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The Empirical Saddlepoint Approximation for GMM Estimators
Semi-parametric Bayesian Partially Identified Models based on Support Function
A Generalized Focused Information Criterion for GMM Model and Moment Selection
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects
Binarization for panel models with fixed effects
Identification and Inference under Narrative Restrictions
Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective
Marine Carrasco
Markus Pelger
Maximum Likelihood Inference in Weakly Identified DSGE Models
Conditional Moment Restrictions and Triangular Simultaneous Equations
Optimal Plug-in Estimators of Directionally Differentiable Functionals
Forecasting with Dynamic Panel Data Models: Empirical Bayes Approach
Instrumental Variable Identification of Dynamic Variance Decompositions
Greater New York Area Econometrics Colloquium
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