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  • Out-of-Sample Forecast Tests Robust to the Window Size Choice

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  • Binarization for panel models with fixed effects

  • Marc Henry

  • Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective

  • Lawrence D. W. Schmidt

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    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

  • Mikkel Plagborg-Moller

    Instrumental Variable Identification of Dynamic Variance Decompositions

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