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Guido Kuersteiner
Predictive Macro-Finance: Dynamic Term Structure Modeling with Regime Switches
Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach
Dacheng Xiu
Network Cluster-Robust Inference
Optimal Estimation when Researcher and Social Preferences are Misaligned
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
Differences between Econometrics and Statistics
Identification of Discrete Choice Models for Bundles and Binary Games
Econometrics Seminar-Pollmann
Eric Renault
Katja Smetanina
Estimating and Testing a Quantile Regression Model with Interactive Effects
Testing for the Markov Property in Time Series
Cancelled: Econometrics Seminar
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