Corporate Risk Disclosures, Stock Price Comovement, and Expected Returns

Mitigating Estimation Risk in High Dimensional Portfolio Selection

Learning the Stochastic Discount Factor

On the Inconsistency of Cluster-Robust Inference and How Subsampling Can Fix It

Three-Dimensional Heterogeneous Panel Data Models with Multi-Level Interactive Fixed Effects

DeepMed: Semiparametric Causal Mediation Analysis with Debiased Deep Learning

Smoothed Quantile Regression for Panel Data with Mixed Group Structure

Two Phases of Scaling Laws for Nearest Neighbor Classifiers

Accelerated Gradient Algorithms with Adaptive Subspace Search for Instance-Faster Optimization 实例更快的加速梯度下降算法

Constrained Policy Optimization with Explicit Behavior Density for Offline Reinforcement Learning

Understanding the In-Context Learning Capabilities of Large Language Models

Estimation and Selection of High Order Spatial Autoregressive Models with Adaptive Elastic Net

Applications of Functional Dependence to Spatial Econometrics

Testing the Number of Network Communities Using the Eigengap Ratio

Dynamic Spatial Panel Data Models with Interactive Fixed Effects: M-Estimation and Inference under Fixed or Relatively Small T