• Econometrics Seminar - Ananth

• Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity

• The Identification Power of Equilibrium in Simple Games

• Over-Identified Regression Discontinuity Design

• Estimating Markov-Switching Models Without Gibbs Sampling

• A. Ronald Gallant

• Parameter Estimation with Out-of-Sample Objective

• How Well Does "Core" CPI Capture Permanent Price Changes?

• Zhipeng Liao

• 

  Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables

• Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility

• Measuring and Modeling Execution Cost and Risk

• Estimating Complementarities in Team Production

• Uniform Inferences of Stochastic Programming Problems

• Matt Taddy