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Joris Pinkse
Inference in Structural VARs with External Instruments
Conditional Moment Models under Weak Identification
Forecasting with a Panel Tobit Model
Leveraged ETF options implied volatility paradox: a statistical study
Kirstin Hubrich
Edward Herbst
Econometrics Seminar - Honoré
Regression and Forecast Model Averaging
Exploring the Causes of Changing Marriage Patterns
Yulong Wang
Time series models for epidemics: leading indicators, control groups and policy assessment
Financial Trading Over The Years: A Multifractal Intensity Perspective
Sovereign Default Risk and Real Economic Activity
A Tale of Tails: Estimating the Daily Return Density from High-Frequency Data
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