Published Papers
Search by issue area or author to browse the most recent versions of faculty published papers.
Author
Research Topics
Research Center
Journal of Econometrics
July 2020
Econometrics
High Frequency Traders and the Price Process
Review of Economics and Statistics
June 2020
An Econometric Model of International Long-run Growth Dynamics for Long-horizon Forecasting
Journal of Econometrics
May 2020
Econometrics
High-Frequency Factor Models and Regressions
Journal of Econometrics
April 2020
Inference in SVARs Identified with External Instruments
Econometrica
May 2020
Econometrics
Selection Without Exclusion
Brookings Papers on Economic Activity
March 2020
Econometrics
When is Growth at Risk?
American Economic Review
March 2020
International Finance
Dominant Currency Paradigm
Quantitative Economics
January 2020
Econometrics
Simple and Honest Confidence Intervals in Nonparametric Regression
Statistics and Probability Letters
December 2019
Refining the Central Limit Theorem Approximation via Extreme Value Theory
Review of Economic Studies
November 2019
Journal of Econometrics
July 2019
Econometrics
A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data
Journal of Money, Credit and Banking
June 2019
Slack and Cyclically Sensitive Inflation
Annals of Economics and Statistics
June 2019
Identification in Binary Response Panel Data Models: Is Point-Identification More Common Than We Thought?
AER Papers and Proceedings
May 2019
International Finance
Dollar Invoicing and the Heterogeneity of Exchange Rate Pass-Through
Journal of Econometrics
March 2019
Nearly Weighted Risk Minimal Unbiased Estimation
Journal of Economic Theory
January 2019
Econometrics
Robust Consumption and Portfolio Policies When Asset Prices Can Jump
Quantitative Economics
January 2019
Econometrics
Bayesian Inference on Structural Impulse Response Functions
Panel Data Econometrics
January 2019
Econometrics
Panel Vector Autoregressions With Binary Data
Quantitative Economics
November 2018
Econometrics
Interdependent Durations in Joint Retirement
Economics Letters
October 2018
Econometrics
Easy bootstrap-like estimation of asymptotic variances
