Econometrics Seminar

• Sequential Monte Carlo Sampling for DSGE Models

• Pricing of Asian Temperature Risk

• Instrumental Variable Estimation in a Data Rich Envirornment

• Ilze Kalnina

• Susanne Schennach

• Clifford Hurvich

• Todd Clark

• Cross-Sectional Dependence in Idiosyncratic Volatility

• Inference in Structural VARs with External Instruments

• Conditional Moment Models under Weak Identification

• Alexander Torgovitsky

• Pre and Post Break Parameter Inference

• Subset Statistics in the Linear IV Regression Model

• Juan Rubio-Ramirez

• Ivana Komunjer