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Koen Jochmans
Linear Social Network Models
Inference on subsets of parameters in GMM without assuming identification
Econometrics Seminar-Mitchell
Econometrics Seminar-Kleibergen
Factor Estimation in Nonlinear, Non-Gaussian Big-Data Environments
Financial Trading Over The Years: A Multifractal Intensity Perspective
Prior Hyperparameters in Time-Varying Multivariate Time Series Models
Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities
Whitney Newey
No Econometrics Seminar (Please attend the REStud Tour Day)
Christoph Rothe
Christopher Udry
Optimal measure preserving derivatives
Heterogeneous Beliefs, Speculation and Trading in Financials Markets
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