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Uta Schoenberg
Leo Krippner
Mike West
Exponential Conditional Volatility Modules
Instrumental Variable Estimation of Nonlinear Models with Nonclassical Measurement Error Using Control Variates
Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data
The Conditioning Variables in Program Evaluation Methods
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
Testing for Independence Between a Time Series and a Point Process
Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium (DSGE) Models
Christian Hansen
Jean-Jacques Forneron
TBA
Estimating a Structural Macro Finance Model of Term Structure
A Tale of Tails: Estimating the Daily Return Density from High-Frequency Data
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