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Using Frequency Domain Information for Time Domain Forecasts: Application on GDP Forecasting
Modeling the Long Run: Valuation in Dynamic Stochastic Economies
Testing Models of Low-Frequency Variability
Cancelled: Conditional Superior Predictive Ability
Fast, Detail-free, and Approximately Correct: Estimating Mixed Demand Systems
Estimating the Effects of a New Technology using a Duration Model for Staggered Adoption
Fast Bayesian Factor Analysis via Automatic Rotations to Sparsity
Did New Macroeconomic Factors Emerge During the Great Recession? Evidence from Shrinkage Estimation of Dynamic Factor Models
Yoosoon Chang
David Childers
International Return Predictability: The View from Under the Bayesian Hat
No Econometrics Lunch Seminar
Estimating Nonlinear DSGE Models by the Simulated Method of Moments
Efficient Semiparametric Estimation of Multi-valued Treatment Effects
Estimation and Inference for Three-Dimensional Factor Models
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