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Content
2014, Volume 178, Issue P1
- 80-85 Model specification test with correlated but not cointegrated variables
by Gan, Li & Hsiao, Cheng & Xu, Shu
- 86-100 Neglected heterogeneity in moment condition models
by Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J.
- 101-113 Estimating and testing a quantile regression model with interactive effects
by Harding, Matthew & Lamarche, Carlos
- 114-131 Estimating a semi-parametric duration model without specifying heterogeneity
by Hausman, Jerry A. & Woutersen, Tiemen
- 132-145 An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
by Kim, Jae-Young
- 146-166 Testing a linear dynamic panel data model against nonlinear alternatives
by Lee, Yoon-Jin
- 167-179 A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
by Lin, Zhongjian & Li, Qi & Sun, Yiguo
- 180-193 Volatility activity: Specification and estimation
by Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna
- 194-206 Robustness checks and robustness tests in applied economics
by Lu, Xun & White, Halbert
2014, Volume 178, Issue 2
- 707-715 Treatment effect estimation with covariate measurement error
by Battistin, Erich & Chesher, Andrew
- 716-726 Estimation of finite sequential games
by Maruyama, Shiko
- 727-740 A Γ-moment approach to monotonic boundary estimation
by Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle
- 741-760 Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
by Vogelsang, Timothy J. & Wagner, Martin
- 761-778 Estimation of long-run parameters in unbalanced cointegration
by Hualde, Javier
- 779-793 Time-varying sparsity in dynamic regression models
by Kalli, Maria & Griffin, Jim E.
- 794-804 Identification theory for high dimensional static and dynamic factor models
by Bai, Jushan & Wang, Peng
- 805-823 Dynamic binary outcome models with maximal heterogeneity
by Browning, Martin & Carro, Jesus M.
2013, Volume 177, Issue 2
- 134-152 Optimal forecasts in the presence of structural breaks
by Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail
- 153-170 Adaptive forecasting in the presence of recent and ongoing structural change
by Giraitis, Liudas & Kapetanios, George & Price, Simon
- 171-184 Forecasting a long memory process subject to structural breaks
by Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng
- 185-198 Large time-varying parameter VARs
by Koop, Gary & Korobilis, Dimitris
- 199-212 Conditional predictive density evaluation in the presence of instabilities
by Rossi, Barbara & Sekhposyan, Tatevik
- 213-232 Time-varying combinations of predictive densities using nonlinear filtering
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.
- 233-249 Sequential estimation of shape parameters in multivariate dynamic models
by Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique
- 250-264 Predictive regression under various degrees of persistence and robust long-horizon regression
by Phillips, Peter C.B. & Lee, Ji Hyung
- 265-284 Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 285-288 Least squares estimation in a simple random coefficient autoregressive model
by Johansen, Søren & Lange, Theis
- 289-304 Consistent factor estimation in dynamic factor models with structural instability
by Bates, Brandon J. & Plagborg-Møller, Mikkel & Stock, James H. & Watson, Mark W.
- 305-319 Forecasting by factors, by variables, by both or neither?
by Castle, Jennifer L. & Clements, Michael P. & Hendry, David F.
- 320-342 A Markov-switching multifractal inter-trade duration model, with application to US equities
by Chen, Fei & Diebold, Francis X. & Schorfheide, Frank
- 343-356 Modelling and forecasting government bond spreads in the euro area: A GVAR model
by Favero, Carlo A.
- 357-373 Complete subset regressions
by Elliott, Graham & Gargano, Antonio & Timmermann, Allan
2013, Volume 177, Issue 1
- 1-13 Inference on impulse response functions in structural VAR models
by Inoue, Atsushi & Kilian, Lutz
- 14-33 Binary choice models with discrete regressors: Identification and misspecification
by Komarova, Tatiana
- 34-46 GARCH models without positivity constraints: Exponential or log GARCH?
by Francq, Christian & Wintenberger, Olivier & Zakoïan, Jean-Michel
- 47-59 Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory
by Lavergne, Pascal & Patilea, Valentin
- 60-74 Distribution theory for the studentized mean for long, short, and negative memory time series
by McElroy, Tucker & Politis, Dimitris N.
- 75-84 Finite-sample exact tests for linear regressions with bounded dependent variables
by Gossner, Olivier & Schlag, Karl H.
