Econometrics Seminar

• Vadim Marmer

• On Efficient Estimation and Inference of Functionals of Semiparametric

• Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models

• Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting

• Exogeneity Tests and IV Estimation: Is the Cure Worse than the Illness?

• Switching to the New Norm: From Heuristics to Formal Tests using Integrable Empirical Processes

• The Stochastic Density: Characterization, Identification, and Estimation

• No Econometrics Seminar

• Luc Bauwens

• Toru Kitagawa

• The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors

• Optimal Monetary Policy in a Data-Rich Environment

• Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects

• Estimating the Type Space of Group Heterogeneity in Panel Data with an Application to Production Functions

• Trend Estimation in a Local-Level Model