• Egalitarian LASSO for Combining Economic Forecasts

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  Learning Across Bandits in High Dimension via Robust Statistics

• 

  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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  Unobserved Grouped Patterns in Panel Data and Prior Wisdom

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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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  Exchange Rates, US Monetary Policy and the Global Portfolio Flows

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  Cancelled: Econometrics Lunch

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  Identifying Causal Effects in Network Experiments with Noncompliance

• Shrinkage Estimation of Fixed Effects with Matched Data

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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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  A Stage-Based Identification of Policy Effects

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  Cancelled: Econometrics Lunch