• Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

• Bootstrap Confidence Sets under Semiparametric Conditional Moment Restrictions with Single-Index Components

• Sophocles Mavroeidis

• 

  Selective Nonparametric Specification Test

• Financial Trading Over The Years: A Multifractal Intensity Perspective

• Econometrics Lunch Seminar

• Joel Hasbrouck

• Martin Weidner

• International Return Predictability: The View from Under the Bayesian Hat

• No Econometrics Lunch Seminar

• Econometrics Seminar-Mitchell

• 

  Estimating Counterfactual Matrix Means with Short Panel Data

• Optimal measure preserving derivatives

• Heterogeneous Beliefs, Speculation and Trading in Financials Markets

• Liangjun Su