In alphabetical order:

Name Affiliation Abstract
Don Andrews Yale University, United States A Note on Optimal Inference in the Linear IV Model
Isaiah Andrews MIT, United States Identification of and Correction for Publication Bias. Joint with Max Kasy
Bertille Antoine Simon Fraser University, Canada Identification-Robust Nonparametric Inference in a Linear IV Model
Otilia Boldea Tilburg University Bootstrapping Structural Change Tests
Federico Bugni Duke University, United States Regression-based Inference for Covariate-Adaptive Randomization with Multiple Treatments
Matias Cattaneo University of Michigan, United States Coverage Error Optimal Confidence Intervals for Regression Discontinuity Designs
Gregory Cox Yale University, United States Weak Identification in a Class of Generically Identified Models with an Application to Factor Models
Geert Dhaene University of Leuven, Belgium Second-order corrected Likelihood for Nonlinear Panel Models with Fixed Effects
Prosper Dovonon Concordia University, Canada Inference in Second-Order Identified Models
Jean-Marie Dufour McGill University, Canada Wald Tests of Nonlinear Hypotheses when Restrictions are Singular
Patrik Guggenberger The Pennsylvania State University, United States On the Subvector Anderson Rubin test in Linear IV Regression with conditional heteroskedasticity
Grant Hillier University of Southampton Nonparametric testing for exogeneity with discrete regressors and instruments
Michael Jansson University of California, Berkeley, United States Bootstrap-Based Inference for Cube Root Consistent Estimators
Philipp Ketz Paris School of Economics, France A Simple Solution to Invalid Inference in the Random Coeffcients Logit Model
Toru Kitagawa University College London, United Kingdom Uncertain Identification
Sophocles Mavroeidis Oxford University, United Kingdom
Adam McCloskey Brown University, United States Estimation and Inference with a (Nearly) Singular Jacobian
Marcelo Moreira GetĂșlio Vargas Foundation, Brazil Invariant Tests in the Instrumental Variable Model
Alexei Onatskiy Campbridge University, United Kingdom Alternative Asymptotics for Cointegration Tests in Large VARs
Anders Rahbek University of Copenhagen, Denmark Bootstrapping non-causal autoregressions: with applications to explosive bubble modelling
Kees Jan van Garderen University of Amsterdam Confidence Regions for Spatial Autoregressive Models
Tiemen Woutersen University of Arizona, United States Increasing the Power of Specification Tests