• Maximum Likelihood Inference in Weakly Identified DSGE Models

• Conditional Moment Restrictions and Triangular Simultaneous Equations

• Inference for Projections of Identified Sets

• Bond and Equity Exposures to Macroeconomic and Monetary Policy Risks

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  Consistency without Inference: Instrumental Variables in Practical Application

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  Homophily and Selection: The Network Propensity Score

• Econometrics Seminar

• Econometrics-Gu

• Hyungsik Roger Moon

• Konrad Menzel

• Cross-Sectional Dependence in Idiosyncratic Volatility

• Approximation of Conditional Densities by Smooth Mixtures of Regressions

• Nonparametric Estimation of Dynamic Panel Models

• Approximate Bayesian Computation in Non-linear Models: A Focus on DSGEs

• Noncausal Vector AR Processes with Application to Economic Time Series