Econometrics Seminar

• Felix Pretis

• Jan J. J. Groen

• Mikkel Plagborg-Moller

• Testing and Detecting Jumps Based on a Discretely Observed Process

• Asymptotics for Statistical Treatment Rules

• Statistical tests for equal predictive ability across multiple forecasting methods

• Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting

• Density Prediction for Risk Estimation

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

• Wayne Gao

• Yoosoon Chang

• David Childers

• Quantile and Control Variable Restrictions in Irregular Correlated Random Coefficient Models

• Endogeneity in Semiparametric Binary Random Coefficient Models

• A Tail of Two Infinities: Using High-frequency Data to Estimate the Daily Return Density