Past Events

Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation

Regression Discontinuity Design with Spillovers

Endogeneity in Large Panel Models: Identification without (External) IV

Robust estimation and inference with given marginals

Program Evaluation with Remotely Sensed Outcomes

Inference in Event Studies with Approximately Parallel Trends

Causal Inference under Interference through Designed Markets

Semiparametric Learning of Integral Functionals on Submanifolds

Semiparametric Bayesian Inference for Conditional Moment Equalities

Uncertainty in Empirical Economics

Coupling Designs for Randomized Experiments

Robust Semiparametric Inference for Bayesian Additive Regression Trees

Synthetic IV Estimation in Panels

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