• The Empirical Saddlepoint Approximation for GMM Estimators

• Semi-parametric Bayesian Partially Identified Models based on Support Function

• A Generalized Focused Information Criterion for GMM Model and Moment Selection

• 

  Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects

• Binarization for panel models with fixed effects

• 

  Identification and Inference under Narrative Restrictions

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

• Marine Carrasco

• Markus Pelger

• Maximum Likelihood Inference in Weakly Identified DSGE Models

• Conditional Moment Restrictions and Triangular Simultaneous Equations

• Optimal Plug-in Estimators of Directionally Differentiable Functionals

• Forecasting with Dynamic Panel Data Models: Empirical Bayes Approach

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  Instrumental Variable Identification of Dynamic Variance Decompositions

• Greater New York Area Econometrics Colloquium