• No Econometrics Seminar

• Keisuke Hirano

• 

  Inference for Matched Tuples and Fully Blocked Factorial Designs

• 

  Econometrics Seminar

• No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates

• Generalized Jackknife Estimators of Weighted Average Derivatives

• A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models

• Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation

• Non-Stationary Dynamic Factor Models for Large Datasets

• Factor Analysis for Volatility

• Yoosoon Chang

• David Childers

• Florian Gunsilius

• Anna Mikusheva

• 

  Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models