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Identifying Distributional Characteristics in Random Coefficients Panel Data Models
Jeremy Fox
Francesca Molinari
Financial Trading Over The Years: A Multifractal Intensity Perspective
Sovereign Default Risk and Real Economic Activity
Yulong Wang
Confidence Intervals for Treatment Effects in High-Dimensional Linear Models
Time series models for epidemics: leading indicators, control groups and policy assessment
TBA - Econometrics Workshop
Econometrics Seminar - Honoré
A Maximum Likelihood Method for the Incidental Parameter Problem
Discrete Time Duration Models with Group-level Heterogeneity
Hidehiko Ichimura
Tetsuya Kaji
Inference in Structural VARs with External Instruments
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