• On the Asymptotic Size Distortion of Tests When Instruments Locally Violate the Exogeneity Assumption

• An Efficient Approach to Analyzing State-Space Representations

• Bayesian GMM

• Nonstationarity in Time Series of State Densities

• Optimal experimental design under unobserved reclassification and partial interference

• Dynamic Analysis of Multivariate Time Series Using Conditional Wavelet Graphs

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  Cancelled: Conditional Superior Predictive Ability

• Eric Renault

• Katja Smetanina

• Existence and Uniqueness of Semiparametric Projections Applications to Semiparametric Efficiency

• Boosting Your Instruments: Estimation with Overidentifying in Inequality Conditions

• Changing Macroeconomic Risks: A Markov-Switching DSGE Approach

• Bootstrapping factor-augmented regression models

• A Bayesian Approach to Estimation of Dynamic Models with Small and Large Number of Heterogeneous Players and Latent Serially Correlated States