Browse past events, seminars, and conferences.
When do state-dependent local projections work?
Large Order-Invariant Bayesian VARs with Stochastic Volatility
Low-frequency long-run restrictions
When is TSLS Actually LATE?
Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models
Alternatives to Fixed Effect Methods with Clustering and Panel Data
Inference for Large-Scale Linear Systems with Known Coefficients
Dividend Momentum and Stock Return Predictability: A Bayesian Approach
Robust Estimation and Inference in Panels with Interactive Fixed Effects
Support Vector Decision Making
Ranking Treatment Effects Using Instrumental Variables and Alternative Monotonicity Restrictions
“Semi-parametric Identification of SVAR Models with Zero Lower Bound”
“Two-Way Fixed Effects, the Two-Way Mundlak Regression, and Difference-in-Differences Estimators”
“Multiway empirical likelihood”
"Bias aware confidence interval for density estimation"
"Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models"
"Empirical Welfare Maximization with Constraints"