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  • Government Debt and Risk Premia

  • The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors

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  • Tim Armstrong

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    Spatial Correlation Robust Inference

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    Homophily and Selection: The Network Propensity Score

  • Financial Trading Over The Years: A Multifractal Intensity Perspective

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  • Keeping up with peers in India: A new social interactions model of perceived needs

  • Selection of An Optimal Rolling Window Length in Time-varying Predictive Regression

  • 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

  • Siddhartha Chib

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