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Assessing Omitted Variable Bias when the Controls are Endogenous
Whitney Newey
No Econometrics Seminar (Please attend the REStud Tour Day)
Juan Rubio-Ramirez
Ivana Komunjer
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
Generalized Jackknife Estimators of Weighted Average Derivatives
Factor Estimation in Nonlinear, Non-Gaussian Big-Data Environments
Prior Hyperparameters in Time-Varying Multivariate Time Series Models
Linear Social Network Models
Inference on subsets of parameters in GMM without assuming identification
Econometrics Seminar - Stouli
Identification at the Zero Lower Bound
Juan Rubio-Ramirez
Clifford Hurvich
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