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  Inference for Matched Tuples and Fully Blocked Factorial Designs

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  The Uniform Validity of Impulse Response Inference in Autoregressions

• Estimating Heterogeneous-Agent Macroeconomic Models: A Likelihood Approach with Particle Filter

• Anna Mikusheva

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  Bounding Treatment Effects by Pooling Limited Information Across Observations

• Point Decisions for Interval-Identified Parameters

• Simulation-Based Selection of Competing Structural Econometric Models

• No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates

• Generalized Jackknife Estimators of Weighted Average Derivatives

• Roger Koenker

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  Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models

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  Econometrics Seminar

• International Return Predictability: The View from Under the Bayesian Hat

• No Econometrics Lunch Seminar

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  Robust Semiparametric Estimation in Panel Multinomial Choice Models