• No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates

• Econometrics Seminar-Kleibergen

• Generalized Jackknife Estimators of Weighted Average Derivatives

• Roger Koenker

• Estimating Nonlinear DSGE Models by the Simulated Method of Moments

• Efficient Semiparametric Estimation of Multi-valued Treatment Effects

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  Cancelled: Benchmarking Global Optimizers

• Simon Lee

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

• No Econometrics Lunch Seminar

• Estimation and Inference Robust to Invalid Instruments

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  Causal Interpretation of Structural IV Estimands

• Functional Sharp Bounds in the Roy Model

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  Certified Decisions

• Peter Hansen