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Content
January 2022, Volume 40, Issue 1
- 432-443 Direct and Indirect Effects based on Changes-in-Changes
by Martin Huber & Mark Schelker & Anthony Strittmatter - 444-457 Functional Linear Regression: Dependence and Error Contamination
by Cheng Chen & Shaojun Guo & Xinghao Qiao - 458-466 Modeling Tail Index With Autoregressive Conditional Pareto Model
by Zhouyu Shen & Yu Chen & Ruxin Shi - 467-467 Correction
by The Editors
October 2021, Volume 39, Issue 4
- 859-879 Text Selection
by Bryan Kelly & Asaf Manela & Alan Moreira - 880-882 Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira
by Markus Pelger - 883-887 Discussion on “Text Selection”
by Xiaofei Xu & Ying Chen & Steven Kou - 888-891 A Discussion of “Text Selection”
by Nitish Ranjan Sinha - 892-906 Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets
by Zifeng Zhao - 907-919 Testing the Multivariate Regular Variation Model
by John H. J. Einmahl & Fan Yang & Chen Zhou - 920-936 A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics
by Giuseppe Buccheri & Giacomo Bormetti & Fulvio Corsi & Fabrizio Lillo - 937-952 Measuring Granger Causality in Quantiles
by Xiaojun Song & Abderrahim Taamouti - 953-971 Threshold Regression With a Threshold Boundary
by Ping Yu & Xiaodong Fan - 972-983 Generic Conditions for Forecast Dominance
by Fabian Krüger & Johanna F. Ziegel - 984-1000 Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables
by Damian Kozbur - 1001-1014 Discerning Solution Concepts for Discrete Games
by Nail Kashaev & Bruno Salcedo - 1015-1025 Generalized Jump Regressions for Local Moments
by Tim Bollerslev & Jia Li & Leonardo Salim Saker Chaves - 1026-1037 Randomization Tests for Equality in Dependence Structure
by Juwon Seo - 1038-1053 A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models
by Francis J. DiTraglia & Camilo García-Jimeno - 1054-1065 Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model
by Davide Delle Monache & Ivan Petrella & Fabrizio Venditti - 1066-1079 Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings
by Anne Opschoor & André Lucas & István Barra & Dick van Dijk - 1080-1080 Correction
by The Editors
July 2021, Volume 39, Issue 3
- 605-621 High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model
by Giuseppe Buccheri & Fulvio Corsi & Stefano Peluso - 622-635 Dynamic Two Stage Modeling for Category-Level and Brand-Level Purchases Using Potential Outcome Approach With Bayes Inference
by Kei Miyazaki & Takahiro Hoshino & Ulf Böckenholt - 636-651 What Happens After an Investment Spike—Investment Events and Firm Performance
by Michał Gradzewicz - 652-668 Fitting Vast Dimensional Time-Varying Covariance Models
by Cavit Pakel & Neil Shephard & Kevin Sheppard & Robert F. Engle - 669-683 Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
by Florian Huber & Gary Koop & Luca Onorante - 684-699 Unified Tests for a Dynamic Predictive Regression
by Bingduo Yang & Xiaohui Liu & Liang Peng & Zongwu Cai - 700-711 Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
by Chaohua Dong & Jiti Gao & Bin Peng - 712-728 Bayesian Inference for Regression Copulas
by Michael Stanley Smith & Nadja Klein - 729-740 Multidimensional Economic Dispersion Index and Application
by Yifan Xia & Ling Zhang & Iris L. Li - 741-756 Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
by Degui Li & Qi Li & Zheng Li - 757-771 Dynamic Semiparametric Factor Model With Structural Breaks
by Likai Chen & Weining Wang & Wei Biao Wu - 772-782 A Generalized Method of Moments Estimator for Structural Vector Autoregressions Based on Higher Moments
by Sascha Alexander Keweloh - 783-792 Incorporating Graphical Structure of Predictors in Sparse Quantile Regression
by Zhanfeng Wang & Xianhui Liu & Wenlu Tang & Yuanyuan Lin - 793-806 Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths
by Xiye Yang - 807-815 An Inverse Norm Sign Test of Location Parameter for High-Dimensional Data
by Long Feng & Binghui Liu & Yanyuan Ma - 816-832 Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes
by Pedro H. C. Sant’Anna - 833-848 A Correction for Regression Discontinuity Designs With Group-Specific Mismeasurement of the Running Variable
by Otávio Bartalotti & Quentin Brummet & Steven Dieterle - 849-857 Who is the Key Player? A Network Analysis of Juvenile Delinquency
by Lung-Fei Lee & Xiaodong Liu & Eleonora Patacchini & Yves Zenou
March 2021, Volume 39, Issue 2
- 373-385 Semiparametric Estimation of First-Price Auction Models
by Gaurab Aryal & Maria F. Gabrielli & Quang Vuong - 386-401 Homogeneity Pursuit in Single Index Models based Panel Data Analysis
by Heng Lian & Xinghao Qiao & Wenyang Zhang - 402-421 Identification of Random Resource Shares in Collective Households Without Preference Similarity Restrictions
