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Realized Laplace Transforms
Zhipeng Liao
Identifying Distributional Characteristics in Random Coefficients Panel Data Models
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
Konrad Menzel
Long-Run Covariability
The ABC of Simulation Estimation with Auxiliary Statistics
Joshua Chan
Approximation of Conditional Densities by Smooth Mixtures of Regressions
The time-varying evolution of inflation risks
Nonparametric Estimation of Dynamic Panel Models
Econometrics Seminar-Cattaneo
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