We study two-way-fixed-effects regressions (TWFE) with several treatment variables. Under a parallel trends assumption, we show that the coefficient on each treatment identifies a weighted sum of that treatment's effect, with possibly negative weights, plus a weighted sum of the effects of the...

We propose a methodology to take dynamic stochastic general equilibrium (DSGE) models to the data based on the combination of differentiable state-space models and the Hamiltonian Monte Carlo (HMC) sampler. First, we introduce a method for implicit automatic differentiation of perturbation...

Purpose: Our research emphasizes the importance of considering outliers in production logistics tasks. With a growing amount of data, we require data mining to cope with these tasks. We underline that the widespread exclusion of outliers in data pre-processing for data mining leads to a loss of...