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Marine Carrasco
Markus Pelger
Variable Downturn Risk
Sequential Monte Carlo Sampling for DSGE Models
Econometrics Seminar - Christensen
Robust Estimation and Inference in Panels with Interactive Fixed Effects
Nonparametric Sample Splitting
Robert Kaufmann
On Efficient Estimation and Inference of Functionals of Semiparametric
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
Narrative Sign Restrictions for SVARs
A Distributional Framework for Matched Employer Employee Data
Damian Kozbur
Laura Liu
Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
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