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Inference on subsets of parameters in GMM without assuming identification
Yield Curves: Unspanned Macro Risks at the ZLB
Modeling Probability Forecasts via Information Diversity
Identification at the Zero Lower Bound
Juan Rubio-Ramirez
Counterfactual Sensitivity and Robustness
Financial Trading Over The Years: A Multifractal Intensity Perspective
Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities
Mark Watson
Frank Kleibergen
Microstructure Noise and the Dynamics of Volatility (joint work with Jin-Chuan Duan from NUS)
"Current Themes and New Directions in Realized Volatility
Uniform Inference in Panel Autoregression
Large-dimensional factor modeling based on high-frequency observations
Whitney Newey
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