• Inference on Directionally Differentiable Functions

• Transaction-Level Models and their Long-Run Properties

• Ilze Kalnina

• Susanne Schennach

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  Econometrics Seminar

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  Testability and bounds in continuous instrumental variable models

• Andrew Harvey

• 

  High-Dimensional Conditionally Gaussian State Space Models with Missing Data

• 

  Testing for Identification in Potentially Misspecified Linear GMM

• Partial Likelihood-Based Scoring Rules for Evaluating Density Forecast in Tails

• 

  Jumps, Realized Densities, and News Premia

• Macro Economics Derivatives:An Initial Analysis of Market-Based Macro Forecasts,Uncertainty,and Risk

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

• Nearly Weighted Risk Minimal Unbiased Estimation

• Identification and Information in Heteroskaedastic Binary Regressions