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  Cancelled: Econometrics Lunch

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  Uncertainty in Empirical Economics

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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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  Text Meets Theory: Leveraging LLMs for Structural Modeling

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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

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  How Much Weak Overlap Can Doubly Robust T-Statistics Handle?

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

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  Do Intermediaries Matter for Stock Returns? A Dynamic Demand System Approach

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

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  Misspecification-Robust Shrinkage for VAR Forecasting and IRF Estimation

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  Two-Steps Sieves Estimator with Latent Group Heterogeneity