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Binarization for panel models with fixed effects
Robert Kaufmann
Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective
A Maximum Likelihood Method for the Incidental Parameter Problem
Discrete Time Duration Models with Group-level Heterogeneity
Econometrics Seminar-Masten
Hidehiko Ichimura
Tetsuya Kaji
Inference in Structural VARs with External Instruments
Conditional Moment Models under Weak Identification
Asymptotic F Tests under Possibly Weak Identification
Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium (DSGE) Models
Government Debt and Risk Premia
A Structural Model of Business Cards Exchange Networks
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
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