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This Tuesday, I will be giving the second part of the (crash) graduate course on advanced tools for econometrics. It will take place in Rennes, IMAPP room, and I have been told that there will be a visio with Nantes and Angers. Slides for the morning are online, as well as slides for the afternoon.    In the morning, we will talk about variable section and penalization, and in the afternoon, it will be on changing the loss function (quantile regression).    