Econometrics Seminar

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

• "Current Themes and New Directions in Realized Volatility

• Understanding the Size of the Government Spending Multiplier: It's All in the Sign

• Optimal Retrospective Sampling for a Class of Variable Dimension Models

• Rosa Matzkin

• Davide Pettenuzzo

• Fast Bayesian Factor Analysis via Automatic Rotations to Sparsity

• Did New Macroeconomic Factors Emerge During the Great Recession? Evidence from Shrinkage Estimation of Dynamic Factor Models

• Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

• Bootstrap Confidence Sets under Semiparametric Conditional Moment Restrictions with Single-Index Components

• Estimation with Aggregate Shocks

• Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference

• Damian Kozbur

• Laura Liu

• Counting Words in Social Science