• Ulrich K. Müller

• Jean-Marie Dufour

• Andriy Norets

• The Conditioning Variables in Program Evaluation Methods

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

• 

  A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound

• 

  Scenario Sampling for Large Supermodular Games

• Hessian Based MCMC for Linear DSGE Models

• The Efficiency of the Global Market for Capital Goods

• Filtering with Micro Data

• End-of-sample Structural Breaks in Dynamic Factor Models

• 

  Counterfactual Analysis with Artificial Controls: Inference, High Dimensions and Nonstationarity

• Michael Leung

• Siddhartha Chib

• Vadim Marmer