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In-sample Asymptotics and Across-sample Efficiency Gains for High Frequency Data Statistics
Long-Run Covariability
The ABC of Simulation Estimation with Auxiliary Statistics
Econometrics Seminar - Qu
LM Test of Neglected Correlated Random Effects and Its Applications
Identification of Structural and Counterfactual Parameters in a Large Class of Structural Econometric Models
Dynamic Factor Models and Realized Volatility: An Application to Forecasting Bond Yield Distributions
Efficient Estimation of Random Coefficients Demand Models Using Product and Consumer Datasets
Martin Burda
Leland Farmer
Identification and Testing in Ascending Auctions with Unobserved Heterogeneity
Sharp Bounds on the Distribution of the Treatment Effect in Switching Regimes Models
Cross-Sectional Dependence in Idiosyncratic Volatility
Econometrics Seminar - Norets
Econometrics Seminar-Li
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