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Financial Trading Over Years: A Multi-Fractal Intensity Perspective
Yoosoon Chang
David Childers
Florian Gunsilius
Anna Mikusheva
Inference on a Distribution from Noisy Draws
Using Frequency Domain Information for Time Domain Forecasts: Application on GDP Forecasting
Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models
Micro Responses to Macro Shocks
Exponential Conditional Volatility Modules
Instrumental Variable Estimation of Nonlinear Models with Nonclassical Measurement Error Using Control Variates
Estimation and Inference Robust to Invalid Instruments
Functional Sharp Bounds in the Roy Model
Jan J. J. Groen
Mikkel Plagborg-Moller
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