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Econometrics Seminar - Norets
Econometrics Seminar-Li
Vance Martin
Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
Enrique Sentana
Dynamic Specification Tests for Dynamic Factor Models
Cross-Sectional Dependence in Idiosyncratic Volatility
Joshua Chan
The time-varying evolution of inflation risks
Data-Rich DSGE and Dynamic Factor Models
Incidental Trends and Power of Panel Unit Root Tests
Econometrics Seminar - Qu
Christian Hansen
Parameter Estimation with Out-of-Sample Objective
Jean-Jacques Forneron
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