• Daniel J. Lewis

• 

  Forecasting with Bayesian Grouped Random Effects in Panel Data

• Kirstin Hubrich

• Edward Herbst

• Realized Laplace Transforms

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• 

  The Uniform Validity of Impulse Response Inference in Autoregressions

• Estimation of Nonlinear Panel Models with Multiple Unobserved Effects

• Estimating Heterogeneous-Agent Macroeconomic Models: A Likelihood Approach with Particle Filter

• The Pass-through of Sovereign Risk

• No Econometrics Seminar

• Elena Manresa

• Rosa Matzkin

• Approximation of Conditional Densities by Smooth Mixtures of Regressions

• Nonparametric Estimation of Dynamic Panel Models