• Inference on subsets of parameters in GMM without assuming identification

• Yield Curves: Unspanned Macro Risks at the ZLB

• Modeling Probability Forecasts via Information Diversity

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  Identification at the Zero Lower Bound

• Juan Rubio-Ramirez

• 

  Counterfactual Sensitivity and Robustness

• Financial Trading Over The Years: A Multifractal Intensity Perspective

• Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities

• Mark Watson

• Frank Kleibergen

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

• "Current Themes and New Directions in Realized Volatility

• Uniform Inference in Panel Autoregression

• Large-dimensional factor modeling based on high-frequency observations

• Whitney Newey