• Econometrics Seminar - Christensen

• Matt Taddy

• Robert McCulloch

• A General Approach to Variable Selection for Bayesian Nonparametric Models

• Identification through Heterogeneity

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  Spurious Factor Analysis

• Dimitris Korobilis

• On the Asymptotic Size Distortion of Tests When Instruments Locally Violate the Exogeneity Assumption

• An Efficient Approach to Analyzing State-Space Representations

• Inference Based on SVARs Identified with Sign and Zero Restrictions Theory and Applications

• Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions

• Econometrics Seminar - Honoré

• Tim Armstrong

• Eric Ghysels

• Confidence Intervals for Treatment Effects in High-Dimensional Linear Models