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Econometrics Seminar - Norets
Econometrics Seminar-Li
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Assessing Point Forecast Accuracy by Stochastic Error Distance
Identification and Testing in Ascending Auctions with Unobserved Heterogeneity
Sharp Bounds on the Distribution of the Treatment Effect in Switching Regimes Models
Flexible Bayesian Modeling with Moment Constraints
Financial Stress and Economic Dynamics: The Transmission of Crises
Joshua Chan
The time-varying evolution of inflation risks
Andrew Gelman
Jann Spiess
Econometrics Seminar - Del Negro
Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
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