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Break-Point Estimation in Linear Panel Data Models
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
Unobserved Binary Random Factors and Returns to Lying
Firm Heterogeneity and Credit Risk Diversification
Nonparametric Sample Splitting
Robert Kaufmann
Damian Kozbur
Laura Liu
Shorter Robust Confidence Intervals for IV
Conditional Linear Combination Tests for Weakly Identified Models
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments
Estimating Complementarities in Team Production
Uniform Inferences of Stochastic Programming Problems
Prediction with macroeconomic models
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