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A Bias Bound Approach to Nonparametric Inference
Bayesian Estimation of a New Open Economy Model with Adaptive Expectation
The Sources of Time-Varying Nominal-Real Asset Correlations
gBF: A Fully Bayes Factor with a Generalized g-Prior
Bootstrap Inference in Partially Identified Models
Jia Li
Jushan Bai
Barbara Rossi
Econometrics Seminar
Econometrics Seminar-Peng
Cross-Sectional Dependence in Idiosyncratic Volatility
Warren Center Workshop: High Dimensional Methods in Econometrics and Statistics
Likelihood Approach to Dynamic Panel Models with Interactive Effects
Measuring the Stance of Monetary Policy in Zero Lower Bound Environments
Asset-price channels and macroeconomic fluctuations
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