Browse past events, seminars, and conferences.
Uncovering Disaggregated Oil Market Dynamics: A Full-Information Approach to Granular Instrumental Variables
The information matrix test for Markov switching autoregressions with covariate-dependent transition probabilities
Empirical Bayes for Compound Adaptive Experiments
Cross-Validation for Clustered Regression
ϵ-Minimax Solutions of Statistical Decision Problems via the Hedge Algorithm
Restricted Large Bayesian Vector Autoregressions
Fixed Effects in the Tails: Ranking, Estimation, and Inference
Identification and Estimation of Causal Effects in High-Frequency Event Studies
Nonlinear micro income processes with macro shocks
Conditional Rank-Rank Regression
Algorithmic regularization in deep learning
Inference with Many Weak Instruments and Heterogeneity
A linear regression model for non-oriented dyadic data with interactive individual effects
Quasi-Bayes in Latent Variable Models
Testing for identification in potentially misspecified linear GMM
The Relevance of Time Aggregation for the Propagation of Macroeconomic Shocks
Andres Santos
Gregory Cox
Raffaella Giacomini
Laura Liu
