• Vance Martin

• Enrique Sentana

• Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity

• The Identification Power of Equilibrium in Simple Games

• Vira Semenova

• 

  Empirical estimates for the snow albedo feedback effect

• Econometrics Seminar - Norets

• Econometrics Seminar-Li

• Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification

• Local Method of Moments Estimation of Integrated and Spot Covariation

• IDENTIFICATION OF AND CORRECTION FOR PUBLICATION BIAS

• The Smooth Colonel and the Reverend Find Common Ground

• Christian Hansen

• Jean-Jacques Forneron

• Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility