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Faculty Publications


  • Should I Stay or Should I Go: Migrating away from an Incumbent Platform, Gary Biglaiser, Jacques Cramer, and Andrew Veiga, RAND Journal of Economics
  • High-Dimensional Mixed-Frequency IV Regression, Andrii Babii, Journal of Business and Economics Statistics
  • How Should Parameter Estimation Be Tailored to the Objective?, Peter R. Hansen and Elena-Ivona Dumitrescu, Journal of Econometrics
  • Global Manipulation by Local Obfuscation, Fee Li, Yang Song, and Mofei Zhao, Journal of Economic Theory
  • Relative Contagiousness of Emerging Virus Variants: An Analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants, Peter R. Hansen, The Econometrics Journal
  • Option Pricing with State-Dependent Pricing Kernel, Peter R. Hansen, Chen Tong, Zhuo Huang, Journal of Futures Markets
  • Decomposing Trends in U.S. Air Pollution Disparities from Electricity, Dane Hernandez-Cortes, Kyle C. Men, and Paige Weber, Environmental and Energy Policy and the Economy
  • Making Clean Firms Cleaner: Targeting Environmental Regulation to Maximize Returns, Paige Weber, AEA Papers and Proceedings
  • Is OTT Video a Substitute for TV? Policy Insights from Cord-Cutting, Jacob Malone, Aviv Nevo, Zach Nolan, and Jonathan Williams, Review of Economics and Statistics (forthcoming)
  • Operations Leadership and Productivity: A Study of US Automobile Assembly Plants, Soledad Giardili, Kamalini Ramdas, Jonathan Williams, Management Science (forthcoming)
  • Price Discrimination in International Airline Markets, Garb Aryal, Charlie Murry, and Jonathan Williams, Review of Economic Studies (forthcoming)
  • Isotonic Regression Discontinuity Designs, Andrii Babii and Rohit Kumar, Journal of Econometrics (forthcoming)
  • Machine Learning Time Series Regressions With an Application to Nowcasting, Andrii Babii, Eric Ghysels, and Jonas Striaukas, Journal of Business and Economics Statistics (forthcoming)
  • High-dimensional Granger causality tests with an application to VIX and news, Andrii Babii, Eric Ghysels, and Jonas Striaukas, Journal of Financial Econometrics (forthcoming)