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Optimal Bandwidth Choice for Interval Estimation in GMM Regression
Variable Downturn Risk
Sequential Monte Carlo Sampling for DSGE Models
Matt Taddy
Robert McCulloch
Shorter Robust Confidence Intervals for IV
Econometrics Seminar - Lei
Binarization for panel models with fixed effects
Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective
Spurious Factor Analysis
Dimitris Korobilis
Financial Frictions, the Financial Immoderation, and the Great Moderation
Measuring and Managing Microfinancial Risks
Inference in Structural VARs with External Instruments
Conditional Moment Models under Weak Identification
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