Econometrics Seminar

• Juan Rubio-Ramirez

• Ivana Komunjer

• A Maximum Likelihood Method for the Incidental Parameter Problem

• Discrete Time Duration Models with Group-level Heterogeneity

• Cross-Sectional Dependence in Idiosyncratic Volatility

• Flexible Bayesian Modeling with Moment Constraints

• Warren Center Workshop: High Dimensional Methods in Econometrics and Statistics

• Financial Stress and Economic Dynamics: The Transmission of Crises

• Daniel J. Lewis

• Clifford Hurvich

• Todd Clark

• Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data

• Can Echange Rates Forecast Commodity Prices?

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  Weak Identification in a Class of Generically Identified Models with an Application to Factor Models

• Hidden Rust Models