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Content
2019, Volume 211, Issue 1
- 16-46 Labour supply and taxation with restricted choices
by Beffy, Magali & Blundell, Richard & Bozio, Antoine & Laroque, Guy & Tô, Maxime
- 47-60 Marginal deadweight loss when the income tax is nonlinear
by Blomquist, Sören & Simula, Laurent
- 61-82 A panel quantile approach to attrition bias in Big Data: Evidence from a randomized experiment
by Harding, Matthew & Lamarche, Carlos
- 83-103 Constructive identification in some nonseparable discrete choice models
by Matzkin, Rosa L.
- 104-116 Nonseparable multinomial choice models in cross-section and panel data
by Chernozhukov, Victor & Fernández-Val, Iván & Newey, Whitney K.
- 117-136 Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design
by Isakov, Leah & Lo, Andrew W. & Montazerhodjat, Vahid
- 137-150 Correlated random effects models with unbalanced panels
by Wooldridge, Jeffrey M.
- 151-165 Missing dependent variables in fixed-effects models
by Abrevaya, Jason
- 166-175 Increasing the power of specification tests
by Woutersen, Tiemen & Hausman, Jerry A.
- 176-205 A Hausman test for the presence of market microstructure noise in high frequency data
by Aït-Sahalia, Yacine & Xiu, Dacheng
- 206-242 A model-free consistent test for structural change in regression possibly with endogeneity
by Fu, Zhonghao & Hong, Yongmiao
- 243-261 Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
by Kuersteiner, Guido M.
- 262-293 Three-stage semi-parametric inference: Control variables and differentiability
by Hahn, Jinyong & Ridder, Geert
- 294-307 On the structure of IV estimands
by Andrews, Isaiah
- 308-318 Convolution without independence
by Schennach, Susanne M.
2019, Volume 210, Issue 2
- 219-235 A closed-form estimator for quantile treatment effects with endogeneity
by Wüthrich, Kaspar
- 236-267 Estimation of longrun variance of continuous time stochastic process using discrete sample
by Lu, Ye & Park, Joon Y.
- 268-290 Asymptotic theory for clustered samples
by Hansen, Bruce E. & Lee, Seojeong
- 291-309 Robust inference for threshold regression models
by Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan
- 310-326 A weak law for moments of pairwise stable networks
by Leung, Michael P.
- 327-362 A simple and trustworthy asymptotic t test in difference-in-differences regressions
by Liu, Cheng & Sun, Yixiao
- 363-378 Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
by Grundl, Serafin & Zhu, Yu
- 379-404 Specification tests for the propensity score
by Sant’Anna, Pedro H.C. & Song, Xiaojun
- 405-433 Causal inference by quantile regression kink designs
by Chiang, Harold D. & Sasaki, Yuya
- 434-458 Identification and estimation of linear social interaction models
by Kwok, Hon Ho
- 459-481 Inference on functionals under first order degeneracy
by Chen, Qihui & Fang, Zheng
- 482-497 Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
by Chen, Le-Yu & Lee, Sokbae
2019, Volume 210, Issue 1
- 4-25 Sequentially adaptive Bayesian learning algorithms for inference and optimization
by Geweke, John & Durham, Garland
- 26-44 Tempered particle filtering
by Herbst, Edward & Schorfheide, Frank
- 45-57 Importance sampling from posterior distributions using copula-like approximations
by Dellaportas, Petros & Tsionas, Mike G.
- 58-74 Modeling systemic risk with Markov Switching Graphical SUR models
by Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo
- 75-97 Achieving shrinkage in a time-varying parameter model framework
by Bitto, Angela & Frühwirth-Schnatter, Sylvia
- 98-115 Sparse Bayesian time-varying covariance estimation in many dimensions
by Kastner, Gregor
- 116-134 Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
by Kaufmann, Sylvia & Schumacher, Christian
- 135-154 Bayesian compressed vector autoregressions
by Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide
- 155-169 Dynamic Bayesian predictive synthesis in time series forecasting
by McAlinn, Kenichiro & West, Mike
- 170-186 Forecast density combinations of dynamic models and data driven portfolio strategies
by Baştürk, N. & Borowska, A. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K.
- 187-202 Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
by Fisher, Mark & Jensen, Mark J.
- 203-218 The value of news for economic developments
by Larsen, Vegard H. & Thorsrud, Leif A.
2019, Volume 209, Issue 2
- 145-157 Portal nodes screening for large scale social networks
by Zhu, Xuening & Chang, Xiangyu & Li, Runze & Wang, Hansheng
- 158-184 Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
by Bibinger, Markus & Neely, Christopher & Winkelmann, Lars
- 185-207 Weak σ-convergence: Theory and applications
by Kong, Jianning & Phillips, Peter C.B. & Sul, Donggyu
- 208-237 Random coefficient continuous systems: Testing for extreme sample path behavior
by Tao, Yubo & Phillips, Peter C.B. & Yu, Jun
- 238-255 Priors about observables in vector autoregressions
by Jarociński, Marek & Marcet, Albert
- 256-288 A new delta expansion for multivariate diffusions via the Itô-Taylor expansion
by Yang, Nian & Chen, Nan & Wan, Xiangwei
- 289-337 Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
by Clinet, Simon & Potiron, Yoann
- 338-352 Testing for randomness in a random coefficient autoregression model
by Horváth, Lajos & Trapani, Lorenzo
- 353-375 Functional GARCH models: The quasi-likelihood approach and its applications
by Cerovecki, Clément & Francq, Christian & Hörmann, Siegfried & Zakoïan, Jean-Michel
- 376-390 Identifying the effect of a mis-classified, binary, endogenous regressor
by DiTraglia, Francis J. & García-Jimeno, Camilo
- 391-406 Forecasting using random subspace methods
by Boot, Tom & Nibbering, Didier
2019, Volume 209, Issue 1
- 1-17 Quantile regression for duration models with time-varying regressors
by Chen, Songnian
- 18-34 Nearly weighted risk minimal unbiased estimation
by Müller, Ulrich K. & Wang, Yulong
- 35-60 Model averaging based on leave-subject-out cross-validation for vector autoregressions
by Liao, Jun & Zong, Xianpeng & Zhang, Xinyu & Zou, Guohua
- 61-78 Structured volatility matrix estimation for non-synchronized high-frequency financial data
by Fan, Jianqing & Kim, Donggyu
- 79-93 New results on the identification of stochastic bargaining models
by Merlo, Antonio & Tang, Xun
- 94-113 The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
by Li, Chuhui & Poskitt, D.S. & Zhao, Xueyan
- 114-138 Bayesian estimation of dynamic asset pricing models with informative observations
by Fulop, Andras & Li, Junye
2019, Volume 208, Issue 2
- 324-345 Testing for structural breaks in factor copula models
by Manner, Hans & Stark, Florian & Wied, Dominik
- 346-366 Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
by Huang, Liquan & Khalil, Umair & Yıldız, Neşe
- 367-394 Residual bootstrap tests in linear models with many regressors
by Richard, Patrick
- 395-417 Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
by Kim, Donggyu & Fan, Jianqing
- 418-441 Determination of vector error correction models in high dimensions
by Liang, Chong & Schienle, Melanie
- 442-467 Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
by Kasahara, Hiroyuki & Shimotsu, Katsumi
- 468-486 Testing treatment effect heterogeneity in regression discontinuity designs
by Hsu, Yu-Chin & Shen, Shu
- 487-506 On the estimation of treatment effects with endogenous misreporting
by Nguimkeu, Pierre & Denteh, Augustine & Tchernis, Rusty
- 507-534 A multiple testing approach to the regularisation of large sample correlation matrices
by Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa
- 535-562 Consistent estimation of time-varying loadings in high-dimensional factor models
by Mikkelsen, Jakob Guldbæk & Hillebrand, Eric & Urga, Giovanni
- 563-584 A computationally efficient fixed point approach to dynamic structural demand estimation
by Sun, Yutec & Ishihara, Masakazu
- 585-612 GEL estimation and tests of spatial autoregressive models
by Jin, Fei & Lee, Lung-fei
- 613-637 Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
by Gagliardini, Patrick & Gouriéroux, Christian
- 638-657 Alternative tests for correct specification of conditional predictive densities
by Rossi, Barbara & Sekhposyan, Tatevik
2019, Volume 208, Issue 1
- 5-22 Robust covariance estimation for approximate factor models
by Fan, Jianqing & Wang, Weichen & Zhong, Yiqiao
- 23-42 Large-dimensional factor modeling based on high-frequency observations
by Pelger, Markus
- 43-79 Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data
by Dai, Chaoxing & Lu, Kun & Xiu, Dacheng
- 80-100 Estimating the integrated volatility with tick observations
by Jacod, Jean & Li, Yingying & Zheng, Xinghua
- 101-119 The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
by Mykland, Per A. & Zhang, Lan & Chen, Dachuan
- 120-140 The scale of predictability
by Bandi, F.M. & Perron, B. & Tamoni, A. & Tebaldi, C.
