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Data-Rich DSGE and Dynamic Factor Models
Incidental Trends and Power of Panel Unit Root Tests
Ross Doppelt
Structural Sieves
Parameter Estimation with Out-of-Sample Objective
How Well Does "Core" CPI Capture Permanent Price Changes?
Empirical Bayes Estimation of Unit-specific Parameters Under Unknown Heteroskedasticity
Cross-Sectional Dependence in Idiosyncratic Volatility
A. Ronald Gallant
Inference Based on Conditional Moment Inequalities
Infinite Dimensional VARs and Factor Models
Dalibor Stevanovic
VARs in 2020: Dealing with outliers and the lower bound on interest rates
Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
Dynamic Specification Tests for Dynamic Factor Models
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