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Endogeneity and Discrete Outcomes
Improving accuracy and stability of higher-order perturbation approximations to non-linear DSGE models
Testing for Multiple Bubbles
Econometrics Seminar - Stouli
Clifford Hurvich
Todd Clark
Daniel J. Lewis
Inference with Many Weak Instruments
Factor Estimation in Nonlinear, Non-Gaussian Big-Data Environments
Prior Hyperparameters in Time-Varying Multivariate Time Series Models
Pre and Post Break Parameter Inference
Subset Statistics in the Linear IV Regression Model
Semi-parametric Bayesian Partially Identified Models based on Support Function
A Generalized Focused Information Criterion for GMM Model and Moment Selection
Assessing Omitted Variable Bias when the Controls are Endogenous
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