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Fearing the Fed: How Wall Street Reads Main Street
A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models
Econometrics Seminar - Norets
Econometrics Seminar-Li
Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects
In-sample Asymptotics and Across-sample Efficiency Gains for High Frequency Data Statistics
Stefan Hoderlein
Ilze Kalnina
Dalibor Stevanovic
VARs in 2020: Dealing with outliers and the lower bound on interest rates
IDENTIFICATION OF AND CORRECTION FOR PUBLICATION BIAS
The Smooth Colonel and the Reverend Find Common Ground
Econometrics Seminar - Qu
Econometrics Seminar - Laage
LM Test of Neglected Correlated Random Effects and Its Applications
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