• Program Evaluation with High-Dimensional Data

• A Markov Switching Multi-Fractal Conditional Poisson Model for Time Series of Counts

• 

  Testability and bounds in continuous instrumental variable models

• Andrew Harvey

• Filtering with Micro Data

• End-of-sample Structural Breaks in Dynamic Factor Models

• Estimation of moment-based models with latent variables

• Testing for Indeterminacy in U.S. Monetary Policy

• Siddhartha Chib

• Vadim Marmer

• Econometrics Seminar - Bykhovskaya

• Econometrics - Miller

• Estimating the Structure of Social Interactions Using Panel Data

• CANCELLED

• 

  Cancelled: Inference with Many Weak Instruments