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Econometrics Seminar-Cattaneo
Hyungsik Roger Moon
Konrad Menzel
Bootstrap refinements in high dimensions
Structural Stochastic Volatility
Approximation of Conditional Densities by Smooth Mixtures of Regressions
Nonparametric Estimation of Dynamic Panel Models
Estimating the Effect of a Mismeasured, Endogenous Binary Regressor
No Econometrics Lunch Seminar
Parameter Estimation with Out-of-Sample Objective
How Well Does "Core" CPI Capture Permanent Price Changes?
Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables
A. Ronald Gallant
Alwyn Young
The Macroeconomy as a Random Forrest
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