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Content
2020, Volume 219, Issue 1
2020, Volume 218, Issue 2
- 247-270 Impossible inference in econometrics: Theory and applications
by Bertanha, Marinho & Moreira, Marcelo J.
- 271-293 Testing identification strength
by Antoine, Bertille & Renault, Eric
- 294-316 Testing the impossible: Identifying exclusion restrictions
by Kiviet, Jan F.
- 317-345 Inference in partially identified heteroskedastic simultaneous equations models
by Lütkepohl, Helmut & Milunovich, George & Yang, Minxian
- 346-372 Inference in second-order identified models
by Dovonon, Prosper & Hall, Alastair R. & Kleibergen, Frank
- 373-389 A geometric approach to inference in set-identified entry games
by Bontemps, Christian & Kumar, Rohit
- 390-418 Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory
by Doko Tchatoka, Firmin & Dufour, Jean-Marie
- 419-434 Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
by Khalaf, Lynda & Saunders, Charles J.
- 435-450 Randomization inference for difference-in-differences with few treated clusters
by MacKinnon, James G. & Webb, Matthew D.
- 451-475 The fast iterated bootstrap
by Davidson, Russell & Trokić, Mirza
- 476-495 Bootstrapping factor models with cross sectional dependence
by Gonçalves, Sílvia & Perron, Benoit
- 496-531 Generic results for establishing the asymptotic size of confidence sets and tests
by Andrews, Donald W.K. & Cheng, Xu & Guggenberger, Patrik
- 532-560 Inference of local regression in the presence of nuisance parameters
by Xu, Ke-Li
- 561-586 Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models
by Komunjer, Ivana & Zhu, Yinchu
- 587-608 Regression discontinuity designs, white noise models, and minimax
by Tuvaandorj, Purevdorj
- 609-632 Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
by Galbraith, John W. & Zinde-Walsh, Victoria
- 633-654 Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
by Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji
- 655-689 Testing distributional assumptions using a continuum of moments
by Amengual, Dante & Carrasco, Marine & Sentana, Enrique
- 690-713 Volatility regressions with fat tails
by Kim, Jihyun & Meddahi, Nour
- 714-735 Stationary bubble equilibria in rational expectation models
by Gourieroux, C. & Jasiak, J. & Monfort, A.
- 736-749 A Simple R-estimation method for semiparametric duration models
by Hallin, Marc & La Vecchia, Davide
- 750-770 Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
by Gungor, Sermin & Luger, Richard
2020, Volume 218, Issue 1
- 1-31 Estimating latent asset-pricing factors
by Lettau, Martin & Pelger, Markus
- 32-81 Statistical inferences for price staleness
by Kolokolov, Aleksey & Livieri, Giulia & Pirino, Davide
- 82-104 Spatial dynamic models with intertemporal optimization: Specification and estimation
by Jeong, Hanbat & Lee, Lung-fei
- 105-118 Reducing the state space dimension in a large TVP-VAR
by Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W.
- 119-139 A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
by Fan, Jianqing & Feng, Yang & Xia, Lucy
- 140-177 Asymptotic F tests under possibly weak identification
by Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin
- 178-215 On the unbiased asymptotic normality of quantile regression with fixed effects
by Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav
- 216-241 Regression discontinuity design with many thresholds
by Bertanha, Marinho
2020, Volume 217, Issue 2
- 207-229 Liquidity and volatility in the U.S. Treasury market
by Nguyen, Giang & Engle, Robert & Fleming, Michael & Ghysels, Eric
- 230-258 The leverage effect puzzle revisited: Identification in discrete time
by Han, Hyojin & Khrapov, Stanislav & Renault, Eric
- 259-290 Volatility estimation and jump detection for drift–diffusion processes
by Laurent, Sébastien & Shi, Shuping
- 291-311 Spanning tests for Markowitz stochastic dominance
by Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas
- 312-334 Dynamics of variance risk premia: A new model for disentangling the price of risk
by Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco
- 335-355 Partially censored posterior for robust and efficient risk evaluation
by Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K.
