BFI Working Paper·Oct 23, 2024

The Statistical Limit of Arbitrage

Rui Da, Stefan Nagel, and Dacheng Xiu
Topics: Financial Markets
BFI Working Paper·Sep 24, 2024

On the Identifying Power of Generalized Monotonicity for Average Treatment Effects

Yuehao Bai, Shunzhuang Huang, Sarah Moon, Azeem Shaikh, and Edward J. Vytlacil
Topics: Uncategorized
BFI Working Paper·Sep 10, 2024

Instrumental Variables with Unobserved Heterogeneity in Treatment Effects

Magne Mogstad and Alexander Torgovitsky
Topics: Uncategorized
BFI Working Paper·Jul 15, 2024

Labor Market Matching, Wages, and Amenities

Thibaut Lamadon, Jeremy Lise, Costas Meghir, and Jean-Marc Robin
Topics: Employment & Wages
BFI Working Paper·Mar 5, 2024

Can Machines Learn Weak Signals?

Zhouyu Shen and Dacheng Xiu
Topics: Uncategorized
BFI Working Paper·Dec 20, 2023

Dealing with Imperfect Randomization: Inference for the HighScope Perry Preschool Program

James Heckman, Rodrigo Pinto, and Azeem Shaikh
Topics: Early Childhood Education
BFI Working Paper·Jul 24, 2023

Financial Machine Learning

Bryan T. Kelly and Dacheng Xiu
Topics: Financial Markets, Technology & Innovation
BFI Working Paper·Jun 2, 2023

Micro- and Macroeconomic Impacts of a Place-Based Industrial Policy

Enghin Atalay, Ali Hortaçsu, Mustafa Runyun, Chad Syverson, and Mehmet Fatih Ulu
Topics: Industrial Organization
BFI Working Paper·May 18, 2023

Representation and Hesitancy in Population Health Research: Evidence from a COVID-19 Antibody Study

Deniz Dutz, Michael Greenstone, Ali Hortaçsu, Santiago Lacouture, Magne Mogstad, Azeem Shaikh, Alexander Torgovitsky, and Winnie van Dijk
Topics: COVID-19
BFI Working Paper·Mar 31, 2023

Prediction When Factors are Weak

Stefano Giglio, Dacheng Xiu, and Dake Zhang
Topics: Uncategorized