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Hidehiko Ichimura
Conditional Moment Models under Weak Identification
Tetsuya Kaji
Econometrics Seminar-Masten
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
Can Echange Rates Forecast Commodity Prices?
A Uniform Model Selection Test for Semi/Nonparametric Models
Bayesian Inference on Structural Impulse Response Functions
Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium (DSGE) Models
A Structural Model of Business Cards Exchange Networks
Financial Trading Over The Years: A Multifractal Intensity Perspective
Jeremy Fox
Sovereign Default Risk and Real Economic Activity
Francesca Molinari
Deep Learning for Individual Heterogeneity: An Automatic Inference Framework
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