• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification

• Local Method of Moments Estimation of Integrated and Spot Covariation

• Martin Burda

• Leland Farmer

• IDENTIFICATION OF AND CORRECTION FOR PUBLICATION BIAS

• The Smooth Colonel and the Reverend Find Common Ground

• Empirical Bayes Estimation of Unit-specific Parameters Under Unknown Heteroskedasticity

• Econometrics Seminar - Rudebusch

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  Nonparametric Estimates of Demand in the California Health Insurance Exchange

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  Homophily and Selection: The Network Propensity Score

• Unobserved Binary Random Factors and Returns to Lying

• Firm Heterogeneity and Credit Risk Diversification

• Structural Analysis with Reduced Rank VARs

• When is the Government Spending Multiplier Large? An Empirical Analysis of Time-Varying Fiscal Multipliers