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Efficient size correct subset inference in linear instrumental variables regression
Projection Inference for Set-Identified SVARs
Rescheduled
High Frequency Quoting: Short-Term Volatility in Bids and Offers
Counterfactual Sensitivity and Robustness
Econometrics Seminar-Kwon
Christoph Rothe
Christopher Udry
Identification and Estimation of Group-Level Partial Effects
Dropout Training is Distributionally Robust Optimal
Microstructure Noise and the Dynamics of Volatility (joint work with Jin-Chuan Duan from NUS)
"Current Themes and New Directions in Realized Volatility
Linearization and Superlinearization of Probabilities, Application to Nonlinear Filtering
Unbiased Instrumental Variables Estimation Under Known First-Stage Sign
Inference in Additively Separable Models with a High Dimensional Component
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