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Todd Clark
High-Dimensional Canonical Correlation Analysis
No Econometrics Seminar
Keisuke Hirano
The Uniform Validity of Impulse Response Inference in Autoregressions
Estimating Heterogeneous-Agent Macroeconomic Models: A Likelihood Approach with Particle Filter
Microstructure Noise and the Dynamics of Volatility (joint work with Jin-Chuan Duan from NUS)
"Current Themes and New Directions in Realized Volatility
What should I believe if I don't believe your instrument? - Reconciling Measurement Error and Endogeneity
Methods for Markov-switching Models
Juan Rubio-Ramirez
Ivana Komunjer
Fast, Detail-free, and Approximately Correct: Estimating Mixed Demand Systems
Estimating the Effects of a New Technology using a Duration Model for Staggered Adoption
Florian Gunsilius
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