• Andrea Carriero

• Yixiao Sun

• Program Evaluation with High-Dimensional Data

• A Markov Switching Multi-Fractal Conditional Poisson Model for Time Series of Counts

• Filtering with Micro Data

• End-of-sample Structural Breaks in Dynamic Factor Models

• TBA

• Smoothly Mixing Regressions

• Simon Freyaldenhoven

• 

  Dividend Momentum and Stock Return Predictability: A Bayesian Approach

• 

  Constrained Classification and Policy Learning

• 

  Testing Mechanisms

• Clifford Hurvich

• Todd Clark

• Inference in Additively Separable Models with a High Dimensional Component