• 

  Robust Estimation and Inference in Panels with Interactive Fixed Effects

• Switching to the New Norm: From Heuristics to Formal Tests using Integrable Empirical Processes

• The Stochastic Density: Characterization, Identification, and Estimation

• Matt Taddy

• Robert McCulloch

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  Spurious Factor Analysis

• Dimitris Korobilis

• Inference Based on SVARs Identified with Sign and Zero Restrictions Theory and Applications

• Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions

• Prediction with macroeconomic models

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• Econometrics Seminar - Del Negro

• 

  Conference to Honor Frank Diebold 65 + 35

• Narrative Sign Restrictions for SVARs

• A Distributional Framework for Matched Employer Employee Data