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Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
Bootstrap Confidence Sets under Semiparametric Conditional Moment Restrictions with Single-Index Components
International Return Predictability: The View from Under the Bayesian Hat
No Econometrics Lunch Seminar
Econometrics Seminar
Econometrics Seminar-Peng
Azeem Shaikh
Matthew Masten
Semiparametric Panel Model and Group Heterogeneity, with an Application to Production Function
Stratification Trees for Adaptive Randomization in Randomized Controlled Trials
Structural Changes in Networks: Estimation and Evidence from Financial Institutions
Identifying the Long-run Consumption Risks: A Nonlinear Mixed-Frequency State-Space Approach
Nonparametric tests of conditional treatment effects
The Empirical Saddlepoint Approximation for GMM Estimators
Weak Identification in a Class of Generically Identified Models with an Application to Factor Models
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