• 

  Cross-sectional dynamics based on network structure

• 

  Semiparametric Panel Model and Group Heterogeneity, with an application to Production Function

• 

  VAR Hyperparameter Determination Under Misspecification

• Information Complementarities and Polarization in Networks

• 

  Two-Stage Maximum Score Estimators

• 

  Inference After Estimation of Breaks

• 

  Measuring Expectations: a marginal approach

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

• 

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

• 

  The Global Component of Inflation Volatility

• Empirical Bayes Estimation of Unit-specific Parameters under Unknown Heteroskedasticity

• 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

• 

  The Macroeconomy as a Random Forest

• 

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