• Financial Intermediary and Business Cycle

• IDENTIFICATION OF AND CORRECTION FOR PUBLICATION BIAS

• The Smooth Colonel and the Reverend Find Common Ground

• 

  Bootstrap refinements in high dimensions

• No Econometrics Seminar (Please attend the REStud Tour Day)

• Andres Santos

• Chris Matthes

• Microstructure Noise and the Dynamics of Volatility (joint work with Jin-Chuan Duan from NUS)

• "Current Themes and New Directions in Realized Volatility

• Variable Downturn Risks

• Tweedie's Formula and Forecasting of Dynamic Panel Data Mode

• Fearing the Fed: How Wall Street Reads Main Street

• A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models

• Alwyn Young

• 

  Homophily and Selection: The Network Propensity Score