by Geoffrey R. Dunbar & Arthur Lewbel & Krishna Pendakur - 422-436 A Framework for Separating Individual-Level Treatment Effects From Spillover Effects
by Martin Huber & Andreas Steinmayr - 437-452 Semiparametric GARCH via Bayesian Model Averaging
by Wilson Ye Chen & Richard H. Gerlach - 453-465 Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk
by Juan Carlos Escanciano & Javier Hualde - 466-481 The Evolving Impact of Global, Region-Specific, and Country-Specific Uncertainty
by Haroon Mumtaz & Alberto Musso - 482-492 Gaussian Processes and Bayesian Moment Estimation
by Jean-Pierre Florens & Anna Simoni - 493-504 High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms
by Dimitris Korobilis - 505-519 Wild Bootstrap and Asymptotic Inference With Multiway Clustering
by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb - 520-531 A Nodewise Regression Approach to Estimating Large Portfolios
by Laurent Callot & Mehmet Caner & A. Özlem Önder & Esra Ulaşan - 532-546 Sharp Bounds on Functionals of the Joint Distribution in the Analysis of Treatment Effects
by Thomas M. Russell - 547-560 The Impact of Food Prices on Conflict Revisited
by Jasmien De Winne & Gert Peersman - 561-574 Equality-Minded Treatment Choice
by Toru Kitagawa & Aleksey Tetenov - 575-588 Copula-Based Random Effects Models for Clustered Data
by Santiago Pereda-Fernández - 589-603 Exponential-Type GARCH Models With Linear-in-Variance Risk Premium
by Christian M. Hafner & Dimitra Kyriakopoulou
January 2021, Volume 39, Issue 1
- 1-17 Shrinkage Estimation of Factor Models With Global and Group-Specific Factors
by Xu Han - 18-39 Disentangling Sources of High Frequency Market Microstructure Noise
by Simon Clinet & Yoann Potiron - 40-53 Multi-Horizon Forecast Comparison
by Rogier Quaedvlieg - 54-68 Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure
by Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin - 69-81 GMM Estimation of Non-Gaussian Structural Vector Autoregression
by Markku Lanne & Jani Luoto - 82-97 Sequential Text-Term Selection in Vector Space Models
by Feifei Wang & Jingyuan Liu & Hansheng Wang - 98-119 Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
by Marcelo C. Medeiros & Gabriel F. R. Vasconcelos & Álvaro Veiga & Eduardo Zilberman - 120-135 Spatial Modeling Approach for Dynamic Network Formation and Interactions
by Xiaoyi Han & Chih-Sheng Hsieh & Stanley I. M. Ko - 136-147 Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data
by Shiqing Ling & Ruey S. Tsay & Yaxing Yang - 148-165 Testing for Changes in Forecasting Performance
by Pierre Perron & Yohei Yamamoto - 166-178 Dealing With Endogeneity in Threshold Models Using Copulas
by Dimitris Christopoulos & Peter McAdam & Elias Tzavalis - 179-188 Regression Analysis with Individual-Specific Patterns of Missing Covariates
by Huazhen Lin & Wei Liu & Wei Lan - 189-199 Improved Nonparametric Bootstrap Tests of Lorenz Dominance
by Zhenting Sun & Brendan K. Beare - 200-216 Measurement Error Without the Proxy Exclusion Restriction
by Karim Chalak & Daniel Kim - 217-243 From Local to Global: External Validity in a Fertility Natural Experiment
by Rajeev Dehejia & Cristian Pop-Eleches & Cyrus Samii - 244-258 Exploring Encouragement, Treatment, and Spillover Effects Using Principal Stratification, With Application to a Field Experiment on Teens’ Museum Attendance
by Laura Forastiere & Patrizia Lattarulo & Marco Mariani & Fabrizia Mealli & Laura Razzolini - 259-271 A Dynamic Model of Vaccine Compliance: How Fake News Undermined the Danish HPV Vaccine Program
by Peter Reinhard Hansen & Matthias Schmidtblaicher - 272-281 Causal Interpretations of Black-Box Models
by Qingyuan Zhao & Trevor Hastie - 282-293 Empirical Likelihood Ratio Tests of Conditional Moment Restrictions With Unknown Functions
by Jing Tao - 294-306 Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels
by Ignace De Vos & Gerdie Everaert - 307-324 Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models
by Gergely Ganics & Atsushi Inoue & Barbara Rossi - 325-337 Statistical Inference on Panel Data Models: A Kernel Ridge Regression Method
by Shunan Zhao & Ruiqi Liu & Zuofeng Shang - 338-357 Smoothing Quantile Regressions
by Marcelo Fernandes & Emmanuel Guerre & Eduardo Horta - 358-371 Multivalued Treatments and Decomposition Analysis: An Application to the WIA Program
by Wallice Ao & Sebastian Calonico & Ying-Ying Lee
October 2020, Volume 38, Issue 4
- 711-722 Transparency in Structural Research
by Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro - 723-725 Discussion of “Transparency in Structural Research” by Isaiah Andrews, Matthew Gentzkow, and Jesse Shapiro
