• Testing for the Markov Property in Time Series

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

• 

  Spurious Factor Analysis

• 

  Proxy Controls and Panel Data

• Federico Bandi

• Xiaoxia Shi

• A Random-Field Approach to Inference in Large Models of Network Formation

• Bond and Equity Exposures to Macroeconomic and Monetary Policy Risks

• Estimation of moment-based models with latent variables

• Testing for Indeterminacy in U.S. Monetary Policy

• "Current Themes and New Directions in Realized Volatility

• Long-Run Covariability

• The ABC of Simulation Estimation with Auxiliary Statistics

• 

  A Generalized Factor Model with Local Factors

• Peter Reinhard Hansen