Econometrics Seminar

• 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

• Matteo Barigozzi

• Atsushi Inoue

• Confidence Intervals for Treatment Effects in High-Dimensional Linear Models

• TBA - Econometrics Workshop

• Inference in Structural VARs with External Instruments

• Conditional Moment Models under Weak Identification

• Point Decisions for Interval-Identified Parameters

• Simulation-Based Selection of Competing Structural Econometric Models

• Azeem Shaikh

• Matthew Masten

• A Uniform Model Selection Test for Semi/Nonparametric Models

• Bayesian Inference on Structural Impulse Response Functions

• Financial Trading Over The Years: A Multifractal Intensity Perspective