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Large Hybrid Time-Varying Parameter VARs
Max Tabord-Meehan
Measuring the "Dark Matter" in Asset Pricing Models
No Econometrics Workshop
Forecast Rationality Tests based on Multi-Horizon Bounds
Bounds on the Counterfactual Distribution of Revenues in Auctions with Reserve Prices
Lutz Kilian
Now-Casting and the Real-Time Data Flow
On the Testability of Identification in Some Nonparametric Models with Endogeneity
Revealed Preference for Green Stocks: An Asset Demand Approach - Job Market Talk
Cancelled: Econometrics Seminar
Dealing with a Technological Bias: The Difference-in-Difference Approach
Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective
Optimal Monetary Policy in a Data-Rich Environment
"TBA"
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