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ML and GMM with concentrated instruments in the static panel data model

A Unified Approach to Dynamic Mean-Variance Analysis in Discrete and Continuous Time

Interpretable Parsimonious Arbitrage-free Modeling of the Yield Curve

A generalized dynamic arbitrage free yield model

Simple many-instruments robust standard errors through concentrated instrumental variables

Jackknife instrumental variable estimation with heteroskedasticity

Arbitrage smoothing in fitting a sequence of yield curves

Symmetry-based inference in an instrumental variable setting

Instrumental variable estimation based on grouped data

A mean-variance frontier in discrete and continuous time

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