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Fast, Detail-free, and Approximately Correct: Estimating Mixed Demand Systems
Financial Trading Over The Years: A Multifractal Intensity Perspective
Econometrics Lunch Seminar
Estimating Nonlinear DSGE Models by the Simulated Method of Moments
Efficient Semiparametric Estimation of Multi-valued Treatment Effects
Joel Hasbrouck
Martin Weidner
Estimation and Inference for Three-Dimensional Factor Models
Jean-Jacques Forneron
Semiparametric Panel Model and Group Heterogeneity, with an Application to Production Function
Stratification Trees for Adaptive Randomization in Randomized Controlled Trials
Model-based GDP Nowcasting and Output Gap Assessment at the Federal Reserve Board
Real-time Forecast Comparison Between QAR(1,1) and AR(1) with Stochastic Volatility
Econometrics Seminar
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