• Local Method of Moments Estimation of Integrated and Spot Covariation

• Econometrics - Stoye

• IDENTIFICATION OF AND CORRECTION FOR PUBLICATION BIAS

• The Smooth Colonel and the Reverend Find Common Ground

• Marine Carrasco

• Markus Pelger

• Unobserved Binary Random Factors and Returns to Lying

• 

  Nonparametric Sample Splitting

• Firm Heterogeneity and Credit Risk Diversification

• Robert Kaufmann

• 

  Censored Density Forecasts: Production and Evaluation

• Structural Analysis with Reduced Rank VARs

• Econometrics Seminar-Almuzara

• When is the Government Spending Multiplier Large? An Empirical Analysis of Time-Varying Fiscal Multipliers

• Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing