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Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach
On Binscatter
Econometrics Seminar - Kleibergen
Inference for Low-Rank Models
Refining Set-Identification in VARs through Independence
Hidehiko Ichimura
Tetsuya Kaji
Seasonal Adjustment
Asymptotic Inference about Predictive Accuracy using High Frequency Data
Forecasting with a Panel Tobit Model
Leveraged ETF options implied volatility paradox: a statistical study
The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors
Optimal Monetary Policy in a Data-Rich Environment
Econometrics - Shapiro
Alexander Torgovitsky
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