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Structural Changes in Networks: Estimation and Evidence from Financial Institutions
Identifying the Long-run Consumption Risks: A Nonlinear Mixed-Frequency State-Space Approach
Nonparametric tests of conditional treatment effects
The Empirical Saddlepoint Approximation for GMM Estimators
A Tail of Two Infinities: Using High-frequency Data to Estimate the Daily Return Density
Econometrics Seminar
Econometrics-Gu
How is Machine Learning Useful for Macroeconomic Forecasting?
Elena Manresa
Lutz Kilian
A Random-Field Approach to Inference in Large Models of Network Formation
Bond and Equity Exposures to Macroeconomic and Monetary Policy Risks
Maximum Likelihood Inference in Weakly Identified DSGE Models
Conditional Moment Restrictions and Triangular Simultaneous Equations
Optimal experimental design under unobserved reclassification and partial interference
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