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  Unobserved Grouped Patterns in Panel Data and Prior Wisdom

• Econometrics-Singh

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

• Long-Run Covariability

• The ABC of Simulation Estimation with Auxiliary Statistics

• A. Ronald Gallant

• Realized Laplace Transforms

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• Lixiong Li

• Joris Pinkse

• Econometrics Seminar - Sheng

• Econometrics - Sentana

• Inference Based on SVARs Identified with Sign and Zero Restrictions Theory and Applications

• Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions

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  Instrumental Variable Identification of Dynamic Variance Decompositions