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Cross-sectional dynamics based on network structure
Semiparametric Panel Model and Group Heterogeneity, with an application to Production Function
VAR Hyperparameter Determination Under Misspecification
Information Complementarities and Polarization in Networks
Two-Stage Maximum Score Estimators
Inference After Estimation of Breaks
Measuring Expectations: a marginal approach
Cross-holding Networks and The Transmission of Banking Sector Shocks
Quantile Policy Effect: An Application to U.S. Macroprudential Policy
The Global Component of Inflation Volatility
Empirical Bayes Estimation of Unit-specific Parameters under Unknown Heteroskedasticity
Tight Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement
Testing for the Superior Forecasting Ability of Trading Rules Under Extensive Data Snooping Efforts
The Macroeconomy as a Random Forest
Estimating Intra-day Integrated Volatility with a Markov Switching Multifractal Model
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