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Exponential Conditional Volatility Modules
Instrumental Variable Estimation of Nonlinear Models with Nonclassical Measurement Error Using Control Variates
Joel Hasbrouck
Martin Weidner
Estimation and Inference for Three-Dimensional Factor Models
Jean-Jacques Forneron
Financial Trading Over Years: A Multi-Fractal Intensity Perspective
Strategic Network Formation with Many Players
Moment Conditions for Dynamic Panel Logit Models with Fixed Effects
Is Industrial Production Still the Dominant Factor for the US Economy?
Econometrics Seminar - Khan
TBA
Estimating a Structural Macro Finance Model of Term Structure
Matteo Barigozzi
Atsushi Inoue
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