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Sharp Bounds on the Distribution of the Treatment Effect in Switching Regimes Models
Long-Run Covariability
The ABC of Simulation Estimation with Auxiliary Statistics
Joshua Chan
The time-varying evolution of inflation risks
Parameter Estimation with Out-of-Sample Objective
Dimitris Korobilis
Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
Nonparametric Series Quantile Regression: Modeling, Estimation, and Inference
Andrew Gelman
Jann Spiess
Censored Density Forecasts: Production and Evaluation
Econometrics Seminar-Almuzara
Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity
Global Identification in Nonlinear Semiparametric Models
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