• Confidence Intervals for Treatment Effects in High-Dimensional Linear Models

• TBA - Econometrics Workshop

• Andrew Patton

• Guido Kuersteiner

• Variable Downturn Risks

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

• 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

• Alexey Onatskiy

• Daniel Wilhelm

• Econometrics Seminar-Masten

• Econometrics Seminar - Sun

• A Uniform Model Selection Test for Semi/Nonparametric Models

• Bayesian Inference on Structural Impulse Response Functions

• Stéphane Bonhomme