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Pricing of Asian Temperature Risk
Instrumental Variable Estimation in a Data Rich Envirornment
Econometrics Seminar - Bykhovskaya
The Conditioning Variables in Program Evaluation Methods
Testing for Independence Between a Time Series and a Point Process
Testability and bounds in continuous instrumental variable models
Andrew Harvey
Andrea Carriero
Jumps, Realized Densities, and News Premia
Yixiao Sun
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
TBA
Smoothly Mixing Regressions
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound
Scenario Sampling for Large Supermodular Games
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