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Over-Identified Regression Discontinuity Design
Estimating Markov-Switching Models Without Gibbs Sampling
Stefan Hoderlein
Ilze Kalnina
Hidden Rust Models
Countercyclical Policy Responses of the Current Account
Realized Laplace Transforms
Identifying Distributional Characteristics in Random Coefficients Panel Data Models
Econometrics Seminar-Cattaneo
Bootstrap refinements in high dimensions
Structural Stochastic Volatility
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Assessing Point Forecast Accuracy by Stochastic Error Distance
Martin Burda
Leland Farmer
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