• Using Frequency Domain Information for Time Domain Forecasts: Application on GDP Forecasting

• Ulrich Müller

• DmitryArkhangelsky

• Econometrics Seminar-Mitchell

• 

  Estimating Counterfactual Matrix Means with Short Panel Data

• Estimating the Long-Run Implications of Dynamic Asset Pricing

• Asymptotically Exact Inference in Conditional Moment Inequality Models

• Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

• Bootstrap Confidence Sets under Semiparametric Conditional Moment Restrictions with Single-Index Components

• Liangjun Su

• Daniel Lewis

• International Return Predictability: The View from Under the Bayesian Hat

• No Econometrics Lunch Seminar

• Joel Hasbrouck

• Martin Weidner