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

• Bond Risk Premia in Consumption-based Models

• Optimal Bandwidth Choice for Interval Estimation in GMM Regression

• Marc Henry

• Lawrence D. W. Schmidt

• 

  Nonparametric Sample Splitting

• Robert Kaufmann

• 

  Censored Density Forecasts: Production and Evaluation

• Econometrics Seminar-Almuzara

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

• Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions

• A Uniform Model Selection Test for Semi/Nonparametric Models

• Bayesian Inference on Structural Impulse Response Functions

• Mixed Hitting- Time Models

• The Analysis of Conditional Forecasts