• Empirical Bayes Estimation of Unit-specific Parameters Under Unknown Heteroskedasticity

• Econometrics Seminar - Rudebusch

• Over-Identified Regression Discontinuity Design

• Estimating Markov-Switching Models Without Gibbs Sampling

• Realized Laplace Transforms

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification

• Local Method of Moments Estimation of Integrated and Spot Covariation

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  Econometrics Seminar

• Jun Yu

• Juan Rubio-Ramirez

• 

  Predicting Returns with Text Data

• Massimiliano Marcellino

• 

  Shorter Robust Confidence Intervals for IV

• Econometrics Seminar - Lei