• Selection of An Optimal Rolling Window Length in Time-varying Predictive Regression

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  A Generalized Factor Model with Local Factors

• Peter Reinhard Hansen

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  Deep Learning for Individual Heterogeneity: An Automatic Inference Framework

• Estimating the Persistence and the Autocorrelation Function of a Time Series that is measured with Error

• Instrumental Variable Estimation with Discrete Endogenous Regressors

• Andrew Patton

• Guido Kuersteiner

• Variable Downturn Risks

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  Asymptotic F Tests under Possibly Weak Identification

• Tweedie's Formula and Forecasting of Dynamic Panel Data Mode

• Government Debt and Risk Premia

• Alexey Onatskiy

• Daniel Wilhelm

• Econometrics Seminar-Masten