• Realized Laplace Transforms

• Zhipeng Liao

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• 

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

• LM Test of Neglected Correlated Random Effects and Its Applications

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

• Hyungsik Roger Moon

• Konrad Menzel

• Long-Run Covariability

• The ABC of Simulation Estimation with Auxiliary Statistics

• Joshua Chan

• Approximation of Conditional Densities by Smooth Mixtures of Regressions

• 

  The time-varying evolution of inflation risks

• Nonparametric Estimation of Dynamic Panel Models

• Econometrics Seminar-Cattaneo