The last post (slides from a recent conference discussion) reminded me of some slide decks that go along with some forthcoming papers. I h...
Slides from SoFiE NYU Discussion
Here are the slides from my pre-conference discussion of Yang Liu 's interesting paper, "Government Debt and Risk Premia" , ...
Structural Change and Big Data
Recall the tall-wide-dense (T, K, m) Big Data taxonomy . One might naively assert that tall data (big time dimension, T) are not really a p...
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