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Martin Burda
Leland Farmer
Long-Run Covariability
The ABC of Simulation Estimation with Auxiliary Statistics
Econometrics Seminar-Syrgkanis
Econometrics Seminar
Zhipeng Liao
Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity
Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
The Identification Power of Equilibrium in Simple Games
Dynamic Specification Tests for Dynamic Factor Models
Stefan Hoderlein
Ilze Kalnina
Cross-Sectional Dependence in Idiosyncratic Volatility
Empirical Bayes Estimation of Unit-specific Parameters Under Unknown Heteroskedasticity
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