• Modeling the Long Run: Valuation in Dynamic Stochastic Economies

• Testing Models of Low-Frequency Variability

• Econometrics Seminar-Mitchell

• 

  Estimating Counterfactual Matrix Means with Short Panel Data

• Fast Bayesian Factor Analysis via Automatic Rotations to Sparsity

• Roger Klein

• Did New Macroeconomic Factors Emerge During the Great Recession? Evidence from Shrinkage Estimation of Dynamic Factor Models

• Yuichi Kitamura

• 

  Estimation and Inference for Three-Dimensional Factor Models

• Jean-Jacques Forneron

• Uniform inference for conditional factor models with instrumental and idiosyncratic betas

• Short Alpha

• Estimating Nonlinear DSGE Models by the Simulated Method of Moments

• Efficient Semiparametric Estimation of Multi-valued Treatment Effects

• 

  Causal Interpretation of Structural IV Estimands