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Semiparametric Treatment and Selection Models
The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors
Optimal Monetary Policy in a Data-Rich Environment
Confidence Intervals for Treatment Effects in High-Dimensional Linear Models
TBA - Econometrics Workshop
Kirstin Hubrich
Edward Herbst
Deep Learning for Individual Heterogeneity: An Automatic Inference Framework
Econometrics Seminar-Evdokimov
Yulong Wang
Time series models for epidemics: leading indicators, control groups and policy assessment
Differences between Econometrics and Statistics
Identification of Discrete Choice Models for Bundles and Binary Games
Predictive Macro-Finance: Dynamic Term Structure Modeling with Regime Switches
Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach
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