- 85-108 Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
by Kim, Min Seong & Sun, Yixiao
- 109-115 Dilation bootstrap
by Galichon, Alfred & Henry, Marc
- 116-129 Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood
by Cosslett, Stephen R.
2013, Volume 176, Issue 2
- 93-111 Density approximations for multivariate affine jump-diffusion processes
by Filipović, Damir & Mayerhofer, Eberhard & Schneider, Paul
- 112-133 Nonparametric dynamic panel data models: Kernel estimation and specification testing
by Su, Liangjun & Lu, Xun
- 134-145 Robust adaptive rate-optimal testing for the white noise hypothesis
by Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána
- 146-161 Efficient learning via simulation: A marginalized resample-move approach
by Fulop, Andras & Li, Junye
- 162-172 Moving average stochastic volatility models with application to inflation forecast
by Chan, Joshua C.C.
2013, Volume 176, Issue 1
- 1-2 Fellow’s opinion corner: Econometric information recovery
by Judge, George
- 3-17 Bayesian semiparametric multivariate GARCH modeling
by Jensen, Mark J. & Maheu, John M.
- 18-29 Principal components estimation and identification of static factors
by Bai, Jushan & Ng, Serena
- 30-45 Testing for a break in trend when the order of integration is unknown
by Iacone, Fabrizio & Leybourne, Stephen J. & Robert Taylor, A.M.
- 46-58 What model for entry in first-price auctions? A nonparametric approach
by Marmer, Vadim & Shneyerov, Artyom & Xu, Pai
- 59-79 Semiparametric estimation in triangular system equations with nonstationarity
by Gao, Jiti & Phillips, Peter C.B.
- 80-91 Adaptively combined forecasting for discrete response time series
by Zhang, Xinyu & Lu, Zudi & Zou, Guohua
2013, Volume 175, Issue 2
- 61-70 Determining the MSE-optimal cross section to forecast
by Arbués, Ignacio
- 71-83 Identification and N-consistent estimation of a nonlinear panel data model with correlated unobserved effects
by Gayle, Wayne-Roy
- 84-93 Testing for structural stability in the whole sample
by Hidalgo, Javier & Seo, Myung Hwan
- 94-115 Panel unit root tests in the presence of a multifactor error structure
by Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi
- 116-131 Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
by Shiu, Ji-Liang & Hu, Yingyao
- 132-141 Methods for computing marginal data densities from the Gibbs output
by Fuentes-Albero, Cristina & Melosi, Leonardo
- 142-153 Modelling volatility by variance decomposition
by Amado, Cristina & Teräsvirta, Timo
2013, Volume 175, Issue 1
- 1-21 The performance of estimators based on the propensity score
by Huber, Martin & Lechner, Michael & Wunsch, Conny
- 22-34 Nelson–Plosser revisited: The ACF approach
by Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel
- 35-45 First difference maximum likelihood and dynamic panel estimation
by Han, Chirok & Phillips, Peter C.B.
- 46-59 Estimation of a nonlinear panel data model with semiparametric individual effects
by Gayle, Wayne-Roy & Namoro, Soiliou Daw
2013, Volume 174, Issue 2
- 45-65 Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
by Choi, Seungmoon
- 66-81 Low-frequency robust cointegration testing
by Müller, Ulrich K. & Watson, Mark W.
- 82-94 Model averaging by jackknife criterion in models with dependent data
by Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua
- 95-106 Inference on an extended Roy model, with an application to schooling decisions in France
by D’Haultfœuille, Xavier & Maurel, Arnaud
- 107-126 Limit theory for panel data models with cross sectional dependence and sequential exogeneity
by Kuersteiner, Guido M. & Prucha, Ingmar R.
- 127-143 Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
by Cattaneo, Matias D. & Farrell, Max H.
- 144-164 Are there common values in first-price auctions? A tail-index nonparametric test
by Hill, Jonathan B. & Shneyerov, Artyom
- 165-185 Robust firm pricing with panel data
by Handel, Benjamin R. & Misra, Kanishka & Roberts, James W.
