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Unobserved Grouped Patterns in Panel Data and Prior Wisdom
Adam McCloskey
Identification of Dynamic Nonlinear Panel Models under Partial Stationarity
Short Alpha
Tax Multipliers: Do Individuals Make a Difference?
Identification in Dyadic Models of Network Formation
Inflation and Asset Prices: A Macrohistory Perspective
Density estimation without a curse of dimensionality
A Truthful Owner-Assisted Scoring Mechanism
Temporal-Difference estimation of dynamic discrete choice models
Egalitarian LASSO for Combining Economic Forecasts
Learning Across Bandits in High Dimension via Robust Statistics
Conditional Inference for GMM Specification Test with Applications to Asset Pricing Models
Unobserved Grouped Patterns in Panel Data and Prior Wisdom
Structural Estimation of Dynamic Equilibrium Models with Unstructured Data
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