• Econometrics - Santos

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  Pockets of Predictability

• Optimal experimental design under unobserved reclassification and partial interference

• Dynamic Analysis of Multivariate Time Series Using Conditional Wavelet Graphs

• A Random-Field Approach to Inference in Large Models of Network Formation

• Bond and Equity Exposures to Macroeconomic and Monetary Policy Risks

• Identification and Estimation of Average Partial Effects in 'Irregular' Correlated Random Coefficient Panel Data Models

• Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach

• Vira Semenova

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  Empirical estimates for the snow albedo feedback effect

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  Unobserved Grouped Patterns in Panel Data and Prior Wisdom

• Stefan Hoderlein

• Econometrics-Singh

• Ilze Kalnina

• Cross-Sectional Dependence in Idiosyncratic Volatility