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Luc Bauwens
Toru Kitagawa
Daniel J. Lewis
Inference with Many Weak Instruments
Duration, Attention, and Long Memory
Assessing Omitted Variable Bias when the Controls are Endogenous
The Dynamic Nelson-Siegel Model withTime-Varying Loadings and Volatility
Information Transmission Between Financial Markets in Chicago and New York
Identification and Estimation of Games with Incomplete Information Using Excluded Regressors
Graphical Dynamic Models & Scaling Multivariate Time Series Methodology
Greg Laughlin
John Chao
No Econometrics Seminar (Thanksgiving Week)
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models
Testing for Instrument Independence in the Selection Model
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