• 

  Unobserved Grouped Patterns in Panel Data and Prior Wisdom

• Econometrics-Singh

• Long-Run Covariability

• The ABC of Simulation Estimation with Auxiliary Statistics

• Alwyn Young

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  The Macroeconomy as a Random Forrest

• Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification

• Local Method of Moments Estimation of Integrated and Spot Covariation

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

• The Identification Power of Equilibrium in Simple Games

• Hyungsik Roger Moon

• Konrad Menzel

• Econometrics Seminar - Bai

• Cross-Sectional Dependence in Idiosyncratic Volatility

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  Bootstrap refinements in high dimensions