• Identification and Estimation of Average Partial Effects in 'Irregular' Correlated Random Coefficient Panel Data Models

• Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach

• Leo Krippner

• Mike West

• Econometrics Seminar-Song

• 

  Adapting to Misspecification

• Now-Casting and the Real-Time Data Flow

• On the Testability of Identification in Some Nonparametric Models with Endogeneity

• 

  Large Hybrid Time-Varying Parameter VARs

• Max Tabord-Meehan

• Preference Types and Welfare in Insurance Markets

• Comparing Possibly Misspecified Forecasts

• Option Implied Volatility and Corporate Bond Yields: A Dynamic Factor Approach

• False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

• Susan Athey