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Cross-Sectional Dependence in Idiosyncratic Volatility
Ross Doppelt
Structural Sieves
In-sample Asymptotics and Across-sample Efficiency Gains for High Frequency Data Statistics
Rosa Matzkin
Davide Pettenuzzo
Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification
Local Method of Moments Estimation of Integrated and Spot Covariation
Econometrics Seminar - Norets
Econometrics Seminar-Li
Long-Run Covariability
The ABC of Simulation Estimation with Auxiliary Statistics
Dalibor Stevanovic
VARs in 2020: Dealing with outliers and the lower bound on interest rates
Identification and Testing in Ascending Auctions with Unobserved Heterogeneity
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