• Econometrics Seminar - Ananth

• Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects

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  Bootstrap refinements in high dimensions

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  Structural Stochastic Volatility

• Over-Identified Regression Discontinuity Design

• Estimating Markov-Switching Models Without Gibbs Sampling

• Realized Laplace Transforms

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• A. Ronald Gallant

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  Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables

• LM Test of Neglected Correlated Random Effects and Its Applications

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

• Alwyn Young

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  The Macroeconomy as a Random Forrest

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