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Approximate Bayesian Computation in Non-linear Models: A Focus on DSGEs
Noncausal Vector AR Processes with Application to Economic Time Series
Data-Rich DSGE and Dynamic Factor Models
Incidental Trends and Power of Panel Unit Root Tests
Identification of Structural and Counterfactual Parameters in a Large Class of Structural Econometric Models
Efficient Estimation of Random Coefficients Demand Models Using Product and Consumer Datasets
IDENTIFICATION OF AND CORRECTION FOR PUBLICATION BIAS
The Smooth Colonel and the Reverend Find Common Ground
A. Ronald Gallant
Econometrics Seminar-Cattaneo
Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification
Local Method of Moments Estimation of Integrated and Spot Covariation
Inference Based on Conditional Moment Inequalities
Infinite Dimensional VARs and Factor Models
Vira Semenova
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