• Bootstrap Inference in Partially Identified Models

• Forecast Rationality Tests based on Multi-Horizon Bounds

• Bounds on the Counterfactual Distribution of Revenues in Auctions with Reserve Prices

• Federico Bandi

• Xiaoxia Shi

• 

  Large Hybrid Time-Varying Parameter VARs

• Max Tabord-Meehan

• Econometrics Seminar-Song

• 

  Adapting to Misspecification

• 

  A Perturbation Approach to Nonlinear Filtering: The Case of Stochastic Volatility

• Nonparametric Term Structures

• Changing Macroeconomic Risks: A Markov-Switching DSGE Approach

• Bootstrapping factor-augmented regression models

• Optimal Monetary Policy in a Data-Rich Environment

• "TBA"