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Isaiah Andrews
Karun Adusumilli
Flexible Bayesian Modeling with Moment Constraints
Bayesian Covariance Regression and Autoregression
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound
Scenario Sampling for Large Supermodular Games
Estimating and Testing a Quantile Regression Model with Interactive Effects
Testing for the Markov Property in Time Series
Identification strategies for nonseparable models
NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects
Forecasting with Bayesian Grouped Random Effects in Panel Data
Neil Shephard
Matteo Luciani
Machine Learning and Econometric Causality
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