Econometrics Seminar

• Davide Pettenuzzo

• Information Structure and Statistical Information in Discrete Response Models

• Large factor models and large random matrices

• Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing

• Flexible Bayesian Modeling with Moment Constraints

• Bond Risk Premia in Consumption-based Models

• Bayesian Covariance Regression and Autoregression

• Greater New York Area Econometrics Colloquium

• Damian Kozbur

• Laura Liu

• Sharp Identification Regions in Models with Convex Predictions: Games, Individual Choice, and Incomplete Data"

• Spring Break

• A General Approach to Variable Selection for Bayesian Nonparametric Models

• Machine Learning and Econometric Causality

• Identification through Heterogeneity