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  • Economics Day
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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

  • Boyuan Zhang

    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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Department of Economics
The Ronald O. Perelman Center for Political Science and Economics
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