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Econometrics Seminar - Bai
Ross Doppelt
Structural Sieves
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Assessing Point Forecast Accuracy by Stochastic Error Distance
Flexible Bayesian Modeling with Moment Constraints
Financial Stress and Economic Dynamics: The Transmission of Crises
A. Ronald Gallant
Approximation of Conditional Densities by Smooth Mixtures of Regressions
Nonparametric Estimation of Dynamic Panel Models
Unobserved Grouped Patterns in Panel Data and Prior Wisdom
Econometrics-Singh
Dalibor Stevanovic
VARs in 2020: Dealing with outliers and the lower bound on interest rates
Over-Identified Regression Discontinuity Design
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