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Content
June 2024, Volume 40, Issue 3
- 511-557 Testing For Strict Stationarity Via The Discrete Fourier Transform
by Fu, Zhonghao & Gao, Shang & Su, Liangjun & Wang, Xia
- 558-607 Kernel Estimation Of Spot Volatility With Microstructure Noise Using Pre-Averaging
by Figueroa-López, José E. & Wu, Bei
- 608-651 Testing For Homogeneous Thresholds In Threshold Regression Models
by Lee, Yoonseok & Wang, Yulong
- 652-687 An Averaging Estimator For Two-Step M-Estimation In Semiparametric Models
by Shi, Ruoyao
- 688-704 Superconsistency Of Tests In High Dimensions
by Bredahl Kock, Anders & Preinerstorfer, David
April 2024, Volume 40, Issue 2
- 233-277 Analysis Of Global And Local Optima Of Regularized Quantile Regression In High Dimensions: A Subgradient Approach
by Wang, Lan & He, Xuming
- 278-319 Consistent Specification Testing Under Spatial Dependence
by Gupta, Abhimanyu & Qu, Xi
- 320-359 A Mollifier Approach To The Deconvolution Of Probability Densities
by Hohage, Thorsten & Maréchal, Pierre & Simar, Léopold & Vanhems, Anne
- 360-418 Regularized Estimation Of Dynamic Panel Models
by Carrasco, Marine & Nayihouba, Ada
- 419-446 Two-Step Estimation Of Quantile Panel Data Models With Interactive Fixed Effects
by Chen, Liang
- 447-470 A Jackknife Lagrange Multiplier Test With Many Weak Instruments
by Matsushita, Yukitoshi & Otsu, Taisuke
February 2024, Volume 40, Issue 1
- 1-36 Simple Semiparametric Estimation Of Ordered Response Models
by Liu, Ruixuan & Yu, Zhengfei
- 37-59 Recursive Differencing For Estimating Semiparametric Models
by Shen, Chan & Klein, Roger
- 60-97 Inference On A Distribution From Noisy Draws
by Jochmans, Koen & Weidner, Martin
- 98-161 Sequentially Estimating The Structural Equation By Power Transformation
by Choi, Jaedo & Moon, Hyungsik Roger & Cho, Jin Seo
- 162-212 Central Limit Theory For Combined Cross Section And Time Series With An Application To Aggregate Productivity Shocks
by Hahn, Jinyong & Kuersteiner, Guido & Mazzocco, Maurizio
- 213-232 On The Size Control Of The Hybrid Test For Superior Predictive Ability
by Kim, Deborah
December 2023, Volume 39, Issue 6
- 1093-1096 Guest Editors’ Introduction: Special Issue Of Econometric Theory In Honor Of Benedikt M. Pötscher
by Deistler, Manfred & Leeb, Hannes & Prucha, Ingmar
- 1097-1122 Uniform Asymptotics And Confidence Regions Based On The Adaptive Lasso With Partially Consistent Tuning
by Amann, Nicolai & Schneider, Ulrike
- 1123-1153 Adaptation For Nonparametric Estimators Of Locally Stationary Processes
by Dahlhaus, Rainer & Richter, Stefan
- 1154-1201 Simultaneous Equations Models With Higher-Order Spatial Or Social Network Interactions
by Drukker, David M. & Egger, Peter H. & Prucha, Ingmar R.
- 1202-1248 Uniform-In-Submodel Bounds For Linear Regression In A Model-Free Framework
by Kuchibhotla, Arun K. & Brown, Lawrence D. & Buja, Andreas & George, Edward I. & Zhao, Linda
- 1249-1272 Statistical Inference With F-Statistics When Fitting Simple Models To High-Dimensional Data
by Leeb, Hannes & Steinberger, Lukas
- 1273-1291 Validating Dsge Models With Svars And High-Dimensional Dynamic Factor Models
by Lippi, Marco
- 1292-1324 How To Avoid The Zero-Power Trap In Testing For Correlation
by Preinerstorfer, David
- 1325-1337 Optimal Bandwidth Selection In Nonlinear Cointegrating Regression
by Wang, Qiying & Phillips, Peter C. B.
