• Max Tabord-Meehan

• Jushan Bai

• Barbara Rossi

• Estimation of Nonlinear Panel Models with Multiple Unobserved Effects

• The Pass-through of Sovereign Risk

• Predictive Macro-Finance: Dynamic Term Structure Modeling with Regime Switches

• Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach

• Optimal experimental design under unobserved reclassification and partial interference

• Dynamic Analysis of Multivariate Time Series Using Conditional Wavelet Graphs

• Stephen Hansen

• 

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

• Lutz Kilian

• Now-Casting and the Real-Time Data Flow

• On the Testability of Identification in Some Nonparametric Models with Endogeneity

• Estimating and Testing a Quantile Regression Model with Interactive Effects