• 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