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Greater New York Area Econometrics Colloquium
Smoothly Mixing Regressions
Jonathan Wright
Isaiah Andrews
Karun Adusumilli
Econometrics Seminar-Pollmann
Finite underidentification
Generalized Dynamic Factor Models and Volatilities: Recovering the Market Volatility Shocks
Program Evaluation with High-Dimensional Data
A Markov Switching Multi-Fractal Conditional Poisson Model for Time Series of Counts
Pricing of Asian Temperature Risk
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects
Instrumental Variable Estimation in a Data Rich Envirornment
Forecasting with Bayesian Grouped Random Effects in Panel Data
Neil Shephard
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