• LM Test of Neglected Correlated Random Effects and Its Applications

• Dynamic Factor Models and Realized Volatility: An Application to Forecasting Bond Yield Distributions

• Martin Burda

• Identification and Testing in Ascending Auctions with Unobserved Heterogeneity

• Leland Farmer

• Sharp Bounds on the Distribution of the Treatment Effect in Switching Regimes Models

• Zhipeng Liao

• 

  Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables

• Cross-Sectional Dependence in Idiosyncratic Volatility

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

• Stefan Hoderlein

• Ilze Kalnina

• In-sample Asymptotics and Across-sample Efficiency Gains for High Frequency Data Statistics

• Joshua Chan

• 

  The time-varying evolution of inflation risks