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Ross Doppelt
Structural Sieves
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Assessing Point Forecast Accuracy by Stochastic Error Distance
Empirical Bayes Estimation of Unit-specific Parameters Under Unknown Heteroskedasticity
Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification
Local Method of Moments Estimation of Integrated and Spot Covariation
Inference Based on Conditional Moment Inequalities
Infinite Dimensional VARs and Factor Models
Stefan Hoderlein
Ilze Kalnina
Dalibor Stevanovic
VARs in 2020: Dealing with outliers and the lower bound on interest rates
Over-Identified Regression Discontinuity Design
Estimating Markov-Switching Models Without Gibbs Sampling
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