• Alexander Torgovitsky

• 

  Identification and Inference under Narrative Restrictions

• Andrew Patton

• Guido Kuersteiner

• Variable Downturn Risks

• Tweedie's Formula and Forecasting of Dynamic Panel Data Mode

• Predictive Macro-Finance: Dynamic Term Structure Modeling with Regime Switches

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

• 

  On Binscatter

• Econometrics Seminar - Kleibergen

• Econometrics - Patton

• External Validity in a Stochastic World

• Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors

• Greater New York Area Econometrics Colloquium

• Jonathan Wright