• Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity

• The Identification Power of Equilibrium in Simple Games

• LM Test of Neglected Correlated Random Effects and Its Applications

• Dynamic Factor Models and Realized Volatility: An Application to Forecasting Bond Yield Distributions

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  Unobserved Grouped Patterns in Panel Data and Prior Wisdom

• Econometrics-Singh

• Hyungsik Roger Moon

• Konrad Menzel

• Fearing the Fed: How Wall Street Reads Main Street

• A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models

• Joshua Chan

• 

  The time-varying evolution of inflation risks

• Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility

• Measuring and Modeling Execution Cost and Risk

• Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects