Econometrics Seminar

• Edward Herbst

• Realized Laplace Transforms

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• Estimation of Nonlinear Panel Models with Multiple Unobserved Effects

• The Pass-through of Sovereign Risk

• Measuring the "Dark Matter" in Asset Pricing Models

• No Econometrics Workshop

• No Econometrics Seminar (Thanksgiving Week)

• Andrea Carriero

• Yixiao Sun

• Unobserved Binary Random Factors and Returns to Lying

• Firm Heterogeneity and Credit Risk Diversification

• Now-Casting and the Real-Time Data Flow

• On the Testability of Identification in Some Nonparametric Models with Endogeneity

• Dealing with a Technological Bias: The Difference-in-Difference Approach