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  Inference After Estimation of Breaks

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  Measuring Expectations: a marginal approach

• Information Complementarities and Polarization in Networks

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  Two-Stage Maximum Score Estimators

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  The Global Component of Inflation Volatility

• Empirical Bayes Estimation of Unit-specific Parameters under Unknown Heteroskedasticity

• Cross-holding Networks and The Transmission of Banking Sector Shocks

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  Quantile Policy Effect: An Application to U.S. Macroprudential Policy

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  The Macroeconomy as a Random Forest

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  Estimating Intra-day Integrated Volatility with a Markov Switching Multifractal Model

• Tight Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement

• Testing for the Superior Forecasting Ability of Trading Rules Under Extensive Data Snooping Efforts

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  With A Little Help From My Friends: Cross-Correlations, Machine Learning and Macro Forecasting

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  Disagreement in Market Index Options

• Assumption-Lean Inference