• Approximate Bayesian Computation in Non-linear Models: A Focus on DSGEs

• Noncausal Vector AR Processes with Application to Economic Time Series

• Data-Rich DSGE and Dynamic Factor Models

• Incidental Trends and Power of Panel Unit Root Tests

• Christian Hansen

• Jean-Jacques Forneron

• Ross Doppelt

• 

  Structural Sieves

• Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

• Assessing Point Forecast Accuracy by Stochastic Error Distance

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

• Econometrics Seminar - Rudebusch

• Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification

• Local Method of Moments Estimation of Integrated and Spot Covariation

• Inference Based on Conditional Moment Inequalities