Econometrics Seminar

• Estimation and Inference Robust to Invalid Instruments

• Functional Sharp Bounds in the Roy Model

• Ilze Kalnina

• Susanne Schennach

• Wayne Gao

• Linear Social Network Models

• Inference on subsets of parameters in GMM without assuming identification

• Optimal Inference in the Linear IV Regression Model

• Who should be Treated? Empirical Welfare Maximization Methods for Treatment Choice

• The Pruned State-Space System for Non-Linear DSGE Models

• Juan Rubio-Ramirez

• Ivana Komunjer

• 

  Does a Carbon Tax Reduce CO2 Emissions? Evidence From British Columbia

• Microstructure Noise and the Dynamics of Volatility (joint work with Jin-Chuan Duan from NUS)

• "Current Themes and New Directions in Realized Volatility