• Structural Changes in Networks: Estimation and Evidence from Financial Institutions

• Identifying the Long-run Consumption Risks: A Nonlinear Mixed-Frequency State-Space Approach

• Ross Doppelt

• Inference on Breakdown Frontiers

• No Econometrics Seminar

• Elena Manresa

• Rosa Matzkin

• Approximation of Conditional Densities by Smooth Mixtures of Regressions

• Nonparametric Estimation of Dynamic Panel Models

• Estimation of Nonlinear Panel Models with Multiple Unobserved Effects

• The Pass-through of Sovereign Risk

• Dalibor Stevanovic

• 

  The Uniform Validity of Impulse Response Inference in Autoregressions

• Estimating Heterogeneous-Agent Macroeconomic Models: A Likelihood Approach with Particle Filter

• Kirstin Hubrich