• Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach

• Optimal Estimation when Researcher and Social Preferences are Misaligned

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

• Alexandre Belloni

• Bruce Hansen

• Alexey Onatskiy

• Daniel Wilhelm

• Financial Trading Over The Years: A Multifractal Intensity Perspective

• Sovereign Default Risk and Real Economic Activity

• Econometrics Seminar - Lee

• 

  Causal Inference for Spatial Treatments

• 

  Efficient Difference-in-Differences and Event-Study Estimators

• 

  Econometrics Seminar

• Estimating and Testing a Quantile Regression Model with Interactive Effects

• Testing for the Markov Property in Time Series