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Hyungsik Roger Moon
Konrad Menzel
Alwyn Young
Approximation of Conditional Densities by Smooth Mixtures of Regressions
The Macroeconomy as a Random Forrest
Nonparametric Estimation of Dynamic Panel Models
Econometrics Seminar - Norets
Econometrics Seminar-Li
Approximate Bayesian Computation in Non-linear Models: A Focus on DSGEs
Noncausal Vector AR Processes with Application to Economic Time Series
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Assessing Point Forecast Accuracy by Stochastic Error Distance
A. Ronald Gallant
Realized Laplace Transforms
Bootstrap refinements in high dimensions
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