• Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities

• Anna Mikusheva

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  Bounding Treatment Effects by Pooling Limited Information Across Observations

• Luc Bauwens

• Toru Kitagawa

• Understanding the Size of the Government Spending Multiplier: It's All in the Sign

• Optimal Retrospective Sampling for a Class of Variable Dimension Models

• A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models

• Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation

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  A Robust Method for Microforecasting and Estimation of Random Effects

• Financial Trading Over Years: A Multi-Fractal Intensity Perspective

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  Robust Semiparametric Estimation in Panel Multinomial Choice Models

• José L. Montiel Olea

• Greg Laughlin

• John Chao