• Optimal measure preserving derivatives

• Heterogeneous Beliefs, Speculation and Trading in Financials Markets

• 

  Estimation and Inference for Three-Dimensional Factor Models

• Inference on Directionally Differentiable Functions

• 

  Inference by Stochastic Optimization: A Free-Lunch Bootstrap

• Transaction-Level Models and their Long-Run Properties

• Todd Clark

• Ulrich K. Mueller

• Statistical tests for equal predictive ability across multiple forecasting methods

• Density Prediction for Risk Estimation

• Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

• Bootstrap Confidence Sets under Semiparametric Conditional Moment Restrictions with Single-Index Components

• Nearly Weighted Risk Minimal Unbiased Estimation

• 

  Cancelled: Conditional Superior Predictive Ability

• Identification and Information in Heteroskaedastic Binary Regressions