• Matt Taddy

• 

  Shorter Robust Confidence Intervals for IV

• Robert McCulloch

• Econometrics Seminar - Lei

• Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance

• Nonparametric Series Quantile Regression: Modeling, Estimation, and Inference

• Lixiong Li

• Joris Pinkse

• A General Approach to Variable Selection for Bayesian Nonparametric Models

• Identification through Heterogeneity

• Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity

• Global Identification in Nonlinear Semiparametric Models

• Estimating the Type Space of Group Heterogeneity in Panel Data with an Application to Production Functions

• Serena Ng

• Econometrics - Bykhovskaya