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Optimal measure preserving derivatives
Estimation with Aggregate Shocks
Heterogeneous Beliefs, Speculation and Trading in Financials Markets
Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference
Andres Santos
Chris Matthes
Moment Conditions for Dynamic Panel Logit Models with Fixed Effects
Fatih Guvenen
Efficient Estimation for Staggered Rollout Designs
Estimation of Nonlinear Panel Models with Multiple Unobserved Effects
The Pass-through of Sovereign Risk
Information Structure and Statistical Information in Discrete Response Models
Optimal Inference in the Linear IV Regression Model
Large factor models and large random matrices
Who should be Treated? Empirical Welfare Maximization Methods for Treatment Choice
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