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Massimiliano Marcellino
Instrumental Variable Identification of Dynamic Variance Decompositions
On the Solution and Application of Rational Expectations Models with Function-Valued States
Out-of-Sample Forecast Tests Robust to the Window Size Choice
Optimal Bandwidth Choice for Interval Estimation in GMM Regression
Marcelo Moreira
Econometrics Seminar - Sheng
George Kapetanios
Variable Downturn Risk
Sequential Monte Carlo Sampling for DSGE Models
Raffaella Giacomini
Konrad Menzel
Keeping up with peers in India: A new social interactions model of perceived needs
Selection of An Optimal Rolling Window Length in Time-varying Predictive Regression
Mixed Hitting- Time Models
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