Essays on Financial Economics

Identification of entire counterfactual distribution of potential outcomes: Evidence from NSW Demonstration job training program

Empirical Applications of Entropy-based Inference

Three Essays in Modeling and Forecasting Economic Dynamics

Essays on Stock Return Predictability and Market Efficiency

Three Essays in Empirical Macroeconomics

Essays on Non-linearities in Stock and Bond Returns: A Density-Based Approach

Essays on Entropy-based Robust Inference with Applications in Finance and Economics

Market Liquidity and Linear Factor Pricing Models: Empirical Assessment and New Distribution-Free Tests