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Financial Trading Over The Years: A Multifractal Intensity Perspective
Econometrics Lunch Seminar
Fast, Detail-free, and Approximately Correct: Estimating Mixed Demand Systems
Estimating the Effects of a New Technology using a Duration Model for Staggered Adoption
Florian Gunsilius
Anna Mikusheva
Exponential Conditional Volatility Modules
Instrumental Variable Estimation of Nonlinear Models with Nonclassical Measurement Error Using Control Variates
Estimation with Aggregate Shocks
Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference
Joel Hasbrouck
Martin Weidner
Estimating the Long-Run Implications of Dynamic Asset Pricing
Asymptotically Exact Inference in Conditional Moment Inequality Models
Targeted Testing of Dynamic Stochastic General Equilibrium Models
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