• Yuichi Kitamura

• Sophocles Mavroeidis

• 

  Selective Nonparametric Specification Test

• Econometrics Seminar-Mitchell

• 

  Estimating Counterfactual Matrix Means with Short Panel Data

• Estimating Nonlinear DSGE Models by the Simulated Method of Moments

• Efficient Semiparametric Estimation of Multi-valued Treatment Effects

• The Exact Distribution of the t-ratio with Robust and Clustered Standard Errors

• A New Prior for Time-Varying Parameter VARs

• Flexible Bayesian Modeling with Moment Constraints

• Bootstrapping Tests for Structural Change in Linear Models with Endogenous Regressors

• Andres Santos

• Chris Matthes

• 

  Forecast Combination with Time-varying Weights

• 

  Asymptotic Representations for Sequential Statistical Decision Problems