• Cross-holding Networks and The Transmission of Banking Sector Shocks

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  Quantile Policy Effect: An Application to U.S. Macroprudential Policy

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  The Macroeconomy as a Random Forest

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  Estimating Intra-day Integrated Volatility with a Markov Switching Multifractal Model

• Tight Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement

• Testing for the Superior Forecasting Ability of Trading Rules Under Extensive Data Snooping Efforts

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  With A Little Help From My Friends: Cross-Correlations, Machine Learning and Macro Forecasting

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  Disagreement in Market Index Options

• Assumption-Lean Inference

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  Learning Across Bandits in High Dimension via Robust Statistics

• A Network Structure Analysis of Economic Crises

• Selecting Specification for Panel Data's Group Heterogeneity

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  Luck or Pluck? The Effect of Eliminating the SAT on College Enrollment and College Completion

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  Peer effects: Selection in Network Models

• On pseudolikelihood inference for semiparametric models with boundary problems