Browse past events, seminars, and conferences.
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
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
