Here's the paper Larry mentioned at ~ 6:50 by Buja et al "Models as Approximations, a conspiracy of random regresors and model deviations against classical inference in regression can be found here: www-stat.wharton.upenn.edu/~lbrown/Papers/2015b%20Models%20as%20Approximations%20--%20A%20Conspiracy%20of%20Random%20Regressors%20and%20Model%20Deviations%20Against%20Classical%20Inference%20in%20Regression.pdf
I think you must have found these by now because they were easily available on the university's website but here's the link just in case: bfi.uchicago.edu/wp-content/uploads/2_LarryTalk.pdf
