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09/20/2022
The boosted HP filter is more general than you might think
The global financial crisis and Covid recession have renewed discussion ...
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08/07/2021
Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems
Multicointegration is traditionally defined as a particular long run rel...
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05/31/2021
Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations
This paper examines regression-adjusted estimation and inference of unco...
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05/01/2019