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Rosa Matzkin
Davide Pettenuzzo
Inference Based on Conditional Moment Inequalities
Infinite Dimensional VARs and Factor Models
Estimating the Effect of a Mismeasured, Endogenous Binary Regressor
No Econometrics Lunch Seminar
LM Test of Neglected Correlated Random Effects and Its Applications
Dynamic Factor Models and Realized Volatility: An Application to Forecasting Bond Yield Distributions
Joshua Chan
The time-varying evolution of inflation risks
Econometrics Seminar-Cattaneo
Econometrics Seminar - Ananth
Timothy Christensen
Valentin Verdier
Data-Rich DSGE and Dynamic Factor Models
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