Econometrics Seminar

• Unobserved Binary Random Factors and Returns to Lying

• Firm Heterogeneity and Credit Risk Diversification

• Exploration of large networks with covariates via fast and universal latent space model fitting

• Estimation and Inference Robust to Invalid Instruments

• Impulse Response Matching Estimators for DSGE Models

• Functional Sharp Bounds in the Roy Model

• Florian Gunsilius

• Ilze Kalnina

• Susanne Schennach

• Prediction with macroeconomic models

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• Linearization and Superlinearization of Probabilities, Application to Nonlinear Filtering

• The Pruned State-Space System for Non-Linear DSGE Models

• Unbiased Instrumental Variables Estimation Under Known First-Stage Sign

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