• Identification and Estimation of SVAR Models with External Instruments

• Inference in Structural VARs with External Instruments

• Conditional Moment Models under Weak Identification

• Jean-Marie Dufour

• Andriy Norets

• Simon Freyaldenhoven

• 

  Dividend Momentum and Stock Return Predictability: A Bayesian Approach

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  Constrained Classification and Policy Learning

• Quantile and Control Variable Restrictions in Irregular Correlated Random Coefficient Models

• Endogeneity in Semiparametric Binary Random Coefficient Models

• Identification strategies for nonseparable models

• NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics

• Machine Learning and Econometric Causality

• Estimating Volatility of Volatility using High Frequency Data

• Siddhartha Chib