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  Conditional Inference for GMM Specification Test with Applications to Asset Pricing Models

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  Structural Estimation of Dynamic Equilibrium Models with Unstructured Data

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  Heterogeneity and Aggregate Fluctuations

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  Cancelled: Econometrics Lunch

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  Identifying Causal Effects in Network Experiments with Noncompliance

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  Cancelled: Econometrics Lunch

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

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  Cancelled: Econometrics Lunch

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

• Cancelled: Modeling and Extrapolating Arctic Feedback Loops using Vector Autoregressions

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  Two-Steps Sieves Estimator with Latent Group Heterogeneity

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  Cancelled: Yield Curve Forecasting in the Euro Area

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

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  Cancelled: Econometrics Lunch

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  Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies