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Francesco Ravazzolo (2017). Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section Journal of Business and Economic Statistics.
Tim Willems (2017). The benefits of forced experimentation: Striking evidence from the London underground network Quarterly Journal of Economics.
Francesco Ravazzolo (2017). Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts Journal of Business and Economic Statistics.
Tim Willems (2017). Actively Learning by Pricing: A Model of an Experimenting Seller Economic Journal.