Econometrics Seminar

• Fearing the Fed: How Wall Street Reads Main Street

• Inference in Structural VARs with External Instruments

• A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models

• Conditional Moment Models under Weak Identification

• Inference for Low-Rank Models

• Timothy Christensen

• Valentin Verdier

• Nonparametric tests of conditional treatment effects

• The Empirical Saddlepoint Approximation for GMM Estimators

• IDENTIFICATION OF AND CORRECTION FOR PUBLICATION BIAS

• Financial Trading Over The Years: A Multifractal Intensity Perspective

• The Smooth Colonel and the Reverend Find Common Ground

• Sovereign Default Risk and Real Economic Activity

• Alexander Torgovitsky

• Rosa Matzkin