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  On the Inconsistency of Cluster-Robust Inference and How Subsampling Can Fix It

• Liangjun Su

• Daniel Lewis

• Estimating the Long-Run Implications of Dynamic Asset Pricing

• Asymptotically Exact Inference in Conditional Moment Inequality Models

• Modeling the Long Run: Valuation in Dynamic Stochastic Economies

• Testing Models of Low-Frequency Variability

• Ulrich Müller

• DmitryArkhangelsky

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  Inference on a Distribution from Noisy Draws

• Using Frequency Domain Information for Time Domain Forecasts: Application on GDP Forecasting

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  A Robust Method for Microforecasting and Estimation of Random Effects

• Sophocles Mavroeidis

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  Selective Nonparametric Specification Test

• Financial Trading Over The Years: A Multifractal Intensity Perspective