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The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors
Optimal Monetary Policy in a Data-Rich Environment
Inference for Low-Rank Models
Refining Set-Identification in VARs through Independence
Econometrics Seminar - Honoré
Variable Downturn Risks
Tweedie's Formula and Forecasting of Dynamic Panel Data Mode
Kirstin Hubrich
Edward Herbst
A Tale of Tails: Estimating the Daily Return Density from High-Frequency Data
Identification and Estimation of SVAR Models with External Instruments
Predictive Macro-Finance: Dynamic Term Structure Modeling with Regime Switches
Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach
Alexander Torgovitsky
Identification and Inference under Narrative Restrictions
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