Your dedicated blogger is about to vanish in the holiday haze, returning early in the new year. Meanwhile, all best wishes for the holidays....
Varieties of RCT Extensibility
Even internally-valid RCT's have issues. They reveal the treatment effect only for the precise experiment performed and situation studie...
Exogenous vs. Endogenous Volatility Dynamics
I always thought putting exogenous volatility dynamics in macro-model shocks was a cop-out. Somehow it seemed more satisfying for volatilit...
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