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Causal Interpretation of Structural IV Estimands
Optimal Plug-in Estimators of Directionally Differentiable Functionals
Forecasting with Dynamic Panel Data Models: Empirical Bayes Approach
Joel Hasbrouck
Martin Weidner
Statistical tests for equal predictive ability across multiple forecasting methods
Bayesian Analysis of Moment Condition Models Using Nonparametric Priors
Density Prediction for Risk Estimation
More on Confidence Intervals for Partially Identified Parameters
Robust Semiparametric Estimation in Panel Multinomial Choice Models
José L. Montiel Olea
Econometrics Seminar-Mitchell
Econometrics Seminar - Kleibergen
Information Transmission Between Financial Markets in Chicago and New York
Identification and Estimation of Games with Incomplete Information Using Excluded Regressors
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