• Identification strategies for nonseparable models

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

• Jean-Marie Dufour

• Andriy Norets

• Simon Freyaldenhoven

• 

  Dividend Momentum and Stock Return Predictability: A Bayesian Approach

• Quantile and Control Variable Restrictions in Irregular Correlated Random Coefficient Models

• Endogeneity in Semiparametric Binary Random Coefficient Models

• Machine Learning and Econometric Causality

• Estimating Volatility of Volatility using High Frequency Data

• 

  Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions

• Econometrics - Sant'Anna

• Fixed-Effect Regressions on Network Data

• Efficient Two-Step Estimation via Targeting

• Siddhartha Chib