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Using Frequency Domain Information for Time Domain Forecasts: Application on GDP Forecasting
Fast Bayesian Factor Analysis via Automatic Rotations to Sparsity
Did New Macroeconomic Factors Emerge During the Great Recession? Evidence from Shrinkage Estimation of Dynamic Factor Models
Robust Semiparametric Estimation in Panel Multinomial Choice Models
Dropout Training is Distributionally Robust Optimal
Estimating Nonlinear DSGE Models by the Simulated Method of Moments
Efficient Semiparametric Estimation of Multi-valued Treatment Effects
Joel Hasbrouck
Martin Weidner
International Return Predictability: The View from Under the Bayesian Hat
No Econometrics Lunch Seminar
Counting Words in Social Science
Consumer Demand with Unobserved Heterogeneity
Cancelled: Benchmarking Global Optimizers
Joris Pinkse
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