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No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
Generalized Jackknife Estimators of Weighted Average Derivatives
The Uniform Validity of Impulse Response Inference in Autoregressions
Estimating Heterogeneous-Agent Macroeconomic Models: A Likelihood Approach with Particle Filter
Roger Koenker
Sophocles Mavroeidis
Selective Nonparametric Specification Test
Inference in Auctions with Many Bidders Based on Transaction Prices
Estimating Nonlinear DSGE Models by the Simulated Method of Moments
Efficient Semiparametric Estimation of Multi-valued Treatment Effects
Estimation and Inference Robust to Invalid Instruments
Functional Sharp Bounds in the Roy Model
International Return Predictability: The View from Under the Bayesian Hat
No Econometrics Lunch Seminar
Peter Hansen
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