Econometrics Seminar

• Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

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  Robust Semiparametric Estimation in Panel Multinomial Choice Models

• Joel Hasbrouck

• Martin Weidner

• Pricing of Asian Temperature Risk

• Instrumental Variable Estimation in a Data Rich Envirornment

• Stan: A Platform for Bayesian Inference

• The Pass-Through of Sovereign Risk

• Identification of Discrete Choice Models for Bundles and Binary Games

• A Tale of Tails: Estimating the Daily Return Density from High-Frequency Data

• Identification and Estimation of SVAR Models with External Instruments

• Matteo Barigozzi

• Atsushi Inoue

• Pre and Post Break Parameter Inference

• Subset Statistics in the Linear IV Regression Model