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Konrad Menzel
Stan: A Platform for Bayesian Inference
The Pass-Through of Sovereign Risk
A General Approach to Variable Selection for Bayesian Nonparametric Models
Identification through Heterogeneity
Nonparametric Estimates of Demand in the California Health Insurance Exchange
The Macroeconomy as a Random Forrest
On the Asymptotic Size Distortion of Tests When Instruments Locally Violate the Exogeneity Assumption
An Efficient Approach to Analyzing State-Space Representations
Jun Yu
Juan Rubio-Ramirez
Identifiability in DSGE Models without Minimality Assumption
Semiparametric Treatment and Selection Models
Confidence Intervals for Treatment Effects in High-Dimensional Linear Models
TBA - Econometrics Workshop
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