• 

  Counterfactual Sensitivity and Robustness

• Clifford Hurvich

• Econometrics Seminar-Kwon

• Todd Clark

• Daniel J. Lewis

• 

  Inference with Many Weak Instruments

• Efficient size correct subset inference in linear instrumental variables regression

• Projection Inference for Set-Identified SVARs

• Improving accuracy and stability of higher-order perturbation approximations to non-linear DSGE models

• Testing for Multiple Bubbles

• Linear Social Network Models

• Inference on subsets of parameters in GMM without assuming identification

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  Targeted Testing of Dynamic Stochastic General Equilibrium Models

• Jan J. J. Groen

• Econometrics Seminar - Armstrong