• Econometrics Seminar - Giacomini

• Evaluating Treatment Protocols using Data Combination

• Inference with Dependent Data Using Cluster Covariance Estimators

• Cross-Sectional Dependence in Idiosyncratic Volatility

• Warren Center Workshop: High Dimensional Methods in Econometrics and Statistics

• Adam McCloskey

• Ron Gallant

• Kenichi Nagasawa

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  Automatic estimation of NPIV functionals: application to demand estimation

• 

  Econometrics Seminar

• Changing Macroeconomic Risks: A Markov-Switching DSGE Approach

• Econometrics Seminar-Song

• Bootstrapping factor-augmented regression models

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  Adapting to Misspecification

• Option Implied Volatility and Corporate Bond Yields: A Dynamic Factor Approach