(Thursdays, 2:30-4:00 pm, 1102 IAB)
| Date | Speaker | Paper |
| 02/28/2019 | Daniel Lewis (Federal Reserve Bank of New York) | Identifying Shocks via Time-Varying Volatility |
| 03/07/2019 | Ivan Canay (Northwestern) | Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design |
| 03/14/2019 | Roger Moon (USC) | Nuclear Norm Regularized Estimation of Panel Regression Models |
| 03/21/2019 | SPRING BREAK | |
| 03/28/2019 | NOT MEETING | |
| 04/04/2019 | Mark Watson (Princeton) | “An Econometric Model of International Long-run Growth Dynamics” with Ulrich Mueller and Jim Stock |
| 04/11/2019 | Jörg Stoye (Cornell) | Simple Inference for Constrained Optima |
| 04/18/2019 | Adam Rosen (Duke) | Finite Sample Inference for the Maximum Score Estimand |
| 04/25/2019 | Roger Koenker (UCL) | Nonparametric maximum likelihood methods for binary response models with random coefficients |
| 05/02/2019 | Raffaella Giacomini (UCL) |
