Browse past events, seminars, and conferences.
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
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
