Econometrics Seminar

• Semiparametric Efficiency in Nonlinear LATE Models

• Finite underidentification

• Generalized Dynamic Factor Models and Volatilities: Recovering the Market Volatility Shocks

• Jushan Bai

• Barbara Rossi

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  Identification of Structural and Counterfactual Parameters in a Large Class of Structural Econometric Models

• Bayesian Estimation of a New Open Economy Model with Adaptive Expectation

• The Sources of Time-Varying Nominal-Real Asset Correlations

• In-sample Asymptotics and Across-sample Efficiency Gains for High Frequency Data Statistics

• Efficient size correct subset inference in linear instrumental variables regression

• Projection Inference for Set-Identified SVARs

• Yongmaio Hong

• Vira Semenova

• Likelihood Approach to Dynamic Panel Models with Interactive Effects

• Measuring the Stance of Monetary Policy in Zero Lower Bound Environments