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INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs

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Whitney Newey’s contributions to econometrics
—Alberto Abadie, Joshua Angrist, Guido Imbens []

Maximum likelihood estimation of latent Markov models using closed-form approximations
—Yacine Aït-Sahalia, Chenxu Li, Chen Xu Li []

A comparison of the GB2 and skewed generalized log-t distributions with an application in finance
—Joshua D. Higbee, James B. McDonald []

On uniform inference in nonlinear models with endogeneity
—Shakeeb Khan, Denis Nekipelov []

Is Newey–West optimal among first-order kernels?
—Thomas Kolokotrones, James H. Stock, Christopher D. Walker []

Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
—Frank Windmeijer []

Testing unconditional and conditional independence via mutual information
—Chunrong Ai, Li-Hsien Sun, Zheng Zhang, Liping Zhu []

Local regression distribution estimators
—Matias D. Cattaneo, Michael Jansson, Xinwei Ma []

Nonseparable sample selection models with censored selection rules
—Ivan Fernández-Val, Aico van Vuuren, Francis Vella []

Kernel density estimation for undirected dyadic data
—Bryan S. Graham, Fengshi Niu, James L. Powell []

Standard errors for panel data models with unknown clusters
—Jushan Bai, Sung Hoon Choi, Yuan Liao []

Network and panel quantile effects via distribution regression
—Victor Chernozhukov, Iván Fernández-Val, Martin Weidner []

Instrumental variable estimation with first-stage heterogeneity
—Alberto Abadie, Jiaying Gu, Shu Shen []

One instrument to rule them all: The bias and coverage of just-ID IV
—Joshua Angrist, Michal Kolesár []

Testing and relaxing the exclusion restriction in the control function approach
—Xavier D’HaultfÅ“uille, Stefan Hoderlein, Yuya Sasaki []

Using Wasserstein Generative Adversarial Networks for the design of Monte Carlo simulations
—Susan Athey, Guido W. Imbens, Jonas Metzger, Evan Munro []

Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators
—Lin Liu, Rajarshi Mukherjee, James M. Robins []

Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
—Manuel Arellano, Richard Blundell, Stéphane Bonhomme, Jack Light []

Financially adaptive clinical trials via option pricing analysis
—Shomesh E. Chaudhuri, Andrew W. Lo []