• Dynamic Specification Tests for Dynamic Factor Models

• Timothy Christensen

• Valentin Verdier

• Approximation of Conditional Densities by Smooth Mixtures of Regressions

• Nonparametric Estimation of Dynamic Panel Models

• Ross Doppelt

• 

  Structural Sieves

• Fearing the Fed: How Wall Street Reads Main Street

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

• Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing

• Bond Risk Premia in Consumption-based Models

• Econometrics - Bykhovskaya

• Econometrics Seminar - Chen

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

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