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An Empirical Model of Growth Through Product Innovation.pdf
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Asymptotic Properties for a Class of Partially Identified Models.pdf
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abbr_88b3f469ff1f2269c5a6166ccc2edad1.pdf
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Bootstrapping Realized Volatility.pdf
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Comment on-- Threshold Autoregressions With a Unit Root.pdf
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Corrigendum to Estimating Long Memory in Volatility.pdf
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Decision Theory Applied to a Linear Panel Data Model.pdf
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FRAMING CONTINGENCIES.pdf
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Generalized Method of Moments With Many Weak Moment Conditions.pdf
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Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression.pdf
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abbr_498995383d7daf3f18b9c9a53f583dea.pdf
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Instrumental Variable Treatment of Nonclassical Measurement Error Models.pdf
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On the Failure of the Bootstrap for Matching Estimators.pdf
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Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing.pdf
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Panel Data Models With Interactive Fixed Effects.pdf
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Political Economy of Mechanisms.pdf
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Robust Priors in Nonlinear Panel Data Models.pdf
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Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis.pdf
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abbr_7f4e12d5a14e2de1e5124996698dc2a0.pdf
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Structural Nonparametric Cointegrating Regression Phillips 2009.pdf
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Testing for Regime Switching.pdf
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Testing for Stochastic Monotonicity.pdf
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Testing Models of Low-Frequency Variability.pdf
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Testing Multiple Forecasters.pdf
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The Complexity of Forecast Testing.pdf
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