• 

  Synthetic Decomposition for Ex Ante Policy Evaluation

• Identification strategies for nonseparable models

• Estimating and Testing a Quantile Regression Model with Interactive Effects

• NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics

• Testing for the Markov Property in Time Series

• The Conditioning Variables in Program Evaluation Methods

• Testing for Independence Between a Time Series and a Point Process

• Isaiah Andrews

• Karun Adusumilli

• 

  Cancelled: Inference with Many Weak Instruments

• Angelo Mele

• Factor Estimation in Nonlinear, Non-Gaussian Big-Data Environments

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

• Prior Hyperparameters in Time-Varying Multivariate Time Series Models

• "Current Themes and New Directions in Realized Volatility