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Yuichi Kitamura
Modeling the Long Run: Valuation in Dynamic Stochastic Economies
Testing Models of Low-Frequency Variability
Heterogeneous Treatment Effects for Networks, Panels, and other Outcome Matrices
Inference on a Distribution from Noisy Draws
Using Frequency Domain Information for Time Domain Forecasts: Application on GDP Forecasting
Liangjun Su
Optimal Plug-in Estimators of Directionally Differentiable Functionals
Daniel Lewis
Forecasting with Dynamic Panel Data Models: Empirical Bayes Approach
Greg Laughlin
John Chao
gBF: A Fully Bayes Factor with a Generalized g-Prior
Bootstrap Inference in Partially Identified Models
Econometrics Seminar - Giacomini
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