This paper tests the retrieved context model of Wachter and Kahana (2019) using a long-term panel of economic forecasts … time series model. Historical precedents for current macroeconomic conditions appear to be more relevant for extreme …

causal effects. I formalize this change in selection in a simple model. I test for evidence of these patterns in the context …

We perform a comparative analysis of machine learning methods for the canonical problem of empirical asset pricing … doubling the performance of leading regression-based strategies from the literature. We identify the best performing methods … by other methods. All methods agree on the same set of dominant predictive signals which includes variations on momentum …

effects. This simulation study used real-world data to compare model performance across a range of important statistical … constructs to better understand which methods are appropriate for measuring the impacts of state-level opioid policies on opioid …-related mortality. Our findings show that many commonly-used methods have very low statistical power to detect a significant policy …