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Local Method of Moments Estimation of Integrated and Spot Covariation
Econometrics - Stoye
IDENTIFICATION OF AND CORRECTION FOR PUBLICATION BIAS
The Smooth Colonel and the Reverend Find Common Ground
Marine Carrasco
Markus Pelger
Unobserved Binary Random Factors and Returns to Lying
Nonparametric Sample Splitting
Firm Heterogeneity and Credit Risk Diversification
Robert Kaufmann
Censored Density Forecasts: Production and Evaluation
Structural Analysis with Reduced Rank VARs
Econometrics Seminar-Almuzara
When is the Government Spending Multiplier Large? An Empirical Analysis of Time-Varying Fiscal Multipliers
Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing
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