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Estimating and Testing a Quantile Regression Model with Interactive Effects
Testing for the Markov Property in Time Series
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects
Forecasting with Bayesian Grouped Random Effects in Panel Data
Andrea Carriero
Yixiao Sun
Flexible Bayesian Modeling with Moment Constraints
Bayesian Covariance Regression and Autoregression
Jumps, Realized Densities, and News Premia
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
Frontiers in Machine Learning and Economics: Methods and Applications
Estimation of moment-based models with latent variables
Testing for Indeterminacy in U.S. Monetary Policy
Greater New York Area Econometrics Colloquium
Jonathan Wright
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