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Identification and Estimation of SVAR Models with External Instruments
Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium (DSGE) Models
A Structural Model of Business Cards Exchange Networks
Identifiability in DSGE Models without Minimality Assumption
Semiparametric Treatment and Selection Models
Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions
Estimating and Testing a Quantile Regression Model with Interactive Effects
Testing for the Markov Property in Time Series
Jean-Marie Dufour
Andriy Norets
Identification strategies for nonseparable models
NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics
Testability and bounds in continuous instrumental variable models
Andrew Harvey
Program Evaluation with High-Dimensional Data
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