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The Macroeconomy as a Random Forrest
Vance Martin
Enrique Sentana
Cross-Sectional Dependence in Idiosyncratic Volatility
Empirical Bayes Estimation of Unit-specific Parameters Under Unknown Heteroskedasticity
Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects
Financial Frictions, the Financial Immoderation, and the Great Moderation
Econometrics Seminar - Sheng
Measuring and Managing Microfinancial Risks
Federico M. Bandi
Andrew Gelman
Jann Spiess
Binarization for panel models with fixed effects
Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective
Shorter Robust Confidence Intervals for IV
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