• Testing for the Markov Property in Time Series

• 

  Jumps, Realized Densities, and News Premia

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

• 

  Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions

• Flexible Bayesian Modeling with Moment Constraints

• Bayesian Covariance Regression and Autoregression

• Eric Renault

• Katja Smetanina

• Simon Freyaldenhoven

• 

  Dividend Momentum and Stock Return Predictability: A Bayesian Approach

• Estimation of moment-based models with latent variables

• Testing for Indeterminacy in U.S. Monetary Policy

• Filtering with Micro Data

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

• 

  Assessing Omitted Variable Bias when the Controls are Endogenous