• 

  Bridging Factor and Sparse Models

• Financial Trading Over Years: A Multi-Fractal Intensity Perspective

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  Inference on a Distribution from Noisy Draws

• Testing for Instrument Independence in the Selection Model

• Using Frequency Domain Information for Time Domain Forecasts: Application on GDP Forecasting

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  Fast, Detail-free, and Approximately Correct: Estimating Mixed Demand Systems

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  Estimating the Effects of a New Technology using a Duration Model for Staggered Adoption

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  Econometrics Seminar

• Peter Hansen

• Isaiah Andrews

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  Estimation and Inference for Three-Dimensional Factor Models

• Jean-Jacques Forneron

• Estimation and Inference Robust to Invalid Instruments

• Functional Sharp Bounds in the Roy Model

• Bayesian Analysis of Moment Condition Models Using Nonparametric Priors