• Cross-Sectional Dependence in Idiosyncratic Volatility

• 

  Bootstrap refinements in high dimensions

• 

  Structural Stochastic Volatility

• Data-Rich DSGE and Dynamic Factor Models

• Incidental Trends and Power of Panel Unit Root Tests

• Econometrics Seminar - Bai

• Econometrics - Stoye

• Martin Burda

• Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects

• Leland Farmer

• Long-Run Covariability

• The ABC of Simulation Estimation with Auxiliary Statistics

• Alwyn Young

• 

  The Macroeconomy as a Random Forrest

• Inference Based on Conditional Moment Inequalities