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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

  • Denis Chetverikov

    Bootstrap refinements in high dimensions

  • Federico M. Bandi

    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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