Econometrics Seminar

• Richard Davis

• Glenn Rudebusch

• The Conditioning Variables in Program Evaluation Methods

• Testing for Independence Between a Time Series and a Point Process

• Estimating and Testing a Quantile Regression Model with Interactive Effects

• Testing for the Markov Property in Time Series

• Fixed-Effect Regressions on Network Data

• Efficient Two-Step Estimation via Targeting

• Tiemen Woutersen

• Yuan Liao

• Uniform Post Selection Inference for Logistic Regression, Quantile Regression, and Other Z-estimation Problems

• Bonferroni-Based Size-Correction for Nonstandard Testing Problems

• 

  Econometrics Seminar

• Estimation of moment-based models with latent variables

• Testing for Indeterminacy in U.S. Monetary Policy