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Out-of-Sample Forecast Tests Robust to the Window Size Choice
Optimal Bandwidth Choice for Interval Estimation in GMM Regression
Binarization for panel models with fixed effects
Marc Henry
Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective
Lawrence D. W. Schmidt
Censored Density Forecasts: Production and Evaluation
Econometrics Seminar-Almuzara
Nonparametric Bayes Analysis of the Sharp and Fuzzy Regression Discontinuity Designs
Break-Point Estimation in Linear Panel Data Models
Econometrics Seminar - Sheng
Federico M. Bandi
Financial Frictions, the Financial Immoderation, and the Great Moderation
Measuring and Managing Microfinancial Risks
Instrumental Variable Identification of Dynamic Variance Decompositions
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