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Financial Frictions, the Financial Immoderation, and the Great Moderation
Measuring and Managing Microfinancial Risks
Stephen Hansen
A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices
Ricardo Pereira Masini
Econometrics Seminar-Ponomarev
Stan: A Platform for Bayesian Inference
The Pass-Through of Sovereign Risk
Jun Yu
Juan Rubio-Ramirez
Switching to the New Norm: From Heuristics to Formal Tests using Integrable Empirical Processes
The Stochastic Density: Characterization, Identification, and Estimation
Out-of-Sample Forecast Tests Robust to the Window Size Choice
Optimal Bandwidth Choice for Interval Estimation in GMM Regression
Alexey Onatskiy
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