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Non-random exposure to exogenous shocks : theory and applications
Borusyak, Kirill; Hull, Peter - 2020
Persistent link: https://www.econbiz.de/10012306198
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Estimation of characteristics-based quantile factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús; Pan, Haozi - 2023
Persistent link: https://www.econbiz.de/10014289399
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Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014384414
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Identification of average marginal effects in fixed effects dynamic discrete choice models
Aguirregabiria, Victor; Carro, Jesus - 2021
Persistent link: https://www.econbiz.de/10012589611
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Time-varying instrumental variable estimation
Marcellino, Massimiliano; Kapetanios, George; Giraitis, … - 2020
Persistent link: https://www.econbiz.de/10012299263
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Bayesian estimation of epidemiological models : methods, causality, and policy trade-offs
Arias, Jonas; Fernández-Villaverde, Jesús; … - 2021
Persistent link: https://www.econbiz.de/10012493283
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A bayesian approach for inference on probabilistic surveys
Bassetti, Federico; Casarin, Roberto; Del Negro, Marco - 2024
Persistent link: https://www.econbiz.de/10015067095
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Binary outcomes and linear interactions
Boucher, Vincent; Bramoullé, Yann - 2020
Persistent link: https://www.econbiz.de/10012385088
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Multimodality in macro-financial dynamics
Boyarchenko, Nina; Adrian, Tobias; Giannone, Domenico - 2020
Persistent link: https://www.econbiz.de/10012251134
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Revisiting event study designs : robust and efficient estimation
Borusyak, Kirill; Jaravel, Xavier; Spiess, Jann - 2022
Persistent link: https://www.econbiz.de/10013186230