Econometrics Lunch

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  Identification Robust Inference for Risk Prices in Structural Stochastic Volatility Models

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  Bank capital constraints, lending supply and economic activity

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  Time-Varying Parameters: A Machine Learning Approach

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  Two-Steps Sieve M-Estimation with Group Heterogeneity, with Application to Production Function

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  Frequentist Shrinkage under Inequality Constraints

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  Network peer effects with selection into treatment: Reevaluating microfinance adoption in India

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  Forecasting as a Robust Decision: Local Asymptotic Evaluation

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  Inference for Heterogeneous Effects Using Low-Rank Estimation of Factor Slopes

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  Jumps, Realized Densities, and News Premia

• GMM on Panel Model with Latent Group Heterogeneity

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  Dynamically optimal treatment allocation using Reinforcement Learning'

• Counterfactual inference and Experimental Design over Networks

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  Semiparametric Panel Model and Group Heterogeneity, with an application to Production Function

• Information Complementarities and Polarization in Networks

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  Inference After Estimation of Breaks