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Approximation of Conditional Densities by Smooth Mixtures of Regressions
Nonparametric Estimation of Dynamic Panel Models
Timothy Christensen
Valentin Verdier
Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification
Local Method of Moments Estimation of Integrated and Spot Covariation
Identification of Structural and Counterfactual Parameters in a Large Class of Structural Econometric Models
Long-Run Covariability
Efficient Estimation of Random Coefficients Demand Models Using Product and Consumer Datasets
The ABC of Simulation Estimation with Auxiliary Statistics
Econometrics Seminar - Sheng
Prediction with macroeconomic models
Identifying Distributional Characteristics in Random Coefficients Panel Data Models
Marine Carrasco
Markus Pelger
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