• Jun Yu

• Andrew Patton

• 

  Binary Choice with Asymmetric Loss in a Data-rich Environment: Theory and an Application to Racial Justice

• Guido Kuersteiner

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

• Econometrics Seminar-Graham

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

• When Instruments Break: Choosing the Optimal Estimation Fraction Under a Change in Exogeneity

• Regularized LIML for Many Instruments

• Inference for Low-Rank Models

• 

  Refining Set-Identification in VARs through Independence

• 

  Asymptotic F Tests under Possibly Weak Identification

• Government Debt and Risk Premia

• Stéphane Bonhomme

• The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors