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No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
Generalized Jackknife Estimators of Weighted Average Derivatives
The Uniform Validity of Impulse Response Inference in Autoregressions
Estimating Heterogeneous-Agent Macroeconomic Models: A Likelihood Approach with Particle Filter
Roger Klein
Yuichi Kitamura
A Robust Method for Microforecasting and Estimation of Random Effects
Estimating Nonlinear DSGE Models by the Simulated Method of Moments
Efficient Semiparametric Estimation of Multi-valued Treatment Effects
Florian Gunsilius
Anna Mikusheva
Estimation and Inference Robust to Invalid Instruments
Functional Sharp Bounds in the Roy Model
International Return Predictability: The View from Under the Bayesian Hat
No Econometrics Lunch Seminar
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