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Econometrics Lunch Seminar
Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models
Micro Responses to Macro Shocks
Robust Semiparametric Estimation in Panel Multinomial Choice Models
José L. Montiel Olea
Bayesian Analysis of Moment Condition Models Using Nonparametric Priors
More on Confidence Intervals for Partially Identified Parameters
Inference on a Distribution from Noisy Draws
Using Frequency Domain Information for Time Domain Forecasts: Application on GDP Forecasting
Jan J. J. Groen
Mikkel Plagborg-Moller
Estimating the Long-Run Implications of Dynamic Asset Pricing
Asymptotically Exact Inference in Conditional Moment Inequality Models
Inference in Auctions with Many Bidders Based on Transaction Prices
Identification and Estimation in a Class of Potential Outcomes Models
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