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A. Ronald Gallant
Realized Laplace Transforms
Identifying Distributional Characteristics in Random Coefficients Panel Data Models
Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables
Alwyn Young
The Macroeconomy as a Random Forrest
Instrumental Variable Identification of Dynamic Variance Decompositions
On the Solution and Application of Rational Expectations Models with Function-Valued States
Inference Based on SVARs Identified with Sign and Zero Restrictions Theory and Applications
Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions
Matt Taddy
Robert McCulloch
Unobserved Binary Random Factors and Returns to Lying
Firm Heterogeneity and Credit Risk Diversification
Econometrics Seminar-Porter
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