October 2023, Volume 39, Issue 5
- 900-949 Limit Theory For Locally Flat Functional Coefficient Regression
by Phillips, Peter C. B. & Wang, Ying
- 950-988 Nonparametric Prediction With Spatial Data
by Gupta, Abhimanyu & Hidalgo, Javier
- 989-1008 Estimation Of A High-Dimensional Counting Process Without Penalty For High-Frequency Events
by Mucciante, Luca & Sancetta, Alessio
- 1009-1043 Simultaneous Confidence Bands For Conditional Value-At-Risk And Expected Shortfall
by Li, Shuo & Peng, Liuhua & Song, Xiaojun
- 1044-1066 Identification And The Influence Function Of Olley And Pakes’ (1996) Production Function Estimator
by Hahn, Jinyong & Liao, Zhipeng & Ridder, Geert
- 1067-1092 Local Asymptotic Normality Of General Conditionally Heteroskedastic And Score-Driven Time-Series Models
by Francq, Christian & Zakoian, Jean-Michel
August 2023, Volume 39, Issue 4
June 2023, Volume 39, Issue 3
- 443-480 Inference On The Dimension Of The Nonstationary Subspace In Functional Time Series
by Nielsen, Morten Ørregaard & Seo, Won-Ki & Seong, Dakyung
- 481-533 Nonparametric Bayes Analysis Of The Sharp And Fuzzy Regression Discontinuity Designs
by Chib, Siddhartha & Greenberg, Edward & Simoni, Anna
- 534-581 On Multiple Structural Breaks In Distribution: An Empirical Characteristic Function Approach
by Fu, Zhonghao & Hong, Yongmiao & Wang, Xia
- 582-622 Testing For Unobserved Heterogeneous Treatment Effects With Observational Data
by Hsu, Yu-Chin & Huang, Ta-Cheng & Xu, Haiqing
- 623-658 Post-Selection Inference In Three-Dimensional Panel Data
by Chiang, Harold D. & Rodrigue, Joel & Sasaki, Yuya
April 2023, Volume 39, Issue 2
- 221-263 Estimation And Inference With Near Unit Roots
by Phillips, Peter C.B.
- 264-289 A Wild Bootstrap For Dependent Data
by Hounyo, Ulrich
- 290-320 A Simple Nonparametric Approach For Estimation And Inference Of Conditional Quantile Functions
by Fang, Zheng & Li, Qi & Yan, Karen X.
- 321-356 Estimates Of Derivatives Of (Log) Densities And Related Objects
by Pinkse, Joris & Schurter, Karl
- 357-388 Nonparametric Estimation Of Generalized Transformation Models With Fixed Effects
by Chen, Songnian & Lu, Xun & Wang, Xi
- 389-411 A Cross-Sectional Method For Right-Tailed Panic Tests Under A Moderately Local To Unity Framework
by Yamamoto, Yohei & Horie, Tetsushi
- 412-441 An Asymptotic Theory For Least Squares Model Averaging With Nested Models
by Fang, Fang & Yuan, Chaoxia & Tian, Wenling
February 2023, Volume 39, Issue 1
- 27-69 Uniform Inference In A Generalized Interval Arithmetic Center And Range Linear Model
by Fan, Yanqin & Shi, Xuetao
- 70-106 In-Sample Asymptotics And Across-Sample Efficiency Gains For High Frequency Data Statistics
by Ghysels, Eric & Mykland, Per & Renault, Eric
- 107-145 Continuously Updated Indirect Inference In Heteroskedastic Spatial Models
by Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca
- 146-188 Complete Subset Averaging For Quantile Regressions
by Lee, Ji Hyung & Shin, Youngki
- 189-218 Stretching The Net: Multidimensional Regularization
by Vives-i-Bastida, Jaume
- 219-219 The Information Bound Of A Dynamic Panel Logit Model With Fixed Effects — Corrigendum
by Gu, Jiaying & Hahn, Jinyong & Kim, Kyoo Il
December 2022, Volume 38, Issue 6
- 1069-1072 Guest Editors’ Introduction Part Two: Special Dual Issue Of Econometric Theory On Yale 2018 Conference In Honor Of Peter C.B. Phillips
by Andrews, D.W.K. & Kitamura, Y. & Kuersteiner, G.
- 1073-1091 A Uniform Bound On The Operator Norm Of Sub-Gaussian Random Matrices And Its Applications
by Franguridi, Grigory & Moon, Hyungsik Roger
- 1092-1116 Properties Of The Inverse Of A Noncentral Wishart Matrix
by Hillier, Grant & Kan, Raymond
- 1117-1139 Identification Of Regression Models With A Misclassified And Endogenous Binary Regressor
by Kasahara, Hiroyuki & Shimotsu, Katsumi
- 1140-1174 Average Density Estimators: Efficiency And Bootstrap Consistency
by Cattaneo, Matias D. & Jansson, Michael
- 1175-1220 Spectral Financial Econometrics
by Bandi, Federico M. & Tamoni, Andrea
- 1221-1252 A Decomposition Analysis Of Diffusion Over A Large Network
by Song, Kyungchul
- 1253-1307 Consistent Local Spectrum Inference For Predictive Return Regressions
by Andersen, Torben G. & Varneskov, Rasmus T.
October 2022, Volume 38, Issue 5
- 841-844 Guest Editors’ Introduction Part One: Special Dual Issue Of Econometric Theory On Yale 2018 Conference In Honor Of Peter C. B. Phillips
by Andrews, D.W.K. & Kitamura, Y. & Kuersteiner, G.
- 845-874 Instrumental Variable Estimation Of Structural Var Models Robust To Possible Nonstationarity
by Cheng, Xu & Han, Xu & Inoue, Atsushi
- 875-912 Least Squares And Ivx Limit Theory In Systems Of Predictive Regressions With Garch Innovations
by Magdalinos, Tassos
- 913-941 Robust Tests For White Noise And Cross-Correlation
by Dalla, Violetta & Giraitis, Liudas & Phillips, Peter C. B.
- 942-958 Joint Time-Series And Cross-Section Limit Theory Under Mixingale Assumptions
by Hahn, Jinyong & Kuersteiner, Guido & Mazzocco, Maurizio
- 959-985 Subgeometrically Ergodic Autoregressions
by Meitz, Mika & Saikkonen, Pentti
- 986-1013 Tail Behavior Of Stopped Lévy Processes With Markov Modulation
by Beare, Brendan K. & Seo, Won-Ki & Toda, Alexis Akira
- 1014-1067 Estimation Of The Kronecker Covariance Model By Quadratic Form
by Linton, Oliver B. & Tang, Haihan
August 2022, Volume 38, Issue 4
- 621-688 Identification And Estimation In A Correlated Random Coefficients Transformation Model
by Zhang, Zhengyu & Jin, Zequn & Mu, Beili
- 689-751 Identification Robust Inference For Moments-Based Analysis Of Linear Dynamic Panel Data Models
by Bun, Maurice J.G. & Kleibergen, Frank
- 752-792 Bootstrap Inference For Multiple Change-Points In Time Series
by Ng, Wai Leong & Pan, Shenyi & Yau, Chun Yip
- 793-839 Quantile Double Autoregression
by Zhu, Qianqian & Li, Guodong
June 2022, Volume 38, Issue 3
- 419-453 Trend Extraction From Economic Time Series With Missing Observations By Generalized Hodrick–Prescott Filters
by Yamada, Hiroshi
- 454-496 Nonparametric Significance Testing In Measurement Error Models
by Dong, Hao & Taylor, Luke
- 497-535 Nonparametric Weighted Average Quantile Derivative
by Lee, Ying-Ying
- 536-561 Test For Zero Median Of Errors In An Arma–Garch Model
by Ma, Yaolan & Zhou, Mo & Peng, Liang & Zhang, Rongmao
- 562-595 Endogeneity In Semiparametric Threshold Regression
by Kourtellos, Andros & Stengos, Thanasis & Sun, Yiguo
- 596-619 Constraint Qualifications In Partial Identification
by Kaido, Hiroaki & Molinari, Francesca & Stoye, Jörg
April 2022, Volume 38, Issue 2
- 209-272 Sequential Monitoring Of Changes In Dynamic Linear Models, Applied To The U.S. Housing Market
by Horváth, Lajos & Liu, Zhenya & Lu, Shanglin
- 273-300 Tail Dependence Of Ols
by Oorschot, Jochem & Zhou, Chen
- 301-338 Semiparametric Identification And Fisher Information
by Escanciano, Juan Carlos
- 339-369 Negative Powers Of Integrated Processes
by Sakarya, Neslihan & de Jong, Robert M.
- 370-380 On The Representation Of The Nested Logit Model
by Galichon, Alfred
- 381-417 On The Convergence Rate Of Potentials Of Brenier Maps
by Gunsilius, Florian F.
February 2022, Volume 38, Issue 1
- 1-34 Characterization Of The Tail Behavior Of A Class Of Bekk Processes: A Stochastic Recurrence Equation Approach
by Matsui, Muneya & Pedersen, Rasmus Søndergaard
- 35-65 Generalized Laplace Inference In Multiple Change-Points Models
by Casini, Alessandro & Perron, Pierre
- 66-112 Estimation And Inference For Moments Of Ratios With Robustness Against Large Trimming Bias
by Sasaki, Yuya & Ura, Takuya
- 113-171 Unit Root Test With High-Frequency Data
by Laurent, Sébastien & Shi, Shuping
- 172-193 On The Uniform Convergence Of Deconvolution Estimators From Repeated Measurements
by Kurisu, Daisuke & Otsu, Taisuke
- 194-208 On Smooth Tests For The Equality Of Distributions
by Song, Xiaojun & Xiao, Zhijie
December 2021, Volume 37, Issue 6
- 1075-1099 Nonlinear Panel Data Models With Distribution-Free Correlated Random Effects
by Hsu, Yu-Chin & Shiu, Ji-Liang
- 1100-1134 Estimation Of Time-Varying Covariance Matrices For Large Datasets
by Dendramis, Yiannis & Giraitis, Liudas & Kapetanios, George
- 1135-1172 Iterations Of Dependent Random Maps And Exogeneity In Nonlinear Dynamics
by Debaly, Zinsou Max & Truquet, Lionel
- 1173-1213 Nonlinear Cointegrating Power Function Regression With Endogeneity
by Hu, Zhishui & Phillips, Peter C.B. & Wang, Qiying
- 1214-1237 Relative Error Accurate Statistic Based On Nonparametric Likelihood
by Camponovo, Lorenzo & Matsushita, Yukitoshi & Otsu, Taisuke
- 1238-1266 A Multiplex Interdependent Durations Model
by Lin, Zhongjian & Liu, Ruixuan
- 1267-1289 Least Squares Estimation For Nonlinear Regression Models With Heteroscedasticity
by Wang, Qiying
October 2021, Volume 37, Issue 5
- 851-891 Nonparametric Euler Equation Identification And Estimation
by Escanciano, Juan Carlos & Hoderlein, Stefan & Lewbel, Arthur & Linton, Oliver & Srisuma, Sorawoot
- 892-925 Nonstationary Linear Processes With Infinite Variance Garch Errors
by Zhang, Rongmao & Chan, Ngai Hang
- 926-958 Estimation Of Volatility Functions In Jump Diffusions Using Truncated Bipower Increments
by Kim, Jihyun & Park, Joon Y. & Wang, Bin
- 959-1003 A Nonparametric Test Of Significant Variables In Gradients
by Yao, Feng & Wang, Taining
- 1004-1033 Average Derivative Estimation Under Measurement Error
by Dong, Hao & Otsu, Taisuke & Taylor, Luke
- 1034-1074 Limit Theorems For Factor Models
by Anatolyev, Stanislav & Mikusheva, Anna
August 2021, Volume 37, Issue 4
- 633-663 Identification Of Linear Regressions With Errors In All Variables
by Ben-Moshe, Dan
- 664-707 Efficient Estimation Of Integrated Volatility Functionals Under General Volatility Dynamics
by Li, Jia & Liu, Yunxiao
- 708-746 Large Sample Properties Of Bayesian Estimation Of Spatial Econometric Models
by Han, Xiaoyi & Lee, Lung-Fei & Xu, Xingbai
- 747-768 Specification Testing For Errors-In-Variables Models
by Otsu, Taisuke & Taylor, Luke
- 769-793 Finite-Sample Size Control Of Ivx-Based Tests In Predictive Regressions
by Hosseinkouchack, Mehdi & Demetrescu, Matei
- 794-816 Factorisable Multitask Quantile Regression
by Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming
- 817-848 Partial Identification Of Nonseparable Models Using Binary Instruments
by Ishihara, Takuya
June 2021, Volume 37, Issue 3
- 409-463 Weak-Identification Robust Wild Bootstrap Applied To A Consistent Model Specification Test
by Hill, Jonathan B.
- 464-494 Identifying Multiple Marginal Effects With A Single Instrument
by Caetano, Carolina & Escanciano, Juan Carlos
- 495-536 An Adaptive Test Of Stochastic Monotonicity
by Chetverikov, Denis & Wilhelm, Daniel & Kim, Dongwoo
- 537-572 Inference In Dynamic, Nonparametric Models Of Production: Central Limit Theorems For Malmquist Indices
by Kneip, Alois & Simar, Léopold & Wilson, Paul W.
- 573-612 Efficient Two-Step Generalized Empirical Likelihood Estimation And Tests With Martingale Differences
by Jin, Fei & Lee, Lung-fei
- 613-631 Local Composite Quantile Regression Smoothing: A Flexible Data Structure And Cross-Validation
by Huang, Xiao & Lin, Zhongjian
April 2021, Volume 37, Issue 2
- 248-280 Count And Duration Time Series With Equal Conditional Stochastic And Mean Orders
by Aknouche, Abdelhakim & Francq, Christian
- 281-310 Inference In Instrumental Variable Models With Heteroskedasticity And Many Instruments
by Crudu, Federico & Mellace, Giovanni & Sándor, Zsolt
- 311-345 Inference In Nonparametric Series Estimation With Specification Searches For The Number Of Series Terms
by Kang, Byunghoon
- 346-387 Robustified Expected Maximum Production Frontiers
by Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold
- 388-407 A New Study On Asymptotic Optimality Of Least Squares Model Averaging
by Zhang, Xinyu
February 2021, Volume 37, Issue 1
December 2020, Volume 36, Issue 6
- 1025-1063 Randomization Tests Of Copula Symmetry
by Beare, Brendan K. & Seo, Juwon
- 1064-1098 Exact Local Whittle Estimation In Long Memory Time Series With Multiple Poles
by Arteche, Josu
- 1099-1126 Optimal Multistep Var Forecast Averaging
by Liao, Jen-Che & Tsay, Wen-Jen
- 1127-1158 Testing For Structural Changes In Factor Models Via A Nonparametric Regression
by Su, Liangjun & Wang, Xia
- 1159-1166 A Portmanteau Test For Correlation In Short Panels
by Jochmans, Koen
- 1167-1191 Quantile Treatment Effects In Regression Kink Designs
by Chen, Heng & Chiang, Harold D. & Sasaki, Yuya
October 2020, Volume 36, Issue 5
- 773-802 Representation Of I(1) And I(2) Autoregressive Hilbertian Processes
by Beare, Brendan K. & Seo, Won-Ki
- 803-839 Cointegration In Functional Autoregressive Processes
by Franchi, Massimo & Paruolo, Paolo
- 840-870 A Property Of The Hodrick–Prescott Filter And Its Application
by Sakarya, Neslihan & de Jong, Robert M.
- 871-906 Testing A Parametric Transformation Model Versus A Nonparametric Alternative
by Szydłowski, Arkadiusz
- 907-960 A Max-Correlation White Noise Test For Weakly Dependent Time Series
by Hill, Jonathan B. & Motegi, Kaiji
- 961-981 A Smoothing Method That Looks Like The Hodrick–Prescott Filter
by Yamada, Hiroshi
August 2020, Volume 36, Issue 4
- 559-582 Asymptotic Theory For Kernel Estimators Under Moderate Deviations From A Unit Root, With An Application To The Asymptotic Size Of Nonparametric Tests
by Duffy, James A.
- 583-625 Specification Testing In Nonparametric Instrumental Quantile Regression
by Breunig, Christoph
- 626-657 Likelihood Inference On Semiparametric Models With Generated Regressors
by Matsushita, Yukitoshi & Otsu, Taisuke
- 658-706 Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models
by Babii, Andrii
- 707-750 A New Multilevel Modeling Approach For Clustered Survival Data
by Xu, Jinfeng & Yue, Mu & Zhang, Wenyang
- 751-772 Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends
by Hualde, Javier & Nielsen, Morten Ørregaard
June 2020, Volume 36, Issue 3
- 386-409 Identification And Estimation In A Third-Price Auction Model
by Enache, Andreea & Florens, Jean-Pierre
- 410-456 Identifying Latent Grouped Patterns In Cointegrated Panels
by Huang, Wenxin & Jin, Sainan & Su, Liangjun
- 457-487 Quantilograms Under Strong Dependence
by Lee, Ji Hyung & Linton, Oliver & Whang, Yoon-Jae
- 488-525 On Efficiency Gains From Multiple Incomplete Subsamples
by Chaudhuri, Saraswata
- 526-558 Large System Of Seemingly Unrelated Regressions: A Penalized Quasi-Maximum Likelihood Estimation Perspective
by Fan, Qingliang & Han, Xiao & Pan, Guangming & Jiang, Bibo
April 2020, Volume 36, Issue 2
- 185-222 Estimation For Dynamic Panel Data With Individual Effects
by Robinson, Peter M. & Velasco, Carlos
- 223-249 Inference On A Semiparametric Model With Global Power Law And Local Nonparametric Trends
by Gao, Jiti & Linton, Oliver & Peng, Bin
- 250-291 Nonparametric Density Estimation By B-Spline Duality
by Cui, Zhenyu & Kirkby, Justin Lars & Nguyen, Duy
- 292-330 Smoothed Quantile Regression Processes For Binary Response Models
by Volgushev, Stanislav
- 331-346 Nonparametric Identification Of The Mixed Hazard Model Using Martingale-Based Moments
by Ruf, Johannes & Wolter, James Lewis
- 347-366 Admissible, Similar Tests: A Characterization
by Montiel Olea, José Luis
February 2020, Volume 36, Issue 1
- 1-47 Cumulated Sum Of Squares Statistics For Nonlinear And Nonstationary Regressions
by Berenguer-Rico, Vanessa & Nielsen, Bent
- 48-85 Semiparametric Estimation Of Censored Spatial Autoregressive Models
by Hoshino, Tadao
- 86-121 Robust Inference In Structural Vector Autoregressions With Long-Run Restrictions
by Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo
- 122-169 Sign-Based Unit Root Tests For Explosive Financial Bubbles In The Presence Of Deterministically Time-Varying Volatility
by Harvey, David I. & Leybourne, Stephen J. & Zu, Yang
- 170-183 The Sum Of The Reciprocal Of The Random Walk
by Michel, Jon & de Jong, Robert
December 2019, Volume 35, Issue 6
- 1089-1110 Combining Estimates Of Conditional Treatment Effects
by Rolling, Craig A. & Yang, Yuhong & Velez, Dagmar
- 1111-1145 Semiparametric Independence Testing For Time Series Of Counts And The Role Of The Support
by Harris, David & McCabe, Brendan
- 1146-1200 Testing Generalized Regression Monotonicity
by Hsu, Yu-Chin & Liu, Chu-An & Shi, Xiaoxia
- 1201-1233 Testing The Order Of Fractional Integration Of A Time Series In The Possible Presence Of A Trend Break At An Unknown Point
by Iacone, Fabrizio & Leybourne, Stephen J. & Taylor, A.M. Robert
- 1234-1270 Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles
by Fries, Sébastien & Zakoian, Jean-Michel
October 2019, Volume 35, Issue 5
- 901-942 Inference For Option Panels In Pure-Jump Settings
by Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T.
