• 

  Covariate-Assisted Estimation of Grouped Panel Data Models

• Forecasting with a Panel Tobit Model

• Leveraged ETF options implied volatility paradox: a statistical study

• A Maximum Likelihood Method for the Incidental Parameter Problem

• Discrete Time Duration Models with Group-level Heterogeneity

• Alexander Torgovitsky

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  Identification and Inference under Narrative Restrictions

• When Instruments Break: Choosing the Optimal Estimation Fraction Under a Change in Exogeneity

• Regularized LIML for Many Instruments

• Andrew Patton

• Guido Kuersteiner

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  On Binscatter

• Econometrics Seminar - Kleibergen

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

• Identification and Estimation of SVAR Models with External Instruments