• Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities

• Inference on Breakdown Frontiers

• No Econometrics Seminar

• 

  Assessing Omitted Variable Bias when the Controls are Endogenous

• 

  Inference for Regression with Variables Generated from Unstructured Data

• Marcelo Cunha Medeiros

• 

  Inference by Stochastic Optimization: A Free-Lunch Bootstrap

• Domenico Giannone

• A. Ronald Gallant

• Pre and Post Break Parameter Inference

• Subset Statistics in the Linear IV Regression Model

• No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates

• Generalized Jackknife Estimators of Weighted Average Derivatives

• 

  The Uniform Validity of Impulse Response Inference in Autoregressions

• Estimating Heterogeneous-Agent Macroeconomic Models: A Likelihood Approach with Particle Filter