- 943-977 Statistical Inference For Measurement Equation Selection In The Log-Realgarch Model
by Li, Yu-Ning & Zhang, Yi & Zhang, Caiya
- 978-1011 Computing Limiting Local Powers And Power Envelopes Of Panel Ma Unit Root Tests And Stationarity Tests
by Tanaka, Katsuto
- 1012-1047 Testing Garch-X Type Models
by Pedersen, Rasmus Søndergaard & Rahbek, Anders
- 1048-1087 Properties Of Doubly Robust Estimators When Nuisance Functions Are Estimated Nonparametrically
by Rothe, Christoph & Firpo, Sergio
August 2019, Volume 35, Issue 4
June 2019, Volume 35, Issue 3
- 465-509 The Factor-Lasso And K-Step Bootstrap Approach For Inference In High-Dimensional Economic Applications
by Hansen, Christian & Liao, Yuan
- 510-546 Characterizations Of Multinormality And Corresponding Tests Of Fit, Including For Garch Models
by Henze, Norbert & Jiménez–Gamero, M. Dolores & Meintanis, Simos G.
- 547-600 A Test For Weak Stationarity In The Spectral Domain
by Hidalgo, Javier & Souza, Pedro C. L.
- 601-629 Heteroskedasticity Autocorrelation Robust Inference In Time Series Regressions With Missing Data
by Rho, Seung-Hwa & Vogelsang, Timothy J.
- 630-652 Link Of Moments Before And After Transformations, With An Application To Resampling From Fat-Tailed Distributions
by Abadir, Karim M. & Cornea-Madeira, Adriana
- 653-683 Boundedness Of M-Estimators For Linear Regression In Time Series
by Johansen, Søren & Nielsen, Bent
April 2019, Volume 35, Issue 2
February 2019, Volume 35, Issue 1
- 37-72 Qml Inference For Volatility Models With Covariates
by Francq, Christian & Thieu, Le Quyen
- 73-110 Estimation Of A Semiparametric Transformation Model In The Presence Of Endogeneity
by Vanhems, Anne & Van Keilegom, Ingrid
- 111-141 A Simple Iterative Z-Estimator For Semiparametric Models
by Frazier, David T.
- 142-166 Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors
by Rho, Yeonwoo & Shao, Xiaofeng
- 167-197 Dynamic Asset Correlations Based On Vines
by Poignard, Benjamin & Fermanian, Jean-David
- 198-231 Asymptotic Theory For Estimating Drift Parameters In The Fractional Vasicek Model
by Xiao, Weilin & Yu, Jun
December 2018, Volume 34, Issue 6
- 1159-1179 Stationary Integrated Arch(∞) And Ar(∞) Processes With Finite Variance
by Giraitis, Liudas & Surgailis, Donatas & Škarnulis, Andrius
- 1180-1206 Root-N Consistency Of Intercept Estimators In A Binary Response Model Under Tail Restrictions
by Tan, Lili & Zhang, Yichong
- 1207-1255 Nonparametric Stochastic Volatility
by Bandi, Federico M. & Renò, Roberto
- 1256-1280 Nonparametric Instrumental Regression With Errors In Variables
by Adusumilli, Karun & Otsu, Taisuke
- 1281-1324 Nonparametric Two-Step Sieve M Estimation And Inference
by Hahn, Jinyong & Liao, Zhipeng & Ridder, Geert
- 1325-1369 Jive For Panel Dynamic Simultaneous Equations Models
by Hsiao, Cheng & Zhou, Qiankun
- 1370-1382 Renorming Volatilities In A Family Of Garch Models
by Li, Dong & Wu, Wuqing
- 1383-1406 Block Bootstrap Consistency Under Weak Assumptions
by Calhoun, Gray
October 2018, Volume 34, Issue 5
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