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Econometrics Seminar - Christensen
Matt Taddy
Robert McCulloch
A General Approach to Variable Selection for Bayesian Nonparametric Models
Identification through Heterogeneity
Spurious Factor Analysis
Dimitris Korobilis
On the Asymptotic Size Distortion of Tests When Instruments Locally Violate the Exogeneity Assumption
An Efficient Approach to Analyzing State-Space Representations
Inference Based on SVARs Identified with Sign and Zero Restrictions Theory and Applications
Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions
Econometrics Seminar - Honoré
Tim Armstrong
Eric Ghysels
Confidence Intervals for Treatment Effects in High-Dimensional Linear Models
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