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The Exact Distribution of the t-ratio with Robust and Clustered Standard Errors
A New Prior for Time-Varying Parameter VARs
Estimating Nonlinear DSGE Models by the Simulated Method of Moments
Efficient Semiparametric Estimation of Multi-valued Treatment Effects
Florian Gunsilius
Anna Mikusheva
Information Transmission Between Financial Markets in Chicago and New York
Identification and Estimation of Games with Incomplete Information Using Excluded Regressors
Econometrics Seminar-Mitchell
Econometrics Seminar - Kleibergen
Greg Laughlin
Andres Santos
Chris Matthes
A New Prior for Time-Varying Parameter Models
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
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