- 141-159 A unified test for predictability of asset returns regardless of properties of predicting variables
by Liu, Xiaohui & Yang, Bingduo & Cai, Zongwu & Peng, Liang
- 160-178 Semiparametric estimation of the bid–ask spread in extended roll models
by Chen, Xiaohong & Linton, Oliver & Schneeberger, Stefan & Yi, Yanping
- 179-210 Optimum thresholding using mean and conditional mean squared error
by Figueroa-López, José E. & Mancini, Cecilia
- 211-230 Banded spatio-temporal autoregressions
by Gao, Zhaoxing & Ma, Yingying & Wang, Hansheng & Yao, Qiwei
- 231-248 Factor models for matrix-valued high-dimensional time series
by Wang, Dong & Liu, Xialu & Chen, Rong
- 249-264 Daily price limits and destructive market behavior
by Chen, Ting & Gao, Zhenyu & He, Jibao & Jiang, Wenxi & Xiong, Wei
- 265-281 Climate risks and market efficiency
by Hong, Harrison & Li, Frank Weikai & Xu, Jiangmin
- 282-298 Tail event driven networks of SIFIs
by Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema
- 299-321 Mark to market value at risk
by Chen, Yu & Wang, Zhicheng & Zhang, Zhengjun
2018, Volume 207, Issue 2
- 261-284 Model checks for nonlinear cointegrating regression
by Wang, Qiying & Wu, Dongsheng & Zhu, Ke
- 285-306 Subvector inference when the true parameter vector may be near or at the boundary
by Ketz, Philipp
- 307-324 Portmanteau-type tests for unit-root and cointegration
by Zhang, Rongmao & Chan, Ngai Hang
- 325-351 Modeling maxima with autoregressive conditional Fréchet model
by Zhao, Zifeng & Zhang, Zhengjun & Chen, Rong
- 352-380 ArCo: An artificial counterfactual approach for high-dimensional panel time-series data
by Carvalho, Carlos & Masini, Ricardo & Medeiros, Marcelo C.
- 381-405 Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework
by Hwang, Jungbin & Sun, Yixiao
- 406-431 Controlling the size of autocorrelation robust tests
by Pötscher, Benedikt M. & Preinerstorfer, David
- 432-448 Factor models for asset returns based on transformed factors
by Li, Jialiang & Zhang, Wenyang & Kong, Efang
2018, Volume 207, Issue 1
- 1-29 Estimation of large dimensional factor models with an unknown number of breaks
by Ma, Shujie & Su, Liangjun
- 30-52 Sequential estimation of censored quantile regression models
by Chen, Songnian
- 53-70 Tests of stochastic monotonicity with improved power
by Seo, Juwon
- 71-91 Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
by Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier
- 92-113 A robust test for network generated dependence
by Liu, Xiaodong & Prucha, Ingmar R.