- 186-193 Identification of first-price auctions with non-separable unobserved heterogeneity
by Hu, Yingyao & McAdams, David & Shum, Matthew
2013, Volume 174, Issue 1
2013, Volume 173, Issue 2
2013, Volume 173, Issue 1
- 1-10 On loss functions and ranking forecasting performances of multivariate volatility models
by Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco
- 11-21 Generalized quadratic revenue functions
by Chambers, Robert & Färe, Rolf & Grosskopf, Shawna & Vardanyan, Michael
- 22-35 Estimating DSGE models using seasonally adjusted and unadjusted data
by Saijo, Hikaru
- 36-56 Maximum likelihood estimation and uniform inference with sporadic identification failure
by Andrews, Donald W.K. & Cheng, Xu
- 57-82 Semi-parametric estimation of American option prices
by Gagliardini, Patrick & Ronchetti, Diego
- 83-107 Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach
by Chen, Bin & Song, Zhaogang
- 108-125 Chi-squared tests for evaluation and comparison of asset pricing models
by Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare
- 126-142 Powerful tests for structural changes in volatility
by Xu, Ke-Li
2013, Volume 172, Issue 2
- 186-194 Linear and nonlinear regression with stable errors
by Nolan, John P. & Ojeda-Revah, Diana
- 195-204 One-step R-estimation in linear models with stable errors
by Hallin, Marc & Swan, Yvik & Verdebout, Thomas & Veredas, David
- 205-221 Heavy tails of OLS
by Mikosch, Thomas & de Vries, Casper G.
- 222-234 Model identification for infinite variance autoregressive processes
by Andrews, Beth & Davis, Richard A.
- 235-247 The method of simulated quantiles
by Dominicy, Yves & Veredas, David
- 248-254 Estimation for multivariate stable distributions with generalized empirical likelihood
by Ogata, Hiroaki
- 255-274 Moment condition tests for heavy tailed time series
by Hill, Jonathan B. & Aguilar, Mike
- 275-282 Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions
by McCulloch, J. Huston & Percy, E. Richard
- 283-291 Fat tails, VaR and subadditivity
by Daníelsson, Jón & Jorgensen, Bjørn N. & Samorodnitsky, Gennady & Sarma, Mandira & de Vries, Casper G.
- 292-306 Stable mixture GARCH models
by Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C.
- 307-324 Jump tails, extreme dependencies, and the distribution of stock returns
by Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi
- 325-337 Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integration
by Fasen, Vicky
2013, Volume 172, Issue 1
- 1-13 Estimation in threshold autoregressive models with a stationary and a unit root regime
by Gao, Jiti & Tjøstheim, Dag & Yin, Jiying
- 14-32 Testing functional inequalities
by Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae
- 33-48 Local Gaussian correlation: A new measure of dependence
by Tjøstheim, Dag & Hufthammer, Karl Ove
- 49-65 Bootstrapping realized multivariate volatility measures
by Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour
- 66-76 A zero inefficiency stochastic frontier model
by Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.
- 77-89 Partial maximum likelihood estimation of spatial probit models
by Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M.
- 90-105 Rank tests for short memory stationarity
by Pelagatti, Matteo M. & Sen, Pranab K.
- 106-126 A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
by Hurn, A.S. & Lindsay, K.A. & McClelland, A.J.
- 127-141 On bootstrapping panel factor series
by Trapani, Lorenzo
- 142-157 Jackknife estimation of stationary autoregressive models
by Chambers, Marcus J.
- 158-167 Estimation and inference in unstable nonlinear least squares models
by Boldea, Otilia & Hall, Alastair R.
- 168-182 Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions
by Khan, Shakeeb
2012, Volume 171, Issue 2
- 101-120 A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
by Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K.
- 121-133 Generalized smooth finite mixtures
by Villani, Mattias & Kohn, Robert & Nott, David J.
- 134-151 On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
by Pitt, Michael K. & Silva, Ralph dos Santos & Giordani, Paolo & Kohn, Robert
- 152-166 Evaluating DSGE model forecasts of comovements
by Herbst, Edward & Schorfheide, Frank
- 167-184 Confronting model misspecification in macroeconomics
by Waggoner, Daniel F. & Zha, Tao
- 185-204 Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments
by Geweke, John
- 205-216 A Bayesian analysis of payday loans and their regulation
by Li, Mingliang & Mumford, Kevin J. & Tobias, Justin L.
- 217-236 Probabilistic forecasts of volatility and its risk premia
by Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S. & Grose, Simone D.
- 237-250 Bayesian model averaging in the instrumental variable regression model
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney
- 251-266 Mixtures of g-priors for Bayesian model averaging with economic applications
by Ley, Eduardo & Steel, Mark F.J.
- 267-280 Variable selection and functional form uncertainty in cross-country growth regressions
by Salimans, Tim
2012, Volume 171, Issue 1
- 1-23 Nonparametric estimation and inference about the overlap of two distributions
by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae
- 24-31 Ratio-based estimators for a change point in persistence
by Halunga, Andreea G. & Osborn, Denise R.
- 32-44 Nonparametric identification of dynamic models with unobserved state variables
by Hu, Yingyao & Shum, Matthew
- 45-53 Hodges–Lehmann optimality for testing moment conditions
by Canay, Ivan A. & Otsu, Taisuke
- 54-70 Higher order properties of the wild bootstrap under misspecification
by Kline, Patrick & Santos, Andres
- 71-85 Semiparametric trending panel data models with cross-sectional dependence
by Chen, Jia & Gao, Jiti & Li, Degui
- 86-97 Econometric analysis of present value models when the discount factor is near one
by West, Kenneth D.
2012, Volume 170, Issue 2
- 256-280 Underidentification?
by Arellano, Manuel & Hansen, Lars Peter & Sentana, Enrique
- 281-302 Inference regarding multiple structural changes in linear models with endogenous regressors
by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia
- 303-324 Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
by Peñaranda, Francisco & Sentana, Enrique
- 325-330 Proofs for large sample properties of generalized method of moments estimators
by Hansen, Lars Peter
- 331-349 GEL statistics under weak identification
by Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J.
- 350-367 Efficient minimum distance estimation with multiple rates of convergence
by Antoine, Bertille & Renault, Eric
- 368-382 Inference in regression models with many regressors
by Anatolyev, Stanislav
- 383-398 A regularization approach to the many instruments problem
by Carrasco, Marine
- 399-421 Kernel-weighted GMM estimators for linear time series models
by Kuersteiner, Guido M.
- 422-441 CUE with many weak instruments and nearly singular design
by Caner, Mehmet & Yıldız, Neşe
- 442-457 The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
by Ai, Chunrong & Chen, Xiaohong
- 458-475 Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior
by Florens, Jean-Pierre & Simoni, Anna
- 476-490 Local GMM estimation of time series models with conditional moment restrictions
by Gospodinov, Nikolay & Otsu, Taisuke
- 491-498 Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
by Severini, Thomas A. & Tripathi, Gautam
- 499-518 Information criteria for impulse response function matching estimation of DSGE models
by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara
- 519-537 Assessing misspecified asset pricing models with empirical likelihood estimators
by Almeida, Caio & Garcia, René
- 538-550 Optimal comparison of misspecified moment restriction models under a chosen measure of fit
by Marmer, Vadim & Otsu, Taisuke
2012, Volume 170, Issue 1
- 1-14 In-sample tests of predictive ability: A new approach
by Clark, Todd E. & McCracken, Michael W.
- 15-31 Functional coefficient regression models with time trend
by Liang, Zhongwen & Li, Qi
- 32-49 Term structure models and the zero bound: An empirical investigation of Japanese yields
by Kim, Don H. & Singleton, Kenneth J.
- 50-67 Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
by Bennala, Nezar & Hallin, Marc & Paindaveine, Davy
- 68-75 Distribution-free tests of stochastic monotonicity
by Delgado, Miguel A. & Escanciano, Juan Carlos
- 76-91 Asymptotics for panel quantile regression models with individual effects
by Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V.
- 92-101 Regression towards the mode
by Kemp, Gordon C.R. & Santos Silva, J.M.C.
- 102-116 Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
by Bartolucci, Francesco & Nigro, Valentina
- 117-141 International market links and volatility transmission
by Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo
- 142-152 Towards estimating extremal serial dependence via the bootstrapped extremogram
by Davis, Richard A. & Mikosch, Thomas & Cribben, Ivor
- 153-163 Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
by Fanelli, Luca
- 164-177 A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
by Baltagi, Badi H. & Feng, Qu & Kao, Chihwa
- 178-190 On spatial processes and asymptotic inference under near-epoch dependence
by Jenish, Nazgul & Prucha, Ingmar R.
- 191-209 Multiperiod corporate default prediction—A forward intensity approach
by Duan, Jin-Chuan & Sun, Jie & Wang, Tao
- 210-233 Estimation of semiparametric locally stationary diffusion models
by Koo, Bonsoo & Linton, Oliver
- 234-248 Maximum likelihood estimation of stochastic frontier models by the Fourier transform
by Tsionas, Efthymios G.
2012, Volume 169, Issue 2
- 142-146 Useful conclusions from surprising results
by Granger, Clive W.J.
- 147-154 Robustifying multivariate trend tests to nonstationary volatility
by Xu, Ke-Li
- 155-165 Cointegrating rank selection in models with time-varying variance
by Cheng, Xu & Phillips, Peter C.B.
- 166-178 Mean and autocovariance function estimation near the boundary of stationarity
by Giraitis, Liudas & Phillips, Peter C.B.
- 179-187 Mildly explosive autoregression under weak and strong dependence
by Magdalinos, Tassos
- 188-195 Testing for unit roots in the presence of uncertainty over both the trend and initial condition
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 196-210 Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
by Andrews, Donald W.K. & Guggenberger, Patrik
- 211-223 Robust inference in nonstationary time series models
by Xiao, Zhijie
- 224-238 Model selection criteria for the leads-and-lags cointegrating regression
by Choi, In & Kurozumi, Eiji
- 239-246 Model selection when there are multiple breaks
by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.
- 247-257 Model selection in the presence of nonstationarity
by Kim, Jae-Young
- 258-265 Optimal estimation under nonstandard conditions
by Ploberger, Werner & Phillips, Peter C.B.
- 266-278 Exact local Whittle estimation of fractionally cointegrated systems
by Shimotsu, Katsumi
- 279-292 Stationarity-based specification tests for diffusions when the process is nonstationary
by Aït-Sahalia, Yacine & Park, Joon Y.
- 293-300 Persistence-robust surplus-lag Granger causality testing
by Bauer, Dietmar & Maynard, Alex
- 301-309 Spurious regressions in technical trading
by Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke
2012, Volume 169, Issue 1
- 4-14 Nonparametric trending regression with cross-sectional dependence
by Robinson, Peter M.
- 15-28 Taking a new contour: A novel approach to panel unit root tests
by Chang, Yoosoon
- 29-33 Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
by Moon, H.R. & Perron, B.
- 34-47 Sieve estimation of panel data models with cross section dependence
by Su, Liangjun & Jin, Sainan
- 48-53 Asymptotic distribution of factor augmented estimators for panel regression
by Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu
- 54-60 Bias in dynamic panel models under time series misspecification
by Lee, Yoonseok
- 61-74 Random walk or chaos: A formal test on the Lyapunov exponent
by Park, Joon Y. & Whang, Yoon-Jae
- 75-93 Jump-robust volatility estimation using nearest neighbor truncation
by Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst
- 94-113 Time-varying leverage effects
by Bandi, Federico M. & Renò, Roberto
- 114-122 Bias in the estimation of the mean reversion parameter in continuous time models
by Yu, Jun
- 123-130 Statistical tests for multiple forecast comparison
by Mariano, Roberto S. & Preve, Daniel
- 131-138 Comparison of misspecified calibrated models: The minimum distance approach
by Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao
2012, Volume 168, Issue 2
- 175-188 Uniform confidence bands for functions estimated nonparametrically with instrumental variables
by Horowitz, Joel L. & Lee, Sokbae
- 189-206 The HESSIAN method: Highly efficient simulation smoothing, in a nutshell
by McCausland, William J.
- 207-222 Testing for jumps in noisy high frequency data
by Aït-Sahalia, Yacine & Jacod, Jean & Li, Jia
- 223-243 Treatment effect bounds: An application to Swan–Ganz catheterization
by Bhattacharya, Jay & Shaikh, Azeem M. & Vytlacil, Edward
- 244-258 Asymptotics of the principal components estimator of large factor models with weakly influential factors
by Onatski, Alexei
- 259-269 Well-posedness of measurement error models for self-reported data
by An, Yonghong & Hu, Yingyao
- 270-284 Dynamic misspecification in nonparametric cointegrating regression
by Kasparis, Ioannis & Phillips, Peter C.B.
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