Econometrics Seminar

• Rescheduled

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

• Wayne Gao

• Narrative Sign Restrictions for SVARs

• A Distributional Framework for Matched Employer Employee Data

• Ulrich Müller

• DmitryArkhangelsky

• On Efficient Estimation and Inference of Functionals of Semiparametric

• Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models

• Estimating the Long-Run Implications of Dynamic Asset Pricing

• Asymptotically Exact Inference in Conditional Moment Inequality Models

• Robert Kaufmann

• Switching to the New Norm: From Heuristics to Formal Tests using Integrable Empirical Processes

• The Stochastic Density: Characterization, Identification, and Estimation

• Joel Hasbrouck