- 114-128 Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
by Hsiao, Cheng & Zhou, Qiankun
- 129-161 Uniform confidence bands in deconvolution with unknown error distribution
by Kato, Kengo & Sasaki, Yuya
- 162-174 Linear double autoregression
by Zhu, Qianqian & Zheng, Yao & Li, Guodong
- 175-187 Testing endogeneity with high dimensional covariates
by Guo, Zijian & Kang, Hyunseung & Cai, T. Tony & Small, Dylan S.
- 188-211 On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity
by Wang, Wenjie & Doko Tchatoka, Firmin
- 212-236 Additive nonparametric models with time variable and both stationary and nonstationary regressors
by Dong, Chaohua & Linton, Oliver
- 237-260 Specification tests based on MCMC output
by Li, Yong & Yu, Jun & Zeng, Tao
2018, Volume 206, Issue 2
- 282-304 Inference on trending panel data
by Robinson, Peter M. & Velasco, Carlos
- 305-335 A quantile correlated random coefficients panel data model
by Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L.
- 336-358 Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model
by Jin, Fei & Lee, Lung-fei
- 359-378 A frequentist approach to Bayesian asymptotics
by Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B.
- 379-394 The numerical delta method
by Hong, Han & Li, Jessie
- 395-413 Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
by Callaway, Brantly & Li, Tong & Oka, Tatsushi
- 414-446 Threshold autoregressive models for interval-valued time series data
by Sun, Yuying & Han, Ai & Hong, Yongmiao & Wang, Shouyang
- 447-471 Nonparametric tests for conditional symmetry
by Delgado, Miguel A. & Song, Xiaojun
- 472-514 Nonparametric regression with multiple thresholds: Estimation and inference
by Chiou, Yan-Yu & Chen, Mei-Yuan & Chen, Jau-er
- 515-530 Semiparametric estimation of panel data models without monotonicity or separability
by Chen, Songnian & Wang, Xi
- 531-553 A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
by Cai, Zongwu & Chen, Linna & Fang, Ying
- 554-573 Identifying latent grouped patterns in panel data models with interactive fixed effects
by Su, Liangjun & Ju, Gaosheng
- 574-612 Quasi maximum likelihood analysis of high dimensional constrained factor models
by Li, Kunpeng & Li, Qi & Lu, Lina
- 613-644 Estimation of random coefficients logit demand models with interactive fixed effects
by Moon, Hyungsik Roger & Shum, Matthew & Weidner, Martin
- 645-673 Panel models with interactive effects
by Hsiao, Cheng
2018, Volume 206, Issue 1
- 1-38 Partial identification and inference in censored quantile regression
by Fan, Yanqin & Liu, Ruixuan
- 39-56 Best subset binary prediction
by Chen, Le-Yu & Lee, Sokbae
- 57-82 Confidence regions for entries of a large precision matrix
by Chang, Jinyuan & Qiu, Yumou & Yao, Qiwei & Zou, Tao
- 83-102 Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
by Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki & Sherman, Robert
- 103-142 Efficient asymptotic variance reduction when estimating volatility in high frequency data
by Clinet, Simon & Potiron, Yoann
- 143-166 Comparing distributions by multiple testing across quantiles or CDF values
by Goldman, Matt & Kaplan, David M.
- 167-186 Portfolio optimization based on stochastic dominance and empirical likelihood
by Post, Thierry & Karabatı, Selçuk & Arvanitis, Stelios
- 187-225 Simultaneous multiple change-point and factor analysis for high-dimensional time series
by Barigozzi, Matteo & Cho, Haeran & Fryzlewicz, Piotr
- 226-257 A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
by Lam, Clifford & Feng, Phoenix
- 258-278 A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
by Xu, Ke-Li
2018, Volume 205, Issue 2
- 303-335 Nonparametric estimation of first-price auctions with risk-averse bidders
by Zincenko, Federico
- 336-362 Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
by Christensen, Kim & Hounyo, Ulrich & Podolskij, Mark
- 363-380 Robust and efficient estimation for the treatment effect in causal inference and missing data problems
by Lin, Huazhen & Zhou, Fanyin & Wang, Qiuxia & Zhou, Ling & Qin, Jing
- 381-401 Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
by Francq, Christian & Zakoïan, Jean-Michel
- 402-422 Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
by Hillier, Grant & Martellosio, Federico
- 423-447 Unified M-estimation of fixed-effects spatial dynamic models with short panels
by Yang, Zhenlin
- 448-469 Bounds on treatment effects on transitions
by Vikström, Johan & Ridder, Geert & Weidner, Martin
- 470-487 Stochastic tail index model for high frequency financial data with Bayesian analysis
by Mao, Guangyu & Zhang, Zhengjun
- 488-507 A consistent bootstrap procedure for the maximum score estimator
by Patra, Rohit Kumar & Seijo, Emilio & Sen, Bodhisattva
- 508-525 Inference on the tail process with application to financial time series modeling
by Davis, Richard A. & Drees, Holger & Segers, Johan & Warchoł, Michał
2018, Volume 205, Issue 1
- 6-33 A two-step indirect inference approach to estimate the long-run risk asset pricing model
by Grammig, Joachim & Küchlin, Eva-Maria
- 34-54 Penalized indirect inference
by Blasques, Francisco & Duplinskiy, Artem
- 55-75 Indirect Inference with endogenously missing exogenous variables
by Chaudhuri, Saraswata & Frazier, David T. & Renault, Eric
- 76-111 The asymptotic properties of GMM and indirect inference under second-order identification
by Dovonon, Prosper & Hall, Alastair R.
- 112-139 The ABC of simulation estimation with auxiliary statistics
by Forneron, Jean-Jacques & Ng, Serena
- 140-155 Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
by Ronald Gallant, A. & Tauchen, George
- 156-176 New distribution theory for the estimation of structural break point in mean
by Jiang, Liang & Wang, Xiaohu & Yu, Jun
- 177-203 Generalized indirect inference for discrete choice models
by Bruins, Marianne & Duffy, James A. & Keane, Michael P. & Smith, Anthony A.
- 204-225 Exit dynamics of start-up firms: Structural estimation using indirect inference
by Golombek, Rolf & Raknerud, Arvid
- 226-248 Misspecification of noncausal order in autoregressive processes
by Gourieroux, Christian & Jasiak, Joann
- 249-279 A spectral EM algorithm for dynamic factor models
by Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique
- 280-301 Estimating stable latent factor models by indirect inference
by Calzolari, Giorgio & Halbleib, Roxana
2018, Volume 204, Issue 2
- 131-146 Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions
by Atkinson, Scott E. & Primont, Daniel & Tsionas, Mike G.
- 147-158 Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
by Lee, Yoon-Jin & Okui, Ryo & Shintani, Mototsugu
- 159-188 Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach
by Kim, Soohun & Skoulakis, Georgios
- 189-206 Empirical relevance of ambiguity in first-price auctions
by Aryal, Gaurab & Grundl, Serafin & Kim, Dong-Hyuk & Zhu, Yu
- 207-222 Efficient propensity score regression estimators of multivalued treatment effects for the treated
by Lee, Ying-Ying
- 223-247 Asymptotics of Cholesky GARCH models and time-varying conditional betas
by Darolles, Serge & Francq, Christian & Laurent, Sébastien
- 248-267 Testing for jumps and jump intensity path dependence
by Corradi, Valentina & Silvapulle, Mervyn J. & Swanson, Norman R.
