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Stephen Hansen
A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices
Ricardo Pereira Masini
Econometrics Seminar-Ponomarev
Conditional Linear Combination Tests for Weakly Identified Models
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments
On Efficient Estimation and Inference of Functionals of Semiparametric
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
Binarization for panel models with fixed effects
Nonparametric Bayesian Analysis of Panel Data Models: A Density Forecast Perspective
Matt Taddy
Robert McCulloch
Spurious Factor Analysis
Dimitris Korobilis
Econometrics Seminar-Porter
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