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Recent working papers

  • Alternative estimation approaches for the factor augmented panel data model with small T  (joint with Philipp Hansen ) download

  • How far can we forecast? Statistical tests of the predictive content (joint with Malte Knueppel) download    Online Appendix

  • Asymptotically efficient method of moments estimators for dynamic panel data models (joint with Kazuhiko Hayakawa and Sebastian Kripfganz) download

  • Backward CUSUM for Testing and Monitoring Structural Change   (joint with Sven Otto) download

  • Projection Estimators for Structural Impulse Responses   (joint with Ralf Brüggemann) download