• Conditional Moment Models under Weak Identification

• The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors

• Optimal Monetary Policy in a Data-Rich Environment

• Optimal Estimation when Researcher and Social Preferences are Misaligned

• Resolving the Spanning Puzzle in Macro-Finance Term Structure Models

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  A Generalized Factor Model with Local Factors

• Peter Reinhard Hansen

• 

  Deep Learning for Individual Heterogeneity: An Automatic Inference Framework

• Econometrics Seminar-Evdokimov

• Neil Shephard

• Matteo Luciani

• Machine Learning and Econometric Causality

• Estimating Volatility of Volatility using High Frequency Data

• Estimation of moment-based models with latent variables

• Testing for Indeterminacy in U.S. Monetary Policy