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      <title>Causal inference on regression discontinuity designs by high-dimensional methods</title>
      <pubDate>Mon, 13 Apr 2026 07:53:30 +0000</pubDate>
      <link>https://www.econbiz.de/Record/causal-inference-on-regression-discontinuity-designs-by-high-dimensional-methods-arai-yoichi/10015626459?sid=1536073275</link>
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      <author>Arai, Yoichi</author>
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      <dc:date>2026</dc:date>
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      <title>SLIM: stochastic learning and inference in overidentified models</title>
      <pubDate>Tue, 24 Mar 2026 09:25:14 +0000</pubDate>
      <link>https://www.econbiz.de/Record/slim-stochastic-learning-and-inference-in-overidentified-models-chen-xiaohong/10015616937?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/slim-stochastic-learning-and-inference-in-overidentified-models-chen-xiaohong/10015616937?sid=1536073275</guid>
      <author>Chen, Xiaohong</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2025</dc:date>
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      <title>SGMM : stochastic approximation to generalized method of moments</title>
      <pubDate>Wed, 02 Apr 2025 11:09:27 +0000</pubDate>
      <link>https://www.econbiz.de/Record/sgmm-stochastic-approximation-to-generalized-method-of-moments-chen-xiaohong/10015339150?sid=1536073275</link>
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      <author>Chen, Xiaohong</author>
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      <dc:date>2025</dc:date>
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      <title>Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic</title>
      <pubDate>Fri, 07 Feb 2025 18:11:17 +0000</pubDate>
      <link>https://www.econbiz.de/Record/inference-for-parameters-identified-by-conditional-moment-restrictions-using-a-generalized-bierens-maximum-statistic-chen-xiaohong/10015193947?sid=1536073275</link>
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      <title>Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic</title>
      <pubDate>Fri, 13 Dec 2024 12:54:31 +0000</pubDate>
      <link>https://www.econbiz.de/Record/inference-for-parameters-identified-by-conditional-moment-restrictions-using-a-generalized-bierens-maximum-statistic-chen-xiaohong/10015149596?sid=1536073275</link>
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      <author>Chen, Xiaohong</author>
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      <dc:date>2024</dc:date>
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      <title>Nonlinear dynamics of Kimchi premium</title>
      <pubDate>Mon, 17 Jun 2024 08:33:56 +0000</pubDate>
      <link>https://www.econbiz.de/Record/nonlinear-dynamics-of-kimchi-premium-seo-myung-hwan/10014549082?sid=1536073275</link>
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      <title>Regression discontinuity design with potentially many covariates</title>
      <pubDate>Fri, 24 Nov 2023 14:33:33 +0000</pubDate>
      <link>https://www.econbiz.de/Record/regression-discontinuity-design-with-potentially-many-covariates-arai-yoichi/10014430086?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/regression-discontinuity-design-with-potentially-many-covariates-arai-yoichi/10014430086?sid=1536073275</guid>
      <author>Arai, Yoichi</author>
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      <dc:date>2022</dc:date>
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      <title>Minimax risk in estimating kink threshold and testing</title>
      <pubDate>Fri, 24 Nov 2023 14:03:37 +0000</pubDate>
      <link>https://www.econbiz.de/Record/minimax-risk-in-estimating-kink-threshold-and-testing-hidalgo-javier/10014430044?sid=1536073275</link>
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      <author>Hidalgo, Javier</author>
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      <dc:date>2021</dc:date>
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      <title>Robust inference on infinite and growing dimensional time-series regression</title>
      <pubDate>Wed, 27 Sep 2023 12:53:36 +0000</pubDate>
      <link>https://www.econbiz.de/Record/robust-inference-on-infinite-and-growing-dimensional-time-series-regression-gupta-abhimanyu/10014365440?sid=1536073275</link>
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      <dc:date>2023</dc:date>
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    <item>
      <title>Minimax risk in estimating kink threshold and testing continuity</title>
      <pubDate>Mon, 24 Jul 2023 10:28:01 +0000</pubDate>
      <link>https://www.econbiz.de/Record/minimax-risk-in-estimating-kink-threshold-and-testing-continuity-hidalgo-javier/10014313688?sid=1536073275</link>
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      <author>Hidalgo, Javier</author>
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      <dc:date>2023</dc:date>
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    <item>
      <title>Regression discontinuity design with potentially many covariates</title>
      <pubDate>Wed, 19 Jul 2023 09:58:03 +0000</pubDate>
      <link>https://www.econbiz.de/Record/regression-discontinuity-design-with-potentially-many-covariates-arai-yoichi/10014311627?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/regression-discontinuity-design-with-potentially-many-covariates-arai-yoichi/10014311627?sid=1536073275</guid>
      <author>Arai, Yoichi</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2021</dc:date>
      <dc:creator>Arai, Yoichi</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Testing stochastic dominance with many conditioning variables</title>
      <pubDate>Tue, 18 Jul 2023 14:03:05 +0000</pubDate>
      <link>https://www.econbiz.de/Record/testing-stochastic-dominance-with-many-conditioning-variables-linton-oliver/10014311275?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/testing-stochastic-dominance-with-many-conditioning-variables-linton-oliver/10014311275?sid=1536073275</guid>
      <author>Linton, Oliver</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2020</dc:date>
      <dc:creator>Linton, Oliver</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Sparse HP filter : finding kinks in the COVID-19 contact rate</title>
      <pubDate>Tue, 18 Jul 2023 13:43:06 +0000</pubDate>
      <link>https://www.econbiz.de/Record/sparse-hp-filter-finding-kinks-in-the-covid-19-contact-rate-lee-sokbae/10014311259?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/sparse-hp-filter-finding-kinks-in-the-covid-19-contact-rate-lee-sokbae/10014311259?sid=1536073275</guid>
      <author>Lee, Sokbae</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2020</dc:date>
      <dc:creator>Lee, Sokbae</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>What Impulse Response Do Instrumental Variables Identify?</title>
      <pubDate>Tue, 16 May 2023 17:28:52 +0000</pubDate>
      <link>https://www.econbiz.de/Record/what-impulse-response-do-instrumental-variables-identify-koo-bonsoo/10014077965?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/what-impulse-response-do-instrumental-variables-identify-koo-bonsoo/10014077965?sid=1536073275</guid>
      <author>Koo, Bonsoo</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2022</dc:date>
      <dc:creator>Koo, Bonsoo</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Sparse HP Filter : Finding Kinks in the COVID-19 Contact Rate</title>
      <pubDate>Tue, 16 May 2023 17:28:52 +0000</pubDate>
      <link>https://www.econbiz.de/Record/sparse-hp-filter-finding-kinks-in-the-covid-19-contact-rate-lee-sokbae/10014095766?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/sparse-hp-filter-finding-kinks-in-the-covid-19-contact-rate-lee-sokbae/10014095766?sid=1536073275</guid>
      <author>Lee, Sokbae</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2020</dc:date>
      <dc:creator>Lee, Sokbae</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Fast Inference for Quantile Regression with Tens of Millions of Observations</title>
      <pubDate>Tue, 16 May 2023 17:28:52 +0000</pubDate>
      <link>https://www.econbiz.de/Record/fast-inference-for-quantile-regression-with-tens-of-millions-of-observations-lee-sokbae/10014237279?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/fast-inference-for-quantile-regression-with-tens-of-millions-of-observations-lee-sokbae/10014237279?sid=1536073275</guid>
      <author>Lee, Sokbae</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2022</dc:date>
      <dc:creator>Lee, Sokbae</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Structural-Break Models under Mis-specification : Implications for Forecasting</title>
      <pubDate>Thu, 17 Mar 2022 00:48:28 +0000</pubDate>
      <link>https://www.econbiz.de/Record/structural-break-models-under-mis-specification-implications-for-forecasting-koo-bonsoo/10013035699?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/structural-break-models-under-mis-specification-implications-for-forecasting-koo-bonsoo/10013035699?sid=1536073275</guid>
      <author>Koo, Bonsoo</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2015</dc:date>
      <dc:creator>Koo, Bonsoo</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Factor-Driven Two-Regime Regression</title>
      <pubDate>Thu, 10 Mar 2022 19:10:34 +0000</pubDate>
      <link>https://www.econbiz.de/Record/factor-driven-two-regime-regression-lee-sokbae/10012908580?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/factor-driven-two-regime-regression-lee-sokbae/10012908580?sid=1536073275</guid>
      <author>Lee, Sokbae</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2018</dc:date>
      <dc:creator>Lee, Sokbae</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>High-Dimensional Predictive Regression in the Presence of Cointegration</title>
      <pubDate>Thu, 10 Mar 2022 19:10:34 +0000</pubDate>
      <link>https://www.econbiz.de/Record/high-dimensional-predictive-regression-in-the-presence-of-cointegration-koo-bonsoo/10012902789?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/high-dimensional-predictive-regression-in-the-presence-of-cointegration-koo-bonsoo/10012902789?sid=1536073275</guid>
      <author>Koo, Bonsoo</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2019</dc:date>
      <dc:creator>Koo, Bonsoo</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Desperate Times Call for Desperate Measures : Government Spending Multipliers in Hard Times</title>
      <pubDate>Sat, 26 Feb 2022 23:51:44 +0000</pubDate>
      <link>https://www.econbiz.de/Record/desperate-times-call-for-desperate-measures-government-spending-multipliers-in-hard-times-shin-youngki/10012862371?sid=1536073275</link>
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      <author>Shin, Youngki</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2019</dc:date>
      <dc:creator>Shin, Youngki</dc:creator>
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    <item>
      <title>Testing Stochastic Dominance with Many Conditioning Variables</title>
      <pubDate>Sat, 26 Feb 2022 23:05:01 +0000</pubDate>
      <link>https://www.econbiz.de/Record/testing-stochastic-dominance-with-many-conditioning-variables-linton-oliver/10012841891?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/testing-stochastic-dominance-with-many-conditioning-variables-linton-oliver/10012841891?sid=1536073275</guid>
      <author>Linton, Oliver</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2020</dc:date>
      <dc:creator>Linton, Oliver</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Testing stochastic dominance with many conditioning variables</title>
      <pubDate>Thu, 06 Jan 2022 13:33:40 +0000</pubDate>
      <link>https://www.econbiz.de/Record/testing-stochastic-dominance-with-many-conditioning-variables-linton-oliver/10012793096?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/testing-stochastic-dominance-with-many-conditioning-variables-linton-oliver/10012793096?sid=1536073275</guid>
      <author>Linton, Oliver</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2020</dc:date>
      <dc:creator>Linton, Oliver</dc:creator>
      <slash:comments>0</slash:comments>
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    <item>
      <title>Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood</title>
      <pubDate>Mon, 03 Jan 2022 23:38:19 +0000</pubDate>
      <link>https://www.econbiz.de/Record/testing-for-non-nested-conditional-moment-restrictions-using-unconditional-empirical-likelihood-otsu-taisuke/10012771848?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/testing-for-non-nested-conditional-moment-restrictions-using-unconditional-empirical-likelihood-otsu-taisuke/10012771848?sid=1536073275</guid>
      <author>Otsu, Taisuke</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2008</dc:date>
      <dc:creator>Otsu, Taisuke</dc:creator>
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    <item>
      <title>Estimation of Nonlinear Error Correction Models</title>
      <pubDate>Mon, 03 Jan 2022 23:23:24 +0000</pubDate>
      <link>https://www.econbiz.de/Record/estimation-of-nonlinear-error-correction-models-seo-myung-hwan/10012770891?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/estimation-of-nonlinear-error-correction-models-seo-myung-hwan/10012770891?sid=1536073275</guid>
      <author>Seo, Myung Hwan</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2008</dc:date>
      <dc:creator>Seo, Myung Hwan</dc:creator>
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    <item>
      <title>Semiparametric Estimation of a Binary Response Model with a Change-Point Due to a Covariate Threshold</title>
      <pubDate>Mon, 03 Jan 2022 23:23:24 +0000</pubDate>
      <link>https://www.econbiz.de/Record/semiparametric-estimation-of-a-binary-response-model-with-a-change-point-due-to-a-covariate-threshold-lee-sokbae/10012770894?sid=1536073275</link>
      <guid>https://www.econbiz.de/Record/semiparametric-estimation-of-a-binary-response-model-with-a-change-point-due-to-a-covariate-threshold-lee-sokbae/10012770894?sid=1536073275</guid>
      <author>Lee, Sokbae</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2008</dc:date>
      <dc:creator>Lee, Sokbae</dc:creator>
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    <item>
      <title>A Smoothed Least Squares Estimator for Threshold Regression Models</title>
      <pubDate>Mon, 03 Jan 2022 23:23:24 +0000</pubDate>
      <link>https://www.econbiz.de/Record/a-smoothed-least-squares-estimator-for-threshold-regression-models-linton-oliver/10012770910?sid=1536073275</link>
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      <dc:date>2008</dc:date>
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      <title>Unit Root Test in a Threshold Autoregression : Asymptotic Theory and Residual-Based Block Bootstrap</title>
      <pubDate>Mon, 03 Jan 2022 23:23:24 +0000</pubDate>
      <link>https://www.econbiz.de/Record/unit-root-test-in-a-threshold-autoregression-asymptotic-theory-and-residual-based-block-bootstrap-seo-myunghwan/10012771003?sid=1536073275</link>
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      <author>Seo, Myunghwan</author>
      <dc:format>Book / Working Paper</dc:format>
      <dc:date>2008</dc:date>
      <dc:creator>Seo, Myunghwan</dc:creator>
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      <title>Desperate times call for desperate measures: Government spending multipliers in hard times</title>
      <pubDate>Mon, 20 Sep 2021 17:11:00 +0000</pubDate>
      <link>https://www.econbiz.de/Record/desperate-times-call-for-desperate-measures-government-spending-multipliers-in-hard-times-lee-sokbae/10012621106?sid=1536073275</link>
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      <author>Lee, Sokbae</author>
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      <dc:date>2020</dc:date>
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      <title>Sparse HP filter: Finding kinks in the COVID-19 contact rate</title>
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