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Uniform Inference in Panel Autoregression
Large-dimensional factor modeling based on high-frequency observations
Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications - Job Talk
Elena Manresa
Bridging Factor and Sparse Models
Duration, Attention, and Long Memory
The Dynamic Nelson-Siegel Model withTime-Varying Loadings and Volatility
Clifford Hurvich
Todd Clark
Information Transmission Between Financial Markets in Chicago and New York
Identification and Estimation of Games with Incomplete Information Using Excluded Regressors
Non-Stationary Dynamic Factor Models for Large Datasets
Factor Analysis for Volatility
Econometrics Seminar-Mitchell
Econometrics Seminar - Kleibergen
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