• Vance Martin

• Enrique Sentana

• Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity

• The Identification Power of Equilibrium in Simple Games

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  Identification of Structural and Counterfactual Parameters in a Large Class of Structural Econometric Models

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  Efficient Estimation of Random Coefficients Demand Models Using Product and Consumer Datasets

• Flexible Bayesian Modeling with Moment Constraints

• Financial Stress and Economic Dynamics: The Transmission of Crises

• 

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

• Fearing the Fed: How Wall Street Reads Main Street

• A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models

• Christian Hansen

• Jean-Jacques Forneron

• Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility

• Measuring and Modeling Execution Cost and Risk