• Uta Schoenberg

• Leo Krippner

• Mike West

• Exponential Conditional Volatility Modules

• Instrumental Variable Estimation of Nonlinear Models with Nonclassical Measurement Error Using Control Variates

• Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data

• The Conditioning Variables in Program Evaluation Methods

• Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

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

• Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium (DSGE) Models

• Christian Hansen

• Jean-Jacques Forneron

• TBA

• Estimating a Structural Macro Finance Model of Term Structure

• A Tale of Tails: Estimating the Daily Return Density from High-Frequency Data