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Testing Models of Low-Frequency Variability
Heterogeneous Treatment Effects for Networks, Panels, and other Outcome Matrices
Liangjun Su
Financial Trading Over Years: A Multi-Fractal Intensity Perspective
Daniel Lewis
Roger Koenker
International Return Predictability: The View from Under the Bayesian Hat
No Econometrics Lunch Seminar
gBF: A Fully Bayes Factor with a Generalized g-Prior
Bootstrap Inference in Partially Identified Models
Econometrics Seminar - Giacomini
No Econometrics Seminar
Flexible Bayesian Modeling with Moment Constraints
The Macroeconomy as a Random Forrest
Bootstrapping Tests for Structural Change in Linear Models with Endogenous Regressors
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