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  • Realized Laplace Transforms

  • Zhipeng Liao

  • Identifying Distributional Characteristics in Random Coefficients Panel Data Models

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    Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables

  • LM Test of Neglected Correlated Random Effects and Its Applications

  • Dynamic Factor Models and Realized Volatility: An Application to Forecasting Bond Yield Distributions

  • Hyungsik Roger Moon

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  • The ABC of Simulation Estimation with Auxiliary Statistics

  • Joshua Chan

  • Approximation of Conditional Densities by Smooth Mixtures of Regressions

  • Dimitris Korobilis

    The time-varying evolution of inflation risks

  • Nonparametric Estimation of Dynamic Panel Models

  • Econometrics Seminar-Cattaneo

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Department of Economics
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