• Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity

• The Identification Power of Equilibrium in Simple Games

• Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

• Assessing Point Forecast Accuracy by Stochastic Error Distance

• Timothy Christensen

• Valentin Verdier

• Econometrics Seminar-Cattaneo

• Econometrics Seminar - Ananth

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  Bootstrap refinements in high dimensions

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  Structural Stochastic Volatility

• Parameter Estimation with Out-of-Sample Objective

• How Well Does "Core" CPI Capture Permanent Price Changes?

• Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility

• Measuring and Modeling Execution Cost and Risk

• Over-Identified Regression Discontinuity Design