• No Econometrics Seminar

• Keisuke Hirano

• Jörg Stoye

• Koen Jochmans

• Inference in Additively Separable Models with a High Dimensional Component

• Dynamic Conditional Correlation Models for Realized Covariance Matrices

• 

  Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications - Job Talk

• Efficient size correct subset inference in linear instrumental variables regression

• Projection Inference for Set-Identified SVARs

• Linear Social Network Models

• Inference on subsets of parameters in GMM without assuming identification

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

• Florian Gunsilius

• Anna Mikusheva

• Joel Hasbrouck