• 

  The time-varying evolution of inflation risks

• Flexible Bayesian Modeling with Moment Constraints

• Financial Stress and Economic Dynamics: The Transmission of Crises

• Approximation of Conditional Densities by Smooth Mixtures of Regressions

• Nonparametric Estimation of Dynamic Panel Models

• Econometrics Seminar - Bai

• 

  Econometrics Seminar

• Econometrics Seminar - Sheng

• Econometrics - Stoye

• Binarization for panel models with fixed effects

• Estimating the Type Space of Group Heterogeneity in Panel Data with an Application to Production Functions

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

• Serena Ng

• Stephen Hansen

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  A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices