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Sequential Monte Carlo Sampling for DSGE Models
Forecasting with a Panel Tobit Model
Leveraged ETF options implied volatility paradox: a statistical study
Alexander Torgovitsky
Identification and Inference under Narrative Restrictions
A Maximum Likelihood Method for the Incidental Parameter Problem
Discrete Time Duration Models with Group-level Heterogeneity
Elena Manresa
Rosa Matzkin
Binary Choice with Asymmetric Loss in a Data-rich Environment: Theory and an Application to Racial Justice
Econometrics Seminar-Graham
Inference in Structural VARs with External Instruments
Conditional Moment Models under Weak Identification
A Tale of Tails: Estimating the Daily Return Density from High-Frequency Data
Identification and Estimation of SVAR Models with External Instruments
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