• Data-Rich DSGE and Dynamic Factor Models

• Incidental Trends and Power of Panel Unit Root Tests

• Zhipeng Liao

• Econometrics Seminar - Christensen

• 

  Robust Estimation and Inference in Panels with Interactive Fixed Effects

• Stan: A Platform for Bayesian Inference

• Marine Carrasco

• The Pass-Through of Sovereign Risk

• Markus Pelger

• Narrative Sign Restrictions for SVARs

• A Distributional Framework for Matched Employer Employee Data

• Out-of-Sample Forecast Tests Robust to the Window Size Choice

• Optimal Bandwidth Choice for Interval Estimation in GMM Regression

• 

  Spurious Factor Analysis

• Dimitris Korobilis