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Econometrics Seminar-Mitchell
Econometrics Seminar - Kleibergen
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
Bootstrap Confidence Sets under Semiparametric Conditional Moment Restrictions with Single-Index Components
Liangjun Su
Daniel Lewis
Financial Trading Over Years: A Multi-Fractal Intensity Perspective
Ulrich Müller
DmitryArkhangelsky
Statistical tests for equal predictive ability across multiple forecasting methods
Density Prediction for Risk Estimation
Causal Interpretation of Structural IV Estimands
Optimal measure preserving derivatives
Heterogeneous Beliefs, Speculation and Trading in Financials Markets
No Econometrics Seminar
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