• Inference on subsets of parameters in GMM without assuming identification

• Luc Bauwens

• Rescheduled

• Toru Kitagawa

• High Frequency Quoting: Short-Term Volatility in Bids and Offers

• Efficient size correct subset inference in linear instrumental variables regression

• Projection Inference for Set-Identified SVARs

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  Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications - Job Talk

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  Green Stocks and Monetary Policy Shocks: Evidence from Europe

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  Identification and Estimation of Group-Level Partial Effects

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  Dropout Training is Distributionally Robust Optimal

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

• "Current Themes and New Directions in Realized Volatility

• Greg Laughlin

• Estimating the Long-Run Implications of Dynamic Asset Pricing