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Unobserved Grouped Patterns in Panel Data and Prior Wisdom
LM Test of Neglected Correlated Random Effects and Its Applications
Dynamic Factor Models and Realized Volatility: An Application to Forecasting Bond Yield Distributions
Dalibor Stevanovic
VARs in 2020: Dealing with outliers and the lower bound on interest rates
Hyungsik Roger Moon
Konrad Menzel
Over-Identified Regression Discontinuity Design
Estimating Markov-Switching Models Without Gibbs Sampling
Approximation of Conditional Densities by Smooth Mixtures of Regressions
Nonparametric Estimation of Dynamic Panel Models
Econometrics Seminar - Bai
Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects
Ross Doppelt
Structural Sieves
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