• No Econometrics Seminar (Please attend the REStud Tour Day)

• 

  The Uniform Validity of Impulse Response Inference in Autoregressions

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

• Juan Rubio-Ramirez

• Ivana Komunjer

• 

  Inference for Matched Tuples and Fully Blocked Factorial Designs

• 

  Econometrics Seminar

• What should I believe if I don't believe your instrument? - Reconciling Measurement Error and Endogeneity

• Methods for Markov-switching Models

• A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models

• 

  Identification at the Zero Lower Bound

• Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation

• Juan Rubio-Ramirez

• International Return Predictability: The View from Under the Bayesian Hat

• No Econometrics Lunch Seminar