• Enrique Sentana

• LM Test of Neglected Correlated Random Effects and Its Applications

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

• Econometrics Seminar-Syrgkanis

• Joshua Chan

• 

  The time-varying evolution of inflation risks

• Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

• Assessing Point Forecast Accuracy by Stochastic Error Distance

• Data-Rich DSGE and Dynamic Factor Models

• Incidental Trends and Power of Panel Unit Root Tests

• Christian Hansen

• Jean-Jacques Forneron

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

• Zhipeng Liao

• Over-Identified Regression Discontinuity Design