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Dynamic Conditional Correlation Models for Realized Covariance Matrices
Pre and Post Break Parameter Inference
Subset Statistics in the Linear IV Regression Model
Elena Manresa
Bridging Factor and Sparse Models
Econometrics Seminar - Stouli
The Exact Distribution of the t-ratio with Robust and Clustered Standard Errors
A New Prior for Time-Varying Parameter VARs
Yoosoon Chang
Financial Trading Over The Years: A Multifractal Intensity Perspective
David Childers
Econometrics Lunch Seminar
Estimating Nonlinear DSGE Models by the Simulated Method of Moments
Efficient Semiparametric Estimation of Multi-valued Treatment Effects
Estimation and Inference for Three-Dimensional Factor Models
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