Here are my personal notes on the interesting articles.
1. Ahn, Lee and Schmidt (2013) "Panel data models with multiple time-varying individual effects", published in Journal of Econometrics, [Ahn Lee and Schmidt 2013.pdf]
2. Srisuma and Linton (2012) "Semiparametric estimation of Markov decision processes with continuous state space", published in Journal of Econometrics, [Srisuma and Linton 2012 JE.pdf]
3. Von Neumann's trick to get the Lebesgue decomposition and the Radon Nikodym derivative (as an exercise in the course of Real analysis) [Ex461 (Hanbat Jeong).pdf]
4. Some concepts of dependence [Some concepts of dependence from de Jong (1998).pdf]. It is based on de Jong (1998) "Weak laws of large numbers for dependent random variables", published in Annales d'Ă©conomie et de statistique.
5. Chiong and Shum (2017) "Random projection estimation of discrete-choice models with large choice sets" [Chiong and Shum 2018 workingpaper.pdf]
6. Jenish and Prucha (2012) "On spatial processes and asymptotic inference under near-epoch dependence", published in Journal of Econometrics, [Jenish and Prucha 2012 JE.pdf]
7. Kuersteiner and Prucha (2018) "Dynamic spatial panel models: networks, common shocks, and sequential exogeneity" [Kuersteiner and Prucha 2018 working paper.pdf]