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Econometrics Seminar-Cattaneo
Identification and Testing in Ascending Auctions with Unobserved Heterogeneity
Sharp Bounds on the Distribution of the Treatment Effect in Switching Regimes Models
Bootstrap refinements in high dimensions
Structural Stochastic Volatility
Jun Yu
Juan Rubio-Ramirez
Structural Analysis with Reduced Rank VARs
When is the Government Spending Multiplier Large? An Empirical Analysis of Time-Varying Fiscal Multipliers
Instrumental Variable Identification of Dynamic Variance Decompositions
On the Solution and Application of Rational Expectations Models with Function-Valued States
Ricardo Pereira Masini
Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity
Econometrics Seminar-Ponomarev
Global Identification in Nonlinear Semiparametric Models
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