• Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach

• Nikolaus Hautsch

• Arthur Lewbel

• 

  Cancelled: Econometrics Seminar

• Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting

• Exogeneity Tests and IV Estimation: Is the Cure Worse than the Illness?

• Dealing with a Technological Bias: The Difference-in-Difference Approach

• Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective

• Econometrics Seminar

• 

  Testing the effects of an unobservable factor: Do marriage prospects affect college-major choice?

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

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

• Data-Rich DSGE and Dynamic Factor Models

• Incidental Trends and Power of Panel Unit Root Tests

• Martin Burda