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Yulong Wang
Time series models for epidemics: leading indicators, control groups and policy assessment
Predictive Macro-Finance: Dynamic Term Structure Modeling with Regime Switches
Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach
On Binscatter
Econometrics Seminar - Kleibergen
Alexandre Belloni
Bruce Hansen
When Instruments Break: Choosing the Optimal Estimation Fraction Under a Change in Exogeneity
Regularized LIML for Many Instruments
Optimal Estimation when Researcher and Social Preferences are Misaligned
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium (DSGE) Models
A Structural Model of Business Cards Exchange Networks
The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors
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