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Nonparametric tests of conditional treatment effects
The Empirical Saddlepoint Approximation for GMM Estimators
Likelihood Approach to Dynamic Panel Models with Interactive Effects
Measuring the Stance of Monetary Policy in Zero Lower Bound Environments
Fatih Guvenen
Efficient Estimation for Staggered Rollout Designs
A Strategic Model of Software Dependency Networks
Yongmaio Hong
Cross-Sectional Dependence in Idiosyncratic Volatility
Warren Center Workshop: High Dimensional Methods in Econometrics and Statistics
Information Structure and Statistical Information in Discrete Response Models
Large factor models and large random matrices
Bayesian Estimation of a New Open Economy Model with Adaptive Expectation
The Sources of Time-Varying Nominal-Real Asset Correlations
Double machine learning for set-identified linear models
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