Econometrics Seminar

• Juan Rubio-Ramirez

• Ivana Komunjer

• Identification and Testing in Ascending Auctions with Unobserved Heterogeneity

• Inference in Additively Separable Models with a High Dimensional Component

• Sharp Bounds on the Distribution of the Treatment Effect in Switching Regimes Models

• Dynamic Conditional Correlation Models for Realized Covariance Matrices

• IDENTIFICATION OF AND CORRECTION FOR PUBLICATION BIAS

• The Smooth Colonel and the Reverend Find Common Ground

• Clifford Hurvich

• Todd Clark

• 

  Double machine learning for set-identified linear models

• Rescheduled

• In-sample Asymptotics and Across-sample Efficiency Gains for High Frequency Data Statistics

• High Frequency Quoting: Short-Term Volatility in Bids and Offers

• Fearing the Fed: How Wall Street Reads Main Street