Amilcar Velez
Amilcar Velez
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Working papers
The Local Projection Residual Bootstrap for AR(1) Models
New version available!
The out-of-sample prediction error of the square-root-LASSO and related estimators
joint with José Luis Montiel Olea, Cynthia Rush, and Johannes Wiesel.
Linear IV Model with Incomplete Data on the Instrumental Variable
Draft coming soon.
Representation Learning in Linear Factor Models
joint with José Luis Montiel Olea.
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