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VARs in 2020: Dealing with outliers and the lower bound on interest rates
Econometrics Seminar-Cattaneo
Approximation of Conditional Densities by Smooth Mixtures of Regressions
Nonparametric Estimation of Dynamic Panel Models
Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects
Over-Identified Regression Discontinuity Design
Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
Marcelo Moreira
George Kapetanios
Raffaella Giacomini
Konrad Menzel
Ricardo Pereira Masini
Econometrics Seminar-Ponomarev
Prediction with macroeconomic models
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