- 356-380 Virtual Historical Simulation for estimating the conditional VaR of large portfolios
by Francq, Christian & Zakoïan, Jean-Michel
- 381-397 Nearest comoment estimation with unobserved factors
by Boudt, Kris & Cornilly, Dries & Verdonck, Tim
- 398-410 Flexible multivariate Hill estimators
by Dominicy, Yves & Heikkilä, Matias & Ilmonen, Pauliina & Veredas, David
- 411-430 Multivariate leverage effects and realized semicovariance GARCH models
by Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier
- 431-470 Estimation of a multiplicative correlation structure in the large dimensional case
by Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan
- 471-495 Incorporating overnight and intraday returns into multivariate GARCH volatility models
by Dhaene, Geert & Wu, Jianbin
- 496-522 Nonlinearities and regimes in conditional correlations with different dynamics
by Bauwens, Luc & Otranto, Edoardo
2020, Volume 217, Issue 1
- 1-19 Estimating derivatives of function-valued parameters in a class of moment condition models
by Rothe, Christoph & Wied, Dominik
- 20-45 High frequency traders and the price process
by Aït-Sahalia, Yacine & Brunetti, Celso
- 46-78 Relevant parameter changes in structural break models
by Dufays, Arnaud & Rombouts, Jeroen V.K.
- 79-111 Inference for high-dimensional instrumental variables regression
by Gold, David & Lederer, Johannes & Tao, Jing
- 112-139 Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
by Botosaru, Irene
- 140-160 Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
by Chambers, Marcus J.
- 161-175 Posterior distribution of nondifferentiable functions
by Kitagawa, Toru & Montiel Olea, José Luis & Payne, Jonathan & Velez, Amilcar
- 176-201 A coupled component DCS-EGARCH model for intraday and overnight volatility
by Linton, Oliver & Wu, Jianbin
2020, Volume 216, Issue 2
- 327-353 Efficient estimation of heterogeneous coefficients in panel data models with common shocks
by Li, Kunpeng & Cui, Guowei & Lu, Lina
- 354-374 Unobserved heterogeneity in auctions under restricted stochastic dominance
by Luo, Yao
- 375-393 Adaptive inference on pure spatial models
by Lee, Jungyoon & Robinson, Peter M.
- 394-429 Counterfactual prediction in complete information games: Point prediction under partial identification
by Jun, Sung Jae & Pinkse, Joris
- 430-449 Option market trading activity and the estimation of the pricing kernel: A Bayesian approach
by Barone-Adesi, Giovanni & Fusari, Nicola & Mira, Antonietta & Sala, Carlo
- 450-493 Deviance information criterion for latent variable models and misspecified models
by Li, Yong & Yu, Jun & Zeng, Tao
- 494-515 The dynamic factor network model with an application to international trade
by Bräuning, Falk & Koopman, Siem Jan
- 516-536 Survey weighted estimating equation inference with nuisance functionals
by Zhao, Puying & Haziza, David & Wu, Changbao
2020, Volume 216, Issue 1
- 4-34 Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals
by Barigozzi, Matteo & Hallin, Marc
- 35-52 A robust procedure to build dynamic factor models with cluster structure
by Alonso, Andrés M. & Galeano, Pedro & Peña, Daniel
- 53-70 Threshold factor models for high-dimensional time series
by Liu, Xialu & Chen, Rong
- 71-85 Factor-adjusted regularized model selection
by Fan, Jianqing & Ke, Yuan & Wang, Kaizheng
- 86-105 High-frequency factor models and regressions
by Aït-Sahalia, Yacine & Kalnina, Ilze & Xiu, Dacheng
- 106-117 Testing serial correlations in high-dimensional time series via extreme value theory
by Tsay, Ruey S.
