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  Identification of Dynamic Nonlinear Panel Models under Partial Stationarity

• Density estimation without a curse of dimensionality

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  A Truthful Owner-Assisted Scoring Mechanism

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  Identification in Dyadic Models of Network Formation

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  Inflation and Asset Prices: A Macrohistory Perspective

• Egalitarian LASSO for Combining Economic Forecasts

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  Learning Across Bandits in High Dimension via Robust Statistics

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  Temporal-Difference estimation of dynamic discrete choice models

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  Shrinkage Estimation of Grouped Panel Data Models

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  Conditional Inference for GMM Specification Test with Applications to Asset Pricing Models

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  Unobserved Grouped Patterns in Panel Data and Prior Wisdom

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  Structural Estimation of Dynamic Equilibrium Models with Unstructured Data

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  Side Effects: Identification, Estimation, and Extensions

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  Heterogeneity and Aggregate Fluctuations

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  Exchange Rates, US Monetary Policy and the Global Portfolio Flows