Testing for Instrument Independence in the Selection Model
-Econometrics Seminar
Toru Kitagawa
Brown University
Robust Confidence Intervals in Nonlinear Regression Under Weak Identification
-Econometrics Seminar
Xu Cheng
Yale University
Regime Switches, Agents Beliefs, and Post-World War II US Macroeconomic Dynamics
-Econometrics Seminar
Francesco Bianchi
Princeton University
In-sample Asymptotics and Across-sample Efficiency Gains for High Frequency Data Statistics
-Econometrics Seminar
Eric Renault
University of North Carolina
Global Identification in Nonlinear Semiparametric Models
-Econometrics Seminar
Ivana Komunjer
University of California
Optimal Monetary Policy in a Data-Rich Environment
-Econometrics Seminar
Jean Boivin
HEC Montreal
Testing for the Markov Property in Time Series
-Econometrics Seminar
Bin Chen
University of Rochester
Inference on subsets of parameters in GMM without assuming identification
-Econometrics Seminar
Frank Kleibergen
Brown University
Bootstrap Confidence Sets under Semiparametric Conditional Moment Restrictions with Single-Index Components
-Econometrics Seminar
Kevin Song
University of Pennsylvania
Large factor models and large random matrices
-Econometrics Seminar
Alexi Onatski
Columbia University
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