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Alexander Torgovitsky
Identification and Inference under Narrative Restrictions
Andrew Patton
Guido Kuersteiner
Variable Downturn Risks
Tweedie's Formula and Forecasting of Dynamic Panel Data Mode
Predictive Macro-Finance: Dynamic Term Structure Modeling with Regime Switches
Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach
On Binscatter
Econometrics Seminar - Kleibergen
Econometrics - Patton
External Validity in a Stochastic World
Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors
Greater New York Area Econometrics Colloquium
Jonathan Wright
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