• A. Ronald Gallant

• Flexible Bayesian Modeling with Moment Constraints

• Financial Stress and Economic Dynamics: The Transmission of Crises

• Linear Social Network Models

• Inference on subsets of parameters in GMM without assuming identification

• Cross-Sectional Dependence in Idiosyncratic Volatility

• Alexey Onatskiy

• Benjamin William Deaner

• Hyungsik Roger Moon

• Konrad Menzel

• Hidden Rust Models

• Countercyclical Policy Responses of the Current Account

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

• Optimal measure preserving derivatives

• Heterogeneous Beliefs, Speculation and Trading in Financials Markets