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Econometrics Seminar-Masten
Identified Regions and Inference in Panel Data Roy Models
The Limit of Finite Sample Size and a Problem with Subsampling
Hidehiko Ichimura
Tetsuya Kaji
Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium (DSGE) Models
A Structural Model of Business Cards Exchange Networks
Program Evaluation with High-Dimensional Data
A Markov Switching Multi-Fractal Conditional Poisson Model for Time Series of Counts
Filtering with Micro Data
End-of-sample Structural Breaks in Dynamic Factor Models
Constrained Classification and Policy Learning
Testing Mechanisms
Hessian Based MCMC for Linear DSGE Models
The Efficiency of the Global Market for Capital Goods
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