• Neil Shephard

• Matteo Luciani

• Flexible Bayesian Modeling with Moment Constraints

• Bayesian Covariance Regression and Autoregression

• 

  Jumps, Realized Densities, and News Premia

• 

  The Uniform Validity of Impulse Response Inference in Autoregressions

• Estimating Heterogeneous-Agent Macroeconomic Models: A Likelihood Approach with Particle Filter

• Pre and Post Break Parameter Inference

• Subset Statistics in the Linear IV Regression Model

• No Econometrics Seminar

• Keisuke Hirano

• Econometrics Seminar - Stouli

• Econometrics - Moreira

• Jörg Stoye

• Koen Jochmans