• Approximate Bayesian Computation in Non-linear Models: A Focus on DSGEs

• Noncausal Vector AR Processes with Application to Economic Time Series

• Martin Burda

• Leland Farmer

• Econometrics Seminar-Syrgkanis

• Cross-Sectional Dependence in Idiosyncratic Volatility

• Joshua Chan

• 

  The time-varying evolution of inflation risks

• Realized Laplace Transforms

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification

• Local Method of Moments Estimation of Integrated and Spot Covariation

• Stefan Hoderlein

• Ilze Kalnina

• Long-Run Covariability