Econometrics Lunch

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  Identifying Causal Effects in Network Experiments with Noncompliance

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  Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models

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  Dropping Filtering for Machine Learning: Time-Varying Parameters Models the Easy Way

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  Two-Steps Sieves Estimator with Latent Group Heterogeneity

• Smooth Priors and the Curse of Dimensionality: Feasible Multivariate Density Estimation

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  Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies

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  Impact evaluation using networks: estimating heterogeneous spillover effects

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  Dynamically optimal treatment allocation using Reinforcement Learning

• Herman van Dijk

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  Exploiting term structure dynamics in immunization strategies

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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