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Likelihood Approach to Dynamic Panel Models with Interactive Effects
Measuring the Stance of Monetary Policy in Zero Lower Bound Environments
A Tail of Two Infinities: Using High-frequency Data to Estimate the Daily Return Density
Yongmaio Hong
Econometrics Seminar
Identification and Estimation of Average Partial Effects in 'Irregular' Correlated Random Coefficient Panel Data Models
Wayne Gao
Testing the effects of an unobservable factor: Do marriage prospects affect college-major choice?
Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach
Uta Schoenberg
Bayesian GMM
Nonstationarity in Time Series of State Densities
Optimal experimental design under unobserved reclassification and partial interference
Dynamic Analysis of Multivariate Time Series Using Conditional Wavelet Graphs
Federico Bandi
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