# Papers

### Learning Correlated Equilibria in Extensive Form Games

We formalize an efficient class of counterfactual regret minimization algorithms exploiting the “sequence form” to compute …

### Estimating HANK: Macro Time Series and Micro Moments

We show how to use sequential Monte Carlo methods to estimate a heterogeneous agent New Keynesian (HANK) model featuring both nominal …

### Online Estimation of DSGE Models

This paper illustrates the usefulness of sequential Monte Carlo (SMC) methods in approximating DSGE model posterior distributions. We …