Econometrics Seminar

• Long-Run Covariability

• The ABC of Simulation Estimation with Auxiliary Statistics

• Tim Armstrong

• Eric Ghysels

• 

  Identification and Estimation of Group-Level Partial Effects

• Inference in Structural VARs with External Instruments

• Conditional Moment Models under Weak Identification

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

• "Current Themes and New Directions in Realized Volatility

• Cross-Sectional Dependence in Idiosyncratic Volatility

• On the Solution and Application of Rational Expectations Models with Function-Valued States

• Siddhartha Chib

• Vadim Marmer

• 

  Cancelled: Benchmarking Global Optimizers

• Machine Learning and Econometric Causality