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Rosa Matzkin
Davide Pettenuzzo
Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification
Local Method of Moments Estimation of Integrated and Spot Covariation
Unobserved Grouped Patterns in Panel Data and Prior Wisdom
Econometrics-Singh
Identification and Testing in Ascending Auctions with Unobserved Heterogeneity
Sharp Bounds on the Distribution of the Treatment Effect in Switching Regimes Models
Long-Run Covariability
The ABC of Simulation Estimation with Auxiliary Statistics
Joshua Chan
The time-varying evolution of inflation risks
Timothy Christensen
Valentin Verdier
Approximate Bayesian Computation in Non-linear Models: A Focus on DSGEs
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