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Empirical Bayes Estimation of Unit-specific Parameters Under Unknown Heteroskedasticity
Identification and Testing in Ascending Auctions with Unobserved Heterogeneity
Sharp Bounds on the Distribution of the Treatment Effect in Switching Regimes Models
Over-Identified Regression Discontinuity Design
Estimating Markov-Switching Models Without Gibbs Sampling
Parameter Estimation with Out-of-Sample Objective
Christian Hansen
How Well Does "Core" CPI Capture Permanent Price Changes?
Jean-Jacques Forneron
Dalibor Stevanovic
VARs in 2020: Dealing with outliers and the lower bound on interest rates
Econometrics Seminar-Syrgkanis
Econometrics Seminar
In-sample Asymptotics and Across-sample Efficiency Gains for High Frequency Data Statistics
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
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