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

• Assessing Point Forecast Accuracy by Stochastic Error Distance

• Timothy Christensen

• Valentin Verdier

• 

  Bootstrap refinements in high dimensions

• 

  Structural Stochastic Volatility

• Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance

• Nonparametric Series Quantile Regression: Modeling, Estimation, and Inference

• Econometrics Seminar - Sheng

• Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity

• Global Identification in Nonlinear Semiparametric Models

• Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data

• Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

• Marine Carrasco

• Markus Pelger