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Temporal-Difference estimation of dynamic discrete choice models
Egalitarian LASSO for Combining Economic Forecasts
Learning Across Bandits in High Dimension via Robust Statistics
Structural Estimation of Dynamic Equilibrium Models with Unstructured Data
Conditional Inference for GMM Specification Test with Applications to Asset Pricing Models
Unobserved Grouped Patterns in Panel Data and Prior Wisdom
Cancelled: Econometrics Lunch
Heterogeneity and Aggregate Fluctuations
Exchange Rates, US Monetary Policy and the Global Portfolio Flows
Cancelled: Econometrics Lunch
Identifying Causal Effects in Network Experiments with Noncompliance
Shrinkage Estimation of Fixed Effects with Matched Data
Cancelled: Econometrics Lunch
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models
A Stage-Based Identification of Policy Effects
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