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Econometrics Seminar - Bykhovskaya
Elena Manresa
Bridging Factor and Sparse Models
Luc Bauwens
Toru Kitagawa
What should I believe if I don't believe your instrument? - Reconciling Measurement Error and Endogeneity
Methods for Markov-switching Models
Factor Estimation in Nonlinear, Non-Gaussian Big-Data Environments
Prior Hyperparameters in Time-Varying Multivariate Time Series Models
A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
Econometrics-Opschoor
Identification of Dynamic Panel Logit Models with Fixed Effects
Marcelo Cunha Medeiros
Inference by Stochastic Optimization: A Free-Lunch Bootstrap
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