Econometrics Seminar

• Jörg Stoye

• Koen Jochmans

• Point Decisions for Interval-Identified Parameters

• Simulation-Based Selection of Competing Structural Econometric Models

• A Tail of Two Infinities: Using High-frequency Data to Estimate the Daily Return Density

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

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

• Dacheng Xiu

• Christoph Rothe

• Christopher Udry

• A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models

• Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation

• Strategic Network Formation with Many Players

• Is Industrial Production Still the Dominant Factor for the US Economy?

• Estimation of Nonlinear Panel Models with Multiple Unobserved Effects