• 

  High-Dimensional Conditionally Gaussian State Space Models with Missing Data

• 

  Testing for Identification in Potentially Misspecified Linear GMM

• Filtering with Micro Data

• End-of-sample Structural Breaks in Dynamic Factor Models

• Simon Freyaldenhoven

• 

  Dividend Momentum and Stock Return Predictability: A Bayesian Approach

• Ilze Kalnina

• Susanne Schennach

• Program Evaluation with High-Dimensional Data

• A Markov Switching Multi-Fractal Conditional Poisson Model for Time Series of Counts

• Pricing of Asian Temperature Risk

• Instrumental Variable Estimation in a Data Rich Envirornment

• Econometrics Seminar-Pollmann

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  Jumps, Realized Densities, and News Premia

• Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective