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Constrained conditional moment restriction models
Chernozhukov, Victor, (2023)
Finite sample bias corrected IV estimation for weak and many instruments
Harding, Matthew C., (2015)
Efficient GMM estimation of a Cliff and Ord panel data model with random effects
Piras, Gianfranco, (2013)
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea, (2016)
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea, (2008)
Forecasting with dynamics models using shrinkage-based estimation