• Zhipeng Liao

• Marc Henry

• Lawrence D. W. Schmidt

• Switching to the New Norm: From Heuristics to Formal Tests using Integrable Empirical Processes

• The Stochastic Density: Characterization, Identification, and Estimation

• Inference Based on SVARs Identified with Sign and Zero Restrictions Theory and Applications

• Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions

• On Efficient Estimation and Inference of Functionals of Semiparametric

• Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models

• Econometrics Seminar - Christensen

• 

  Robust Estimation and Inference in Panels with Interactive Fixed Effects

• 

  Spurious Factor Analysis

• Dimitris Korobilis

• Andrew Gelman

• Jann Spiess