Econometrics Seminar

• Guido Kuersteiner

• TBA

• Estimating a Structural Macro Finance Model of Term Structure

• False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

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  Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects

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

• Bonferroni-Based Size-Correction for Nonstandard Testing Problems

• Yield Curves: The ZLB and Spanned Macro Risk

• Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective

• Eric Renault

• Katja Smetanina

• Identification and Estimation of Average Partial Effects in 'Irregular' Correlated Random Coefficient Panel Data Models

• Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach

• Greater New York Area Econometrics Colloquium

• The Conditioning Variables in Program Evaluation Methods