Browse past events, seminars, and conferences.
Parametric Bootstrap and Preprocessing Algorithms for the Maximum Score Estimator
Estimating stochastic block models in the presence of covariates
Testing for Omitted Heterogeneity
Experimental design for policy choice
Cluster-Randomized Trials with Cross-Cluster Interference
Identification of Long-Term Treatment Effects via Temporal Links, Observational, and Experimental Data
Convexity Not Required: Estimation of Smooth Moment Condition Models
Compound Selection Decisions: An Almost SURE Approach
How Weak Are Weak Factors? Uniform Inference for Signal Strength in Signal Plus Noise Models
A Jackknife Variance Estimator for Panel Regressions
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
