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Efficient Two-Step Estimation via Targeting
Greater New York Area Econometrics Colloquium
Jonathan Wright
Flexible Bayesian Modeling with Moment Constraints
Bayesian Covariance Regression and Autoregression
Estimating and Testing a Quantile Regression Model with Interactive Effects
Testing for the Markov Property in Time Series
Ilze Kalnina
Susanne Schennach
Constrained Classification and Policy Learning
Testing Mechanisms
Identification strategies for nonseparable models
NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects
Forecasting with Bayesian Grouped Random Effects in Panel Data
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