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Instrumental Variable Identification of Dynamic Variance Decompositions
On the Solution and Application of Rational Expectations Models with Function-Valued States
Damian Kozbur
Laura Liu
Econometrics Seminar - Sheng
Econometrics - Sentana
Nonparametric Bayes Analysis of the Sharp and Fuzzy Regression Discontinuity Designs
Break-Point Estimation in Linear Panel Data Models
Stephen Hansen
A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices
Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity
Global Identification in Nonlinear Semiparametric Models
Binarization for panel models with fixed effects
Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective
Marine Carrasco
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