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  Instrumental Variable Identification of Dynamic Variance Decompositions

• On the Solution and Application of Rational Expectations Models with Function-Valued States

• Damian Kozbur

• Laura Liu

• Econometrics Seminar - Sheng

• Econometrics - Sentana

• Nonparametric Bayes Analysis of the Sharp and Fuzzy Regression Discontinuity Designs

• Break-Point Estimation in Linear Panel Data Models

• Stephen Hansen

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  A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices

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

• Global Identification in Nonlinear Semiparametric Models

• Binarization for panel models with fixed effects

• Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective

• Marine Carrasco