• Approximation of Conditional Densities by Smooth Mixtures of Regressions

• Nonparametric Estimation of Dynamic Panel Models

• Inference on Breakdown Frontiers

• Structural Changes in Networks: Estimation and Evidence from Financial Institutions

• No Econometrics Seminar

• Identifying the Long-run Consumption Risks: A Nonlinear Mixed-Frequency State-Space Approach

• Daniel J. Lewis

• 

  Forecasting with Bayesian Grouped Random Effects in Panel Data

• Kirstin Hubrich

• Edward Herbst

• Realized Laplace Transforms

• Identifying Distributional Characteristics in Random Coefficients Panel Data Models

• 

  The Uniform Validity of Impulse Response Inference in Autoregressions

• Estimation of Nonlinear Panel Models with Multiple Unobserved Effects

• Estimating Heterogeneous-Agent Macroeconomic Models: A Likelihood Approach with Particle Filter