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Confidence Intervals for Treatment Effects in High-Dimensional Linear Models
TBA - Econometrics Workshop
Andrew Patton
Guido Kuersteiner
Variable Downturn Risks
Tweedie's Formula and Forecasting of Dynamic Panel Data Mode
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
Alexey Onatskiy
Daniel Wilhelm
Econometrics Seminar-Masten
Econometrics Seminar - Sun
A Uniform Model Selection Test for Semi/Nonparametric Models
Bayesian Inference on Structural Impulse Response Functions
Stéphane Bonhomme
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