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Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility
Measuring and Modeling Execution Cost and Risk
Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects
Stefan Hoderlein
Ilze Kalnina
Dalibor Stevanovic
VARs in 2020: Dealing with outliers and the lower bound on interest rates
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Assessing Point Forecast Accuracy by Stochastic Error Distance
Econometrics Seminar-Cattaneo
Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity
The Identification Power of Equilibrium in Simple Games
LM Test of Neglected Correlated Random Effects and Its Applications
Dynamic Factor Models and Realized Volatility: An Application to Forecasting Bond Yield Distributions
Martin Burda
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