• Exponential Conditional Volatility Modules

• Instrumental Variable Estimation of Nonlinear Models with Nonclassical Measurement Error Using Control Variates

• Joel Hasbrouck

• Martin Weidner

• 

  Estimation and Inference for Three-Dimensional Factor Models

• Jean-Jacques Forneron

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

• Strategic Network Formation with Many Players

• 

  Moment Conditions for Dynamic Panel Logit Models with Fixed Effects

• Is Industrial Production Still the Dominant Factor for the US Economy?

• Econometrics Seminar - Khan

• TBA

• Estimating a Structural Macro Finance Model of Term Structure

• Matteo Barigozzi

• Atsushi Inoue