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working papers


  1. "Parameter-Invariant Unbiased Estimates of Individual Variances"
    (w/ Stanislav Anatolyev). R&R @ Economics Letters
  2. "Generalized AKM: Theory and Evidence"
    (w/ Francesco Del Prato and Paolo Zacchia)
  3. "A Simple Approach to Measurement Errors in Small Datasets"
  4. "Model Averaging with a Diverging Number of Covariates"
  5. "Semiparametric Specification Testing with Many Regressors"