by Stéphane Bonhomme - 726-727 Thoughts on “Transparency in Structural Research”
by Christopher Taber - 728-730 Discussion on “ Transparency in Structural Research” by I. Andrews, M. Gentkow and J. Shapiro
by Elie Tamer - 731-731 Rejoinder
by Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro - 732-753 Partial Identification of Economic Mobility: With an Application to the United States
by Daniel L. Millimet & Hao Li & Punarjit Roychowdhury - 754-770 Nonparametric Estimation of Search Costs for Differentiated Products: Evidence from Medigap
by Haizhen Lin & Matthijs R. Wildenbeest - 771-783 Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework
by Siddhartha Chib & Xiaming Zeng - 784-795 A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
by Jeffrey S. Racine & Ingrid Van Keilegom - 796-809 Comparing Possibly Misspecified Forecasts
by Andrew J. Patton - 810-825 Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model
by Adam McCloskey - 826-838 Treatment Effects With Heterogeneous Externalities
by Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone - 839-855 Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations
by Yuta Yamauchi & Yasuhiro Omori - 856-871 A Stochastic Volatility Model With Realized Measures for Option Pricing
by Giacomo Bormetti & Roberto Casarin & Fulvio Corsi & Giulia Livieri - 872-887 Bayesian Forecasting of Many Count-Valued Time Series
by Lindsay R. Berry & Mike West - 888-900 Matching Using Sufficient Dimension Reduction for Causal Inference
by Wei Luo & Yeying Zhu - 901-920 Bounds on Average and Quantile Treatment Effects on Duration Outcomes Under Censoring, Selection, and Noncompliance
by German Blanco & Xuan Chen & Carlos A. Flores & Alfonso Flores-Lagunes - 921-933 Forecast Error Variance Decompositions with Local Projections
by Yuriy Gorodnichenko & Byoungchan Lee - 934-950 Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density
by Jun Ma & Hugo Jales & Zhengfei Yu - 951-954 Editorial Collaborators
by The Editors
July 2020, Volume 38, Issue 3
- 487-501 Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition
by Wei Lin & Jianhua Z. Huang & Tucker McElroy - 502-515 Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects
by Gordon Anderson & Thierry Post & Yoon-Jae Whang - 516-526 Stationary Points for Parametric Stochastic Frontier Models
by William C. Horrace & Ian A. Wright - 527-541 Implications of Return Predictability for Consumption Dynamics and Asset Pricing
by Carlo A. Favero & Fulvio Ortu & Andrea Tamoni & Haoxi Yang - 542-553 Term Structures of Inflation Expectations and Real Interest Rates
by S. Borağan Aruoba - 554-569 Heterogeneity and Unemployment Dynamics
by Hie Joo Ahn & James D. Hamilton - 570-579 A New Class of Change Point Test Statistics of Rényi Type
by Lajos Horváth & Curtis Miller & Gregory Rice - 580-592 A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity
by Eelco Kappe & Wayne S. DeSarbo & Marcelo C. Medeiros - 593-612 External Validity in Fuzzy Regression Discontinuity Designs
by Marinho Bertanha & Guido W. Imbens - 613-620 The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications
by Ariella Kahn-Lang & Kevin Lang - 621-632 Empirical likelihood for high frequency data
by Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu - 633-646 Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle
by John Ameriks & Gábor Kézdi & Minjoon Lee & Matthew D. Shapiro - 647-661 Dynamic Vector Mode Regression
by Gordon C. R. Kemp & Paulo M. D. C. Parente & J. M. C. Santos Silva - 662-678 The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets
by Torben G. Andersen & Nicola Fusari & Viktor Todorov - 679-692 Local Parametric Estimation in High Frequency Data
by Yoann Potiron & Per Mykland - 693-710 Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model
by Clifford Lam & Pedro C.L. Souza
April 2020, Volume 38, Issue 2
- 229-242 Testing for an Omitted Multiplicative Long-Term Component in GARCH Models
by Christian Conrad & Melanie Schienle - 243-256 A Stochastic Frontier Model with Endogenous Treatment Status and Mediator
by Yi-Ting Chen & Yu-Chin Hsu & Hung-Jen Wang - 257-271 Flexible Mixture-Amount Models Using Multivariate Gaussian Processes
by Aiste Ruseckaite & Dennis Fok & Peter Goos - 272-284 Dynamic Effects of Credit Shocks in a Data-Rich Environment
by Jean Boivin & Marc P. Giannoni & Dalibor Stevanović - 285-302 Markov-Switching Three-Pass Regression Filter
by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino - 303-316 Identification and Efficiency Bounds for the Average Match Function Under Conditionally Exogenous Matching
by Bryan S. Graham & Guido W. Imbens & Geert Ridder - 317-326 A Cautionary Tale of Evaluating Identifying Assumptions: Did Reality TV Really Cause a Decline in Teenage Childbearing?
by David A. Jaeger & Theodore J. Joyce & Robert Kaestner - 327-339 Learning and Index Option Returns
by Alejandro Bernales & Gonzalo Cortazar & Luka Salamunic & George Skiadopoulos - 340-349 Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
by Marco Barassi & Lajos Horváth & Yuqian Zhao - 350-366 Is a Normal Copula the Right Copula?
by Dante Amengual & Enrique Sentana - 367-379 A New Approach to Identifying the Real Effects of Uncertainty Shocks
by Minchul Shin & Molin Zhong - 380-392 Detecting Structural Differences in Tail Dependence of Financial Time Series
by Carsten Bormann & Melanie Schienle - 393-409 Words are the New Numbers: A Newsy Coincident Index of the Business Cycle
by Leif Anders Thorsrud - 410-427 The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited
by Jérôme Lahaye & Christopher Neely - 428-442 Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes
by M. Hashem Pesaran & Ida Johnsson - 443-456 A Comparison of Two Quantile Models With Endogeneity
by Kaspar Wüthrich - 457-469 Earnings Dynamics and Measurement Error in Matched Survey and Administrative Data
by Dean R. Hyslop & Wilbur Townsend - 470-486 Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula
by Rubén Loaiza-Maya & Michael Stanley Smith
January 2020, Volume 38, Issue 1
- 1-18 Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data
by Jeffrey M. Wooldridge & Ying Zhu - 19-24 Debiased Inference of Average Partial Effects in Single-Index Models: Comment on Wooldridge and Zhu
by David A. Hirshberg & Stefan Wager - 25-26 Rejoinder
by Jeffrey M. Wooldridge & Ying Zhu - 27-42 Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements
by Peter Hördahl & Eli M. Remolona & Giorgio Valente - 43-54 Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries
by Daisuke Yagi & Yining Chen & Andrew L. Johnson & Timo Kuosmanen - 55-67 Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling
by Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek - 68-79 Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure
by Joshua C. C. Chan - 80-92 Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
by Chung Eun Lee & Xiaofeng Shao - 93-106 Identifying Demand Shocks From Production Data
by Carlos Daniel Santos - 107-123 Testing Nowcast Monotonicity with Estimated Factors
by Jack Fosten & Daniel Gutknecht - 124-136 Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models
by Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang - 137-147 Mixed Marginal Copula Modeling
by David Gunawan & Mohamad A. Khaled & Robert Kohn - 148-164 Transformation-Kernel Estimation of Copula Densities
by Kuangyu Wen & Ximing Wu - 165-182 The Estimation of Compensating Wage Differentials: Lessons From the Deadliest Catch
by Kurt Lavetti - 183-200 The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators
by Hugo Bodory & Lorenzo Camponovo & Martin Huber & Michael Lechner - 201-213 Conditional Extremes in Asymmetric Financial Markets
by Natalia Nolde & Jinyuan Zhang - 214-227 Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
by Shujie Ma & Wei Lan & Liangjun Su & Chih-Ling Tsai
October 2019, Volume 37, Issue 4
- 573-585 Stochastic Spanning
by Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou - 586-597 Estimation of Models With Multiple-Valued Explanatory Variables
by Alexandre Poirier & Nicolas L. Ziebarth - 598-612 Two-Step Estimation of Incomplete Information Social Interaction Models With Sample Selection
by Tadao Hoshino - 613-624 Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models
by Yannick Hoga - 625-647 Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs
by Zