• Econometrics Seminar - Bykhovskaya

• Econometrics - Miller

• 

  Inference for Matched Tuples and Fully Blocked Factorial Designs

• 

  The Information Matrix Test for Markov Switching Autoregressions with Covariate-dependent Transition Probabilities

• Granger Causality Tests with Mixed Data Frequencies

• Using a Life-Cycle Model to Predict Induced Entry Effects of a $1 for $2 Benefit Offset in the SSDI Program

• Linearization and Superlinearization of Probabilities, Application to Nonlinear Filtering

• Unbiased Instrumental Variables Estimation Under Known First-Stage Sign

• Clifford Hurvich

• What should I believe if I don't believe your instrument? - Reconciling Measurement Error and Endogeneity

• Todd Clark

• Methods for Markov-switching Models

• Daniel J. Lewis

• 

  Inference with Many Weak Instruments

• Econometrics-Opschoor