Econometrics Lunch

• 

  Jumps, Realized Densities, and News Premia

• GMM on Panel Model with Latent Group Heterogeneity

• Counterfactual inference and Experimental Design over Networks

• Information Complementarities and Polarization in Networks

• Cross-holding Networks and The Transmission of Banking Sector Shocks

• Tight Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement

• Assumption-Lean Inference

• Selecting Specification for Panel Data's Group Heterogeneity

• On pseudolikelihood inference for semiparametric models with boundary problems

• Jumps, Realized Densities, and News Premia

• Short Alpha

• Density estimation without a curse of dimensionality

• Egalitarian LASSO for Combining Economic Forecasts

• 

  Conditional Inference for GMM Specification Test with Applications to Asset Pricing Models

• 

  Heterogeneity and Aggregate Fluctuations