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Robust Semiparametric Estimation in Panel Multinomial Choice Models
José L. Montiel Olea
Model-based GDP Nowcasting and Output Gap Assessment at the Federal Reserve Board
Real-time Forecast Comparison Between QAR(1,1) and AR(1) with Stochastic Volatility
Likelihood Approach to Dynamic Panel Models with Interactive Effects
Measuring the Stance of Monetary Policy in Zero Lower Bound Environments
Bounds on Average Effects in Discrete Choice Panel Data Models
Econometrics Seminar
Asset-price channels and macroeconomic fluctuations
Back to Square one: Identification Issues in DSGE Models
Matteo Barigozzi
Atsushi Inoue
Fatih Guvenen
Efficient Estimation for Staggered Rollout Designs
Optimal Inference in the Linear IV Regression Model
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