• A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models

• Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation

• Rescheduled

• High Frequency Quoting: Short-Term Volatility in Bids and Offers

• Econometrics-Opschoor

• 

  Identification of Dynamic Panel Logit Models with Fixed Effects

• 

  Identification and Estimation of Group-Level Partial Effects

• 

  Dropout Training is Distributionally Robust Optimal

• Inference on Breakdown Frontiers

• No Econometrics Seminar

• Domenico Giannone

• A. Ronald Gallant

• Point Decisions for Interval-Identified Parameters

• Simulation-Based Selection of Competing Structural Econometric Models

• Inference in Additively Separable Models with a High Dimensional Component