• Econometrics Lunch Seminar

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  Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models

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  Micro Responses to Macro Shocks

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  Robust Semiparametric Estimation in Panel Multinomial Choice Models

• José L. Montiel Olea

• Bayesian Analysis of Moment Condition Models Using Nonparametric Priors

• More on Confidence Intervals for Partially Identified Parameters

• Peter Hansen

• Isaiah Andrews

• Non-Stationary Dynamic Factor Models for Large Datasets

• Factor Analysis for Volatility

• Estimating the Long-Run Implications of Dynamic Asset Pricing

• Asymptotically Exact Inference in Conditional Moment Inequality Models

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  Inference in Auctions with Many Bidders Based on Transaction Prices

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  Identification and Estimation in a Class of Potential Outcomes Models