions?show…
November 19, 2024 at 2:08 PM
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.
If you have any questions, please contact me.
Very interesting!
Very interesting new paper posted by my coauthor Michal Kolesár and his coauthor Mikkel Plagborg-Møller:
arxiv.org/pdf/2411.10415
Key point: linear approximations using a continuous shock in IRFs are likely fine! However, approaches using heteroskedasticity are very sensitive to nonlinearity.
arxiv.org/pdf/2411.10415
Key point: linear approximations using a continuous shock in IRFs are likely fine! However, approaches using heteroskedasticity are very sensitive to nonlinearity.
November 18, 2024 at 10:54 PM
Very interesting!
Reposted by Eva Janssens
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...
All candidates & their personal websites can be viewed on
our website: tinbergen.nl/job-market-c...
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.
tinbergen.nl
November 14, 2024 at 9:27 AM
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...
All candidates & their personal websites can be viewed on
our website: tinbergen.nl/job-market-c...