Econometrics Seminar

• Felix Pretis

• Optimal measure preserving derivatives

• Heterogeneous Beliefs, Speculation and Trading in Financials Markets

• Measuring the "Dark Matter" in Asset Pricing Models

• No Econometrics Workshop

• Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting

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

• Yoosoon Chang

• David Childers

• Yulong Wang

• Information Structure and Statistical Information in Discrete Response Models

• Large factor models and large random matrices

• Bootstrap Inference for Propensity Score Matching

• Bayesian Compressed Vector Autoregressions

• Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects