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Cross-Sectional Dependence in Idiosyncratic Volatility
Approximation of Conditional Densities by Smooth Mixtures of Regressions
Nonparametric Estimation of Dynamic Panel Models
Timothy Christensen
Valentin Verdier
Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
Dynamic Specification Tests for Dynamic Factor Models
Identification of Structural and Counterfactual Parameters in a Large Class of Structural Econometric Models
Efficient Estimation of Random Coefficients Demand Models Using Product and Consumer Datasets
Econometrics Seminar - Bai
Long-Run Covariability
The ABC of Simulation Estimation with Auxiliary Statistics
Realized Laplace Transforms
Identifying Distributional Characteristics in Random Coefficients Panel Data Models
Rosa Matzkin
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