- 268-300 Efficient estimation with time-varying information and the New Keynesian Phillips Curve
by Antoine, Bertille & Boldea, Otilia
- 301-319 Testing against constant factor loading matrix with large panel high-frequency data
by Kong, Xin-Bing & Liu, Cheng
2018, Volume 204, Issue 1
- 1-17 Weighted-average least squares estimation of generalized linear models
by De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco
- 18-32 Estimating the integrated volatility using high-frequency data with zero durations
by Liu, Zhi & Kong, Xin-Bing & Jing, Bing-Yi
- 33-53 Filtered likelihood for point processes
by Giesecke, Kay & Schwenkler, Gustavo
- 54-65 Generating univariate fractional integration within a large VAR(1)
by Chevillon, Guillaume & Hecq, Alain & Laurent, Sébastien
- 66-85 Testing for common breaks in a multiple equations system
by Oka, Tatsushi & Perron, Pierre
- 86-100 Minimum distance approach to inference with many instruments
by Kolesár, Michal
- 101-118 Testing for parameter instability in predictive regression models
by Georgiev, Iliyan & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 119-130 Uniform confidence bands: Characterization and optimality
by Freyberger, Joachim & Rai, Yoshiyasu
2018, Volume 203, Issue 2
- 187-222 A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise
by Li, Yingying & Zhang, Zhiyuan & Li, Yichu
- 223-240 Asymptotic inference about predictive accuracy using high frequency data
by Li, Jia & Patton, Andrew J.
- 241-255 On the choice of test statistic for conditional moment inequalities
by Armstrong, Timothy B.
- 256-266 Testing for self-excitation in jumps
by Boswijk, H. Peter & Laeven, Roger J.A. & Yang, Xiye
- 267-282 Bayesian nonparametric vector autoregressive models
by Kalli, Maria & Griffin, Jim E.
- 283-296 Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics
by Botosaru, Irene & Sasaki, Yuya
- 297-315 Resolution of policy uncertainty and sudden declines in volatility
by Amengual, Dante & Xiu, Dacheng
- 316-327 Delta-method inference for a class of set-identified SVARs
by Gafarov, Bulat & Meier, Matthias & Montiel Olea, José Luis
- 328-343 Identification and estimation of incomplete information games with multiple equilibria
by Xiao, Ruli
- 344-358 Consistent estimation of linear regression models using matched data
by Hirukawa, Masayuki & Prokhorov, Artem
- 359-378 Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
by Sun, Yiguo & Malikov, Emir
2018, Volume 203, Issue 1
- 1-18 Spatial weights matrix selection and model averaging for spatial autoregressive models
by Zhang, Xinyu & Yu, Jihai
- 19-32 A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
by Gallant, A. Ronald & Hong, Han & Khwaja, Ahmed
- 33-49 A multivariate test against spurious long memory
by Sibbertsen, Philipp & Leschinski, Christian & Busch, Marie
- 50-68 Threshold regression with endogeneity
by Yu, Ping & Phillips, Peter C.B.
- 69-79 Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
by Kim, Donggyu & Kong, Xin-Bing & Li, Cui-Xia & Wang, Yazhen
- 80-95 Autoregressive spatial spectral estimates
by Gupta, Abhimanyu
- 96-112 Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
by Xu, Xingbai & Lee, Lung-fei
- 113-128 Identification and estimation of nonseparable single-index models in panel data with correlated random effects
by Čížek, Pavel & Lei, Jinghua
- 129-142 Extremal quantile regressions for selection models and the black–white wage gap
by D’Haultfœuille, Xavier & Maurel, Arnaud & Zhang, Yichong
- 143-168 Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
by Caner, Mehmet & Kock, Anders Bredahl
- 169-185 Nonparametric specification testing via the trinity of tests
by Gupta, Abhimanyu
2018, Volume 202, Issue 2
- 125-147 Estimation and inference of dynamic structural factor models with over-identifying restrictions
by Han, Xu
- 148-160 Nonparametric identification and estimation of sample selection models under symmetry
by Chen, Songnian & Zhou, Yahong & Ji, Yuanyuan
- 161-177 Consistent inference in fixed-effects stochastic frontier models
by Belotti, Federico & Ilardi, Giuseppe
- 178-195 Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
by Hwang, Eunju & Shin, Dong Wan
- 196-213 Sparse linear models and l1-regularized 2SLS with high-dimensional endogenous regressors and instruments
by Zhu, Ying
- 214-229 The cointegrated vector autoregressive model with general deterministic terms
by Johansen, Søren & Nielsen, Morten Ørregaard
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