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Identifying Distributional Characteristics in Random Coefficients Panel Data Models
IDENTIFICATION OF AND CORRECTION FOR PUBLICATION BIAS
The Smooth Colonel and the Reverend Find Common Ground
Zhipeng Liao
Stefan Hoderlein
Ilze Kalnina
LM Test of Neglected Correlated Random Effects and Its Applications
Dynamic Factor Models and Realized Volatility: An Application to Forecasting Bond Yield Distributions
Unobserved Grouped Patterns in Panel Data and Prior Wisdom
Econometrics-Singh
Approximation of Conditional Densities by Smooth Mixtures of Regressions
Nonparametric Estimation of Dynamic Panel Models
Fearing the Fed: How Wall Street Reads Main Street
A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models
Joshua Chan
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