• 

  Robust Semiparametric Estimation in Panel Multinomial Choice Models

• José L. Montiel Olea

• Bayesian Analysis of Moment Condition Models Using Nonparametric Priors

• More on Confidence Intervals for Partially Identified Parameters

• Statistical tests for equal predictive ability across multiple forecasting methods

• Density Prediction for Risk Estimation

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  Targeted Testing of Dynamic Stochastic General Equilibrium Models

• Econometrics Seminar - Armstrong

• Jan J. J. Groen

• Mikkel Plagborg-Moller

• Financial Trading Over The Years: A Multifractal Intensity Perspective

• Econometrics Lunch Seminar

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  Cancelled: Benchmarking Global Optimizers

• Simon Lee

• Testing for Instrument Independence in the Selection Model