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Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach
Optimal Estimation when Researcher and Social Preferences are Misaligned
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
Alexandre Belloni
Bruce Hansen
Alexey Onatskiy
Daniel Wilhelm
Financial Trading Over The Years: A Multifractal Intensity Perspective
Sovereign Default Risk and Real Economic Activity
Econometrics Seminar - Lee
Causal Inference for Spatial Treatments
Efficient Difference-in-Differences and Event-Study Estimators
Econometrics Seminar
Estimating and Testing a Quantile Regression Model with Interactive Effects
Testing for the Markov Property in Time Series
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