• A. Ronald Gallant

• 

  Inference with Many Weak Instruments

• Econometrics Seminar-Mitchell

• No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates

• Generalized Jackknife Estimators of Weighted Average Derivatives

• Linear Social Network Models

• Inference on subsets of parameters in GMM without assuming identification

• Understanding the Size of the Government Spending Multiplier: It's All in the Sign

• Optimal Retrospective Sampling for a Class of Variable Dimension Models

• Luc Bauwens

• Toru Kitagawa

• No Econometrics Seminar

• Keisuke Hirano

• Estimation and Inference Robust to Invalid Instruments

• Functional Sharp Bounds in the Roy Model