• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• IDENTIFICATION OF AND CORRECTION FOR PUBLICATION BIAS

• The Smooth Colonel and the Reverend Find Common Ground

• Zhipeng Liao

• Stefan Hoderlein

• Ilze Kalnina

• LM Test of Neglected Correlated Random Effects and Its Applications

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

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  Unobserved Grouped Patterns in Panel Data and Prior Wisdom

• Econometrics-Singh

• Approximation of Conditional Densities by Smooth Mixtures of Regressions

• Nonparametric Estimation of Dynamic Panel Models

• Fearing the Fed: How Wall Street Reads Main Street

• A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models

• Joshua Chan