• 

  The Uniform Validity of Impulse Response Inference in Autoregressions

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

• 

  Semiparametric Panel Model and Group Heterogeneity, with an Application to Production Function

• 

  Inference by Stochastic Optimization: A Free-Lunch Bootstrap

• Mark Watson

• Frank Kleibergen

• Estimating the Persistence and the Autocorrelation Function of a Time Series that is measured with Error

• Instrumental Variable Estimation with Discrete Endogenous Regressors

• Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model

• Dynamic Specification Tests for Dynamic Factor Models

• Sequential Monte Carlo Sampling for DSGE Models

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

• No Econometrics Lunch Seminar

• 

  Cancelled: Econometrics Seminar

• Roger Koenker