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  Cancelled: Inference with Many Weak Instruments

• THANKSGIVING WEEK NO SEMINAR

• Andrew Gelman

• Jann Spiess

• Option Implied Volatility and Corporate Bond Yields: A Dynamic Factor Approach

• False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

• Fixed-Effect Regressions on Network Data

• Counting Words in Social Science

• Efficient Two-Step Estimation via Targeting

• Consumer Demand with Unobserved Heterogeneity

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  Identification and Estimation of Group-Level Partial Effects

• Andrew Harvey

• Jeremy Fox

• Francesca Molinari

• Inference Based on Conditional Moment Inequalities