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  1. ivmte ivmte Public

    An R package for implementing the method in Mogstad, Santos, and Torgovitsky (2018, Econometrica).

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  2. l1svr l1svr Public

    This repository contains code to estimate and conduct inference using SVR regressions under l1 penalty. The methodology is described in Bai, Ho, Pouliot, and Shea (2021 AEA Papers and Proceedings).

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  3. jkcshea.github.io jkcshea.github.io Public

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