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Switching to the New Norm: From Heuristics to Formal Tests using Integrable Empirical Processes
The Stochastic Density: Characterization, Identification, and Estimation
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
Kirstin Hubrich
Edward Herbst
Alexander Torgovitsky
Identification and Inference under Narrative Restrictions
Econometrics Seminar - Salanie
Econometrics Seminar - Zeleneev
Regression and Forecast Model Averaging
Exploring the Causes of Changing Marriage Patterns
Variable Downturn Risks
Tweedie's Formula and Forecasting of Dynamic Panel Data Mode
Estimating the Type Space of Group Heterogeneity in Panel Data with an Application to Production Functions
Trend Estimation in a Local-Level Model
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