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Seminars in Statistics Piotr Zwiernik (University of Genova)

Maximum likelihood estimation for linear Gaussian covariance Models We study parameter estimation in linear Gaussian covariance models, which are p-dimensional Gaussian models with linear constraints on the covariance matrix. Maximum…

Monday Lunch Seminars Toru Kitagawa (UCL)

"A Test for Instrument Validity" Abstract This paper develops a specification test for instrument validity in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. The…