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Guido Kuersteiner
Inference for Low-Rank Models
Refining Set-Identification in VARs through Independence
Uniform Post Selection Inference for Logistic Regression, Quantile Regression, and Other Z-estimation Problems
Bonferroni-Based Size-Correction for Nonstandard Testing Problems
Testing and Detecting Jumps Based on a Discretely Observed Process
Asymptotics for Statistical Treatment Rules
Finite underidentification
Generalized Dynamic Factor Models and Volatilities: Recovering the Market Volatility Shocks
Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions
Eric Renault
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects
Katja Smetanina
Forecasting with Bayesian Grouped Random Effects in Panel Data
The Conditioning Variables in Program Evaluation Methods
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