• Katja Smetanina

• A Sieve-SMM Estimator for Dynamic Models

• The Conditioning Variables in Program Evaluation Methods

• FX volatility connectedness and carry trades

• Testing for Independence Between a Time Series and a Point Process

• Quantile and Control Variable Restrictions in Irregular Correlated Random Coefficient Models

• Endogeneity in Semiparametric Binary Random Coefficient Models

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  Constrained Classification and Policy Learning

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  Testing Mechanisms

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  Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects

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  Forecasting with Bayesian Grouped Random Effects in Panel Data

• Todd Clark

• Ulrich K. Mueller

• External Validity in a Stochastic World

• Uniform Post Selection Inference for Logistic Regression, Quantile Regression, and Other Z-estimation Problems