Econometrics Lunch

• Density estimation without a curse of dimensionality

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  Identification in Dyadic Models of Network Formation

• Egalitarian LASSO for Combining Economic Forecasts

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  Temporal-Difference estimation of dynamic discrete choice models

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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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  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