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Greater New York Area Econometrics Colloquium
Jonathan Wright
TBA
Smoothly Mixing Regressions
Inference on Directionally Differentiable Functions
Transaction-Level Models and their Long-Run Properties
Jean-Marie Dufour
Andriy Norets
Econometrics Seminar-Pollmann
Finite underidentification
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects
Generalized Dynamic Factor Models and Volatilities: Recovering the Market Volatility Shocks
Forecasting with Bayesian Grouped Random Effects in Panel Data
Pricing of Asian Temperature Risk
Instrumental Variable Estimation in a Data Rich Envirornment
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