Econometrics Seminar

• Estimating Volatility of Volatility using High Frequency Data

• Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

• Bootstrap Confidence Sets under Semiparametric Conditional Moment Restrictions with Single-Index Components

• Binarization for panel models with fixed effects

• Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective

• Jean-Marie Dufour

• Andriy Norets

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  Robust Semiparametric Estimation in Panel Multinomial Choice Models

• Flexible Bayesian Modeling with Moment Constraints

• Bayesian Covariance Regression and Autoregression

• Optimal measure preserving derivatives

• Heterogeneous Beliefs, Speculation and Trading in Financials Markets

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  Instrumental Variable Identification of Dynamic Variance Decompositions

• The Empirical Saddlepoint Approximation for GMM Estimators

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  Asymptotic F Tests under Possibly Weak Identification