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Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Assessing Point Forecast Accuracy by Stochastic Error Distance
In-sample Asymptotics and Across-sample Efficiency Gains for High Frequency Data Statistics
Unobserved Grouped Patterns in Panel Data and Prior Wisdom
Econometrics-Singh
Ross Doppelt
Structural Sieves
Hidden Rust Models
Countercyclical Policy Responses of the Current Account
Vance Martin
Enrique Sentana
Over-Identified Regression Discontinuity Design
Estimating Markov-Switching Models Without Gibbs Sampling
Identification and Testing in Ascending Auctions with Unobserved Heterogeneity
Sharp Bounds on the Distribution of the Treatment Effect in Switching Regimes Models
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