• Econometrics Seminar - Bai

• Econometrics - Stoye

• A. Ronald Gallant

• Econometrics Seminar - Mourifie

• LM Test of Neglected Correlated Random Effects and Its Applications

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

• On Efficient Estimation and Inference of Functionals of Semiparametric

• Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models

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  Nonparametric Sample Splitting

• Robert Kaufmann

• Binarization for panel models with fixed effects

• Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective

• 

  Censored Density Forecasts: Production and Evaluation

• Econometrics Seminar-Almuzara

• Matt Taddy