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Switching to the New Norm: From Heuristics to Formal Tests using Integrable Empirical Processes
The Stochastic Density: Characterization, Identification, and Estimation
Financial Frictions, the Financial Immoderation, and the Great Moderation
Measuring and Managing Microfinancial Risks
Econometrics Seminar - Del Negro
Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
Conference to Honor Frank Diebold 65 + 35
Nonparametric Series Quantile Regression: Modeling, Estimation, and Inference
Estimating the Type Space of Group Heterogeneity in Panel Data with an Application to Production Functions
Serena Ng
Stephen Hansen
A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices
Narrative Sign Restrictions for SVARs
A Distributional Framework for Matched Employer Employee Data
Out-of-Sample Forecast Tests Robust to the Window Size Choice
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