• Over-Identified Regression Discontinuity Design

• Estimating Markov-Switching Models Without Gibbs Sampling

• Stefan Hoderlein

• Ilze Kalnina

• Hidden Rust Models

• Countercyclical Policy Responses of the Current Account

• Realized Laplace Transforms

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• Econometrics Seminar-Cattaneo

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  Bootstrap refinements in high dimensions

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  Structural Stochastic Volatility

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

• Assessing Point Forecast Accuracy by Stochastic Error Distance

• Martin Burda

• Leland Farmer