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Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Assessing Point Forecast Accuracy by Stochastic Error Distance
Timothy Christensen
Valentin Verdier
Bootstrap refinements in high dimensions
Structural Stochastic Volatility
Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
Nonparametric Series Quantile Regression: Modeling, Estimation, and Inference
Econometrics Seminar - Sheng
Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity
Global Identification in Nonlinear Semiparametric Models
Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
Marine Carrasco
Markus Pelger
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