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A New Prior for Time-Varying Parameter VARs
Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models
Micro Responses to Macro Shocks
Optimal Plug-in Estimators of Directionally Differentiable Functionals
Forecasting with Dynamic Panel Data Models: Empirical Bayes Approach
Estimation and Inference for Three-Dimensional Factor Models
Jean-Jacques Forneron
Michal Kolesár
Gregory Fletcher Cox
gBF: A Fully Bayes Factor with a Generalized g-Prior
Bootstrap Inference in Partially Identified Models
A New Prior for Time-Varying Parameter Models
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
Social Interactions with Endogenous Group Formation
Structural Changes in Networks: Estimation and Evidence from Financial Institutions
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