- 118-136 Variable selection for high-dimensional regression models with time series and heteroscedastic errors
by Chiou, Hai-Tang & Guo, Meihui & Ing, Ching-Kang
- 137-150 Dynamic conditional angular correlation
by Jarjour, Riad & Chan, Kung-Sik
- 151-174 Twisted probabilities, uncertainty, and prices
by Hansen, Lars Peter & Szőke, Bálint & Han, Lloyd S. & Sargent, Thomas J.
- 175-191 Estimation for double-nonlinear cointegration
by Lin, Yingqian & Tu, Yundong & Yao, Qiwei
- 192-202 Asymptotic theory for near integrated processes driven by tempered linear processes
by Sabzikar, Farzad & Wang, Qiying & Phillips, Peter C.B.
- 203-219 Two-mode network autoregressive model for large-scale networks
by Huang, Danyang & Wang, Feifei & Zhu, Xuening & Wang, Hansheng
- 220-234 Inference for the degree distributions of preferential attachment networks with zero-degree nodes
by Chan, N.H. & Cheung, Simon K.C. & Wong, Samuel P.S.
- 235-245 Robust causality test of infinite variance processes
by Akashi, Fumiya & Taniguchi, Masanobu & Monti, Anna Clara
- 246-267 Noncausal vector AR processes with application to economic time series
by Davis, Richard A. & Song, Li
- 268-283 Double machine learning with gradient boosting and its application to the Big N audit quality effect
by Yang, Jui-Chung & Chuang, Hui-Ching & Kuan, Chung-Ming
- 284-304 Pairwise local Fisher and naive Bayes: Improving two standard discriminants
by Otneim, Håkon & Jullum, Martin & Tjøstheim, Dag
- 305-325 Multiscale clustering of nonparametric regression curves
by Vogt, Michael & Linton, Oliver
2020, Volume 215, Issue 2
- 305-340 n-prediction of generalized heteroscedastic transformation regression models
by Chen, Songnian & Zhang, Hanghui
- 341-374 Testing for Stationarity at High Frequency
by Jiang, Bibo & Lu, Ye & Park, Joon Y.
- 375-398 Estimating production functions with robustness against errors in the proxy variables
by Hu, Yingyao & Huang, Guofang & Sasaki, Yuya
- 399-413 Nonparametric identification in index models of link formation
by Gao, Wayne Yuan
- 414-449 Estimating permanent price impact via machine learning
by Philip, R.
- 450-472 The uniform validity of impulse response inference in autoregressions
by Inoue, Atsushi & Kilian, Lutz
- 473-485 Identifying dynamic discrete choice models off short panels
by Arcidiacono, Peter & Miller, Robert A.
- 486-516 Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests
by Yang, Xiye
- 517-535 Variance risk: A bird’s eye view
by Hollstein, Fabian & Wese Simen, Chardin
- 536-558 Dependent microstructure noise and integrated volatility estimation from high-frequency data
by Li, Z. Merrick & Laeven, Roger J.A. & Vellekoop, Michel H.
- 559-573 Issues in the estimation of mis-specified models of fractionally integrated processes
by Martin, Gael M. & Nadarajah, K. & Poskitt, D.S.
- 574-590 Identification and estimation in panel models with overspecified number of groups
by Liu, Ruiqi & Shang, Zuofeng & Zhang, Yonghui & Zhou, Qiankun
- 591-606 Multivariate spatial autoregressive model for large scale social networks
by Zhu, Xuening & Huang, Danyang & Pan, Rui & Wang, Hansheng
- 607-632 Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
by Li, Degui & Phillips, Peter C.B. & Gao, Jiti
2020, Volume 215, Issue 1
- 1-34 Inference for local distributions at high sampling frequencies: A bootstrap approach
by Hounyo, Ulrich & Varneskov, Rasmus T.
- 35-59 Does modeling a structural break improve forecast accuracy?
by Boot, Tom & Pick, Andreas
- 60-83 Determining individual or time effects in panel data models
by Lu, Xun & Su, Liangjun
- 84-117 A goodness-of-fit test for copulas based on martingale transformation
by Lu, Xiaohui & Zheng, Xu
- 118-130 Ultrahigh dimensional precision matrix estimation via refitted cross validation
by Wang, Luheng & Chen, Zhao & Wang, Christina Dan & Li, Runze
- 131-164 Inference on distribution functions under measurement error
by Adusumilli, Karun & Kurisu, Daisuke & Otsu, Taisuke & Whang, Yoon-Jae
- 165-183 Non-standard inference for augmented double autoregressive models with null volatility coefficients
by Jiang, Feiyu & Li, Dong & Zhu, Ke
- 184-208 Identification and estimation of time-varying nonseparable panel data models without stayers
by Ishihara, Takuya
- 209-238 Sequential monitoring for changes from stationarity to mild non-stationarity
by Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan
- 239-256 Semiparametric estimation of a censored regression model with endogeneity
by Chen, Songnian & Wang, Qian
- 257-285 Hybrid stochastic local unit roots
by Lieberman, Offer & Phillips, Peter C.B.
- 286-304 Nonparametric identification of discrete choice models with lagged dependent variables
by Williams, Benjamin
2020, Volume 214, Issue 2
- 295-325 Nonparametric filtering of conditional state-price densities
by Dalderop, Jeroen
- 326-348 Variance disparity and market frictions
by Park, Yang-Ho
- 349-378 Nonparametric assessment of hedge fund performance
by Almeida, Caio & Ardison, Kym & Garcia, René
- 379-412 On rank estimators in increasing dimensions
by Fan, Yanqin & Han, Fang & Li, Wei & Zhou, Xiao-Hua
- 413-432 Measurement error in multiple equations: Tobin’s q and corporate investment, saving, and debt
by Chalak, Karim & Kim, Daniel
- 433-450 Inference in heavy-tailed vector error correction models
by She, Rui & Ling, Shiqing
- 451-481 Panel threshold regressions with latent group structures
by Miao, Ke & Su, Liangjun & Wang, Wendun
- 482-494 High-dimensional minimum variance portfolio estimation based on high-frequency data
by Cai, T. Tony & Hu, Jianchang & Li, Yingying & Zheng, Xinghua
- 495-512 Robust estimation with many instruments
by Sølvsten, Mikkel
- 513-539 Modelling regional patterns of inefficiency: A Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
by Klein, Nadja & Herwartz, Helmut & Kneib, Thomas
2020, Volume 214, Issue 1
- 6-32 Econometric estimates of Earth’s transient climate sensitivity
by Phillips, Peter C.B. & Leirvik, Thomas & Storelvmo, Trude
- 33-45 Modeling time series when some observations are zero
by Harvey, Andrew & Ito, Ryoko
- 46-66 Long-term forecasting of El Niño events via dynamic factor simulations
by Li, Mengheng & Koopman, Siem Jan & Lit, Rutger & Petrova, Desislava
- 67-80 Statistical approximation of high-dimensional climate models
by Miftakhova, Alena & Judd, Kenneth L. & Lontzek, Thomas S. & Schmedders, Karl
- 81-109 Autoregressive wild bootstrap inference for nonparametric trends
by Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre
- 110-129 Expected utility and catastrophic risk in a stochastic economy–climate model
by Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris
- 130-152 Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
by Kim, Dukpa & Oka, Tatsushi & Estrada, Francisco & Perron, Pierre
- 153-174 Trends in distributional characteristics: Existence of global warming
by Gadea Rivas, María Dolores & Gonzalo, Jesús
- 175-197 A multicointegration model of global climate change
by Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I.
- 198-215 Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis
by Holt, Matthew T. & Teräsvirta, Timo
- 216-255 Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions
by Wagner, Martin & Grabarczyk, Peter & Hong, Seung Hyun
- 256-273 Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions
by Pretis, Felix
- 274-294 Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
by Chang, Yoosoon & Kaufmann, Robert K. & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun
2019, Volume 213, Issue 2
- 297-320 Simulated likelihood estimators for discretely observed jump–diffusions
by Giesecke, K. & Schwenkler, G.
