A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters: Riccardo Lucchetti

Spectral Dynamics and Regularization for High-Dimensional Copulas: Andre Lucas

Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter: Esther Ruiz

Teaching Economics to the Machines: Ke Tang

Sector-Specific Supply and Demand Shocks: Joint Identification: Sergey Ivashchenko

Systemic Risk Surveillance: Yannick Hoga

Stochastic Deep Learning: A Probabilistic Framework for Modeling Uncertainty in Structured Temporal Data: James Rice

Structural seasonality: Sergey Ivashchenko

Nonlinear Regression Modeling via Machine Learning Techniques with Applications in Business and Economics: Sunil K Sapra

Difference-in-Differences with Interval Data: Taisuke Otsu

Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data: Jan Rosenzweig

Estimating Duration Dependence in Job Search: the Within-Estimation Duration Bias: Jeremy Zuchuat

Riesz Representer Fitting under Bregman Divergence: A Unified Framework for Debiased Machine Learning: Masahiro Kato

Seasonal ARIMA models with a random period: Rabehi, Nadia

On the falsification of instrumental variable models for heterogeneous treatment effects: Ricardo E. Miranda

When and Why State-Dependent Local Projections Work: Valentin Winkler

Two-Way Clustering with Non-Exchangeable Data: Jochmans, Koen

Bayesian Computation for High-dimensional Gaussian Graphical Models with Spike-and-Slab Priors: David Rossell

Detecting and Mitigating Treatment Leakage in Text-Based Causal Inference: Distillation and Sensitivity Analysis: Connor T. Jerzak

A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data: Ekaterina Seregina

Likelihood-Based Ergodicity Transformations in Time Series Analysis: Anthony Britto

Uncovering Sparse Financial Networks with Information Criteria: Wenying Yao

Design-Robust Event-Study Estimation under Staggered Adoption Diagnostics, Sensitivity, and Orthogonalisation: Craig S Wright

Large SVARs: Minchul Shin

Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention: Harrison Katz

Quantile Vector Autoregression without Crossing: Ruey Tsay

Making Event Study Plots Honest: A Functional Data Approach to Causal Inference: Dominik Liebl

Long-Term Causal Inference with Many Noisy Proxies: Peter Hull

Beyond Validity: SVAR Identification Through the Proxy Zoo: Luca Neri

Estimating Treatment Effects in Panel Data Without Parallel Trends: Shoya Ishimaru

A Smoothed GMM for Dynamic Quantile Preferences Estimation: Antonio F. Galvao

Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment: Mark Podolskij

Empirical Bayes Estimation in Heterogeneous Coefficient Panel Models: Serena Ng

Partial Identification under Stratified Randomization: Vitor Possebom

Bias-Reduced Estimation of Finite Mixtures: An Application to Latent Group Structures in Panel Data: Rapha\"el Langevin

Estimation and Inference based on Summary Statistics for State Space Models: Jiti Gao

Time-Varying Generalized Network Autoregressions: Deshui Yu

The Fourier estimator of spot volatility: Unbounded coefficients and jumps in the price process: Erick Trevi\~no Aguilar

ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition: Jay Katukuri

Limits To (Machine) Learning: Semyon Malamud

Efficiency versus Robustness under Tail Misspecification: Importance Sampling and Moment-Based VaR Bracketing: Aditri

Large-dimensional cointegrated threshold factor models: The Global Term Structure of Interest Rates: Daniel Abreu

Dynamic Mortality Forecasting via Mixed-Frequency State-Space Models: David Pitt

Selecting and Testing Asset Pricing Models: A Stepwise Approach: Jun Zhang

Learning and Testing Exposure Mappings of Interference using Graph Convolutional Autoencoder: Mara Mattes

Corrected Forecast Combinations: Andrey L. Vasnev

Covariate Augmented CUSUM Bubble Monitoring Procedures: Zu Yang

Como medir o invis\'ivel? Guerras, pizzarias do Pent\'agono e o uso de vari\'aveis proxy em econometria: Victor Rangel

Limitations of Randomization Tests in Finite Samples: Xinyi Zhang

On lead-lag estimation of non-synchronously observed point processes: Yuta Koike