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  • Economics Day
  • Econometrics Lunch
  • Empirical Micro Lunch
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  • Inference on subsets of parameters in GMM without assuming identification

  • Yield Curves: Unspanned Macro Risks at the ZLB

  • Modeling Probability Forecasts via Information Diversity

  • Sophocles Mavroeidis

    Identification at the Zero Lower Bound

  • Juan Rubio-Ramirez

  • Timothy Christensen

    Counterfactual Sensitivity and Robustness

  • Financial Trading Over The Years: A Multifractal Intensity Perspective

  • Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities

  • Mark Watson

  • Frank Kleibergen

  • Microstructure Noise and the Dynamics of Volatility (joint work with Jin-Chuan Duan from NUS)

  • "Current Themes and New Directions in Realized Volatility

  • Uniform Inference in Panel Autoregression

  • Large-dimensional factor modeling based on high-frequency observations

  • Whitney Newey

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