• Kirstin Hubrich

• A Tale of Tails: Estimating the Daily Return Density from High-Frequency Data

• Edward Herbst

• Identification and Estimation of SVAR Models with External Instruments

• Regression and Forecast Model Averaging

• Exploring the Causes of Changing Marriage Patterns

• Financial Trading Over The Years: A Multifractal Intensity Perspective

• Sovereign Default Risk and Real Economic Activity

• 

  Binary Choice with Asymmetric Loss in a Data-rich Environment: Theory and an Application to Racial Justice

• Econometrics Seminar-Graham

• Dacheng Xiu

• 

  Network Cluster-Robust Inference

• Identification strategies for nonseparable models

• Andrea Carriero

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