- 321-358 Consistent non-Gaussian pseudo maximum likelihood estimators
by Fiorentini, Gabriele & Sentana, Enrique
- 359-397 Bootstrapping structural change tests
by Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R.
- 398-433 Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
by Moreira, Humberto & Moreira, Marcelo J.
- 434-458 A likelihood ratio test for spatial model selection
by Liu, Tuo & Lee, Lung-fei
- 459-492 Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
by Pakel, Cavit
- 493-515 Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
by Paolella, Marc S. & Polak, Paweł & Walker, Patrick S.
- 516-555 Uniform confidence bands for nonparametric errors-in-variables regression
by Kato, Kengo & Sasaki, Yuya
- 556-577 A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms
by Orea, Luis & Álvarez, Inmaculada C.
- 578-592 Saddlepoint approximations for short and long memory time series: A frequency domain approach
by La Vecchia, Davide & Ronchetti, Elvezio
- 593-607 Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
by Zhou, Ling & Lin, Huazhen & Chen, Kani & Liang, Hua
- 608-631 Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
by Linton, Oliver & Xiao, Zhijie
2019, Volume 213, Issue 1
- 4-29 Conditional quantile processes based on series or many regressors
by Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván
- 30-53 Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
by Chen, Xiaohong & Pouzo, Demian & Powell, James L.
- 54-67 Quantile-regression-based clustering for panel data
by Zhang, Yingying & Wang, Huixia Judy & Zhu, Zhongyi
- 68-91 Panel data quantile regression with grouped fixed effects
by Gu, Jiaying & Volgushev, Stanislav
- 92-120 What do mean impacts miss? Distributional effects of corporate diversification
by Xiao, Zhijie & Xu, Lan
- 121-144 Smoothed GMM for quantile models
by de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin
- 145-173 Quantiles via moments
by Machado, José A.F. & Santos Silva, J.M.C.
- 174-189 Asymptotic inference for the constrained quantile regression process
by Parker, Thomas
- 190-209 Placebo inference on treatment effects when the number of clusters is small
by Hagemann, Andreas
- 210-234 Partial identification of the treatment effect distribution and its functionals
by Firpo, Sergio & Ridder, Geert
- 235-260 On the predictive risk in misspecified quantile regression
by Giessing, Alexander & He, Xuming
- 261-280 Predictive quantile regressions under persistence and conditional heteroskedasticity
by Fan, Rui & Lee, Ji Hyung
- 281-288 Edgeworth’s time series model: Not AR(1) but same covariance structure
by Portnoy, Stephen
- 289-295 Review of median stable distributions and Schröder’s equation
by Bassett, Gib
2019, Volume 212, Issue 2
- 359-376 Accelerating score-driven time series models
by Blasques, F. & Gorgi, P. & Koopman, S.J.
- 377-392 A moment-based notion of time dependence for functional time series
by Salish, Nazarii & Gleim, Alexander
- 393-412 Asymptotic theory and wild bootstrap inference with clustered errors
by Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard
- 413-432 On asymptotic size distortions in the random coefficients logit model
by Ketz, Philipp
- 433-450 Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
by Chen, Xirong & Li, Degui & Li, Qi & Li, Zheng
- 451-475 Panel data analysis with heterogeneous dynamics
by Okui, Ryo & Yanagi, Takahide
- 476-502 Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms
by Chen, Heng & Fan, Yanqin
- 503-521 A diagnostic criterion for approximate factor structure
by Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier
- 522-555 Instrumental variables and the sign of the average treatment effect
by Machado, Cecilia & Shaikh, Azeem M. & Vytlacil, Edward J.
- 556-583 The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
by Christensen, Kim & Thyrsgaard, Martin & Veliyev, Bezirgen
- 584-606 Exact computation of Censored Least Absolute Deviations estimator
by Bilias, Yannis & Florios, Kostas & Skouras, Spyros
- 607-622 Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice
by Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao
- 623-645 Indirect inference with a non-smooth criterion function
by Frazier, David T. & Oka, Tatsushi & Zhu, Dan
- 646-677 Non-separable models with high-dimensional data
by Su, Liangjun & Ura, Takuya & Zhang, Yichong
2019, Volume 212, Issue 1
- 4-25 Unified inference for nonlinear factor models from panels with fixed and large time span
by Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T.
- 26-46 Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices
by Andreasen, Martin M. & Christensen, Jens H.E. & Rudebusch, Glenn D.
- 47-77 Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty
by Babii, Andrii & Chen, Xi & Ghysels, Eric
- 78-96 Rank regularized estimation of approximate factor models
by Bai, Jushan & Ng, Serena
- 97-115 Bayesian nonparametric sparse VAR models
by Billio, Monica & Casarin, Roberto & Rossini, Luca
- 116-136 High-dimensional multivariate realized volatility estimation
by Bollerslev, Tim & Meddahi, Nour & Nyawa, Serge
- 137-154 Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano
- 155-176 A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
by Chen, Jia & Li, Degui & Linton, Oliver
- 177-202 Generalized high-dimensional trace regression via nuclear norm regularization
by Fan, Jianqing & Gong, Wenyan & Zhu, Ziwei
- 203-220 Monitoring banking system connectedness with big data
by Hale, Galina & Lopez, Jose A.
- 221-240 Large-scale portfolio allocation under transaction costs and model uncertainty
by Hautsch, Nikolaus & Voigt, Stefan
- 241-271 Adaptive hierarchical priors for high-dimensional vector autoregressions
by Korobilis, Dimitris & Pettenuzzo, Davide
- 272-285 Combining statistical intervals and market prices: The worst case state price distribution
by Mykland, Per Aslak
- 286-306 A quasi-Bayesian local likelihood approach to time varying parameter VAR models
by Petrova, Katerina
- 307-322 Extreme canonical correlations and high-dimensional cointegration analysis
by Onatski, Alexei & Wang, Chen
- 323-344 Variable selection in panel models with breaks
by Smith, Simon C. & Timmermann, Allan & Zhu, Yinchu
- 345-358 Network quantile autoregression
by Zhu, Xuening & Wang, Weining & Wang, Hansheng & Härdle, Wolfgang Karl
2019, Volume 211, Issue 2
- 319-337 Strict stationarity testing and GLAD estimation of double autoregressive models
by Guo, Shaojun & Li, Dong & Li, Muyi
- 338-360 Bayesian inference for partially identified smooth convex models
by Liao, Yuan & Simoni, Anna
- 361-387 Applied welfare analysis for discrete choice with interval-data on income
by Lee, Ying-Ying & Bhattacharya, Debopam
- 388-413 Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
by Patton, Andrew J. & Ziegel, Johanna F. & Chen, Rui
- 414-438 Semiparametric estimation of the random utility model with rank-ordered choice data
by Yan, Jin & Yoo, Hong Il
- 439-460 A rank test for the number of factors with high-frequency data
by Kong, Xin-Bing & Liu, Zhi & Zhou, Wang
- 461-482 Combining p-values to test for multiple structural breaks in cointegrated regressions
by Bergamelli, Michele & Bianchi, Annamaria & Khalaf, Lynda & Urga, Giovanni
- 483-506 Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures
by Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De
- 507-538 Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator
by Ma, Jun & Marmer, Vadim & Shneyerov, Artyom
- 539-559 A time-varying true individual effects model with endogenous regressors
by Kutlu, Levent & Tran, Kien C. & Tsionas, Mike G.
- 560-588 Inference on Difference-in-Differences average treatment effects: A fixed-b approach
by Sun, Yu & Yan, Karen X.
- 589-618 Robust uniform inference for quantile treatment effects in regression discontinuity designs
by Chiang, Harold D. & Hsu, Yu-Chin & Sasaki, Yuya
2019, Volume 211, Issue 1
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