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The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors
Optimal Monetary Policy in a Data-Rich Environment
Optimal Covariate Collection for Prediction in Randomized Experiments
Scale of Predictability
Kirstin Hubrich
Edward Herbst
Deep Learning for Individual Heterogeneity: An Automatic Inference Framework
Econometrics Seminar-Evdokimov
Alexander Torgovitsky
Identification and Inference under Narrative Restrictions
External Validity in a Stochastic World
Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors
Estimation of moment-based models with latent variables
Testing for Indeterminacy in U.S. Monetary Policy
Uniform Post Selection Inference for Logistic Regression, Quantile Regression, and Other Z-estimation Problems
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