Session	Presenter's Name	Presenter's Affiliation	Paper Title	Registered?	Paid?
A	Jiaying Gu	University of Toronto	Empirical Bayes for Compound Adaptive Experiments	Yes	Yes
A	Joerg Stoye	Cornell University	ε-Minimax Solutions of Statistical Decision Problems via the Hedge Algorithm	Yes	Yes
A	Vadim Marmer	UBC	Policy Learning with Compliance Guarantee	Yes	Yes
A	Victor Aguirregabiria	University of Toronto	Integrating Subjective Beliefs Data into Dynamic Structural Models of Firm Behavior	Yes	Yes
A	Yan Liu	Institute of Economic Research, Kyoto University	Robust Counterfactual Analysis for Nonlinear Panel Data Models	Yes	Yes
A	Hiroyuki Kasahara	University of British Columbia	Semiparametric Identification of the Discount Factor and Payoff Function in Dynamic Discrete Choice Models	Yes	Yes
A	Nail Kashaev	Western University	Discrete Choice with Endogenous Peer Selection	Yes	Yes
A	Kenichi Shimizu	University of Alberta	Scalable Estimation of Multinomial Response Models with Random Consideration Sets	Yes	Yes
A	Max Tabord-Meehan	University of Toronto	A New Design-Based Estimator for Finely Stratified Experiments	Yes	Yes
A	Yuya Shimizu	University of Wisconsin-Madison	Design-Based and Network Sampling-Based Uncertainties in Network Experiments	Yes	Yes
A	Alexandre Poirier	Georgetown University	Quantifying the Internal Validity of Weighted Estimands	Yes	Yes
A	Silvia Goncalves	McGill University	Improved Inference for Nonparametric Regression and Regression-Discontinuity Designs	Yes	Yes
A	Kevin Song	University of British Columbia	Simple Inference on a Simplex-Valued Weight	Yes	Yes
A	Sid Kankanala	University of Chicago	Quasi-Bayes in Conditional Moment Models	Yes	Yes
A	Chris Muris	McMaster University	An Adversarial Approach to Identification	Yes	Yes
A	Max Lesellier	University of Montreal	Sharp estimation of static entry games with covariates	Yes	Yes
A	Yao Luo	University of Toronto	Dynamic Bidding under Relisting and New Entry: Evidence from Judicial Sales	Yes	Yes
B	Joann Jasiak	York University	Bubble detection with Application to Green Bubbles: A Noncausal Approach	Yes	Yes
B	Fred Liu	University of Guelph	Quantile Machine Learning and the Cross-Section of Stock Returns: Robust Risk Premia and Machine Learning Risk Forecasts	Yes	Yes
B	Kerem Tuzcuoglu	Bank of Canada	Forecasting Recessions in Canada: An Autoregressive Probit Model Approach	Yes	Yes
B	Natasha Kang	Xiamen University	A Framework for Common Long Cycles	No	No
B	James Duffy	University of Oxford	Common Trends and Long-Run Identification in Nonlinear Structural VARs	Yes	Yes
B	Christian Gourieroux	University of Toronto	Affine Feedforward Stochastic (AFS) Neural Network	Yes	Yes
B	Victoria Zinde-Walsh	McGill University	"Normalized" kernel weights for ADE with singular regressors	Yes	Yes
B	Philippe Goulet Coulombe	UQAM	Opening the Black Box of Local Projections	Yes	Yes
B	Zhiheng You	University of Pennsylvania	How Well Are State-Dependent Local Projections Capturing the Nonlinearity?	Yes	Yes
B	Ke-Li Xu	Indiana University	Local Projection Based Inference under General Conditions	Yes	Yes
B	Shengtao Dai	Boston College	DRIVE: Distributional Relevance Instrumental Variable Estimation	Yes	Yes
B	Wenjie Wang	Nanyang Technological University	A Dimension-Agnostic Bootstrap Anderson-Rubin Test for Instrumental Variable Regressions	Yes	Yes
B	Roxana Halbleib	University of Freiburg	Bagged Pretested Forecast Combination for Tail Risk Measures	Yes	Yes
B	Russell Davidson	McGill University	Stochastic Dominance and GARCH Option Pricing: a New Approach	Yes	Yes
B	Todd Prono	Federal Reserve Board	When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models	Yes	Yes
B	Prosper Dovonon	Concordia University	Testing for contemporaneous exogeneity in linear models	Yes	Yes
B	Pujee Tuvaandorj	York University	Mixed LR-C(α)-type tests for irregular hypotheses, general criterion functions and misspecified models	Yes	Yes