• Binarization for panel models with fixed effects

• Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective

• Simon Freyaldenhoven

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  Dividend Momentum and Stock Return Predictability: A Bayesian Approach

• Estimating the Type Space of Group Heterogeneity in Panel Data with an Application to Production Functions

• Serena Ng

• Nonparametric Bayes Analysis of the Sharp and Fuzzy Regression Discontinuity Designs

• Break-Point Estimation in Linear Panel Data Models

• Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

• Bootstrap Confidence Sets under Semiparametric Conditional Moment Restrictions with Single-Index Components

• 

  Instrumental Variable Identification of Dynamic Variance Decompositions

• On the Solution and Application of Rational Expectations Models with Function-Valued States

• 

  Demand Analysis with Many Prices

• 

  The time-varying evolution of inflation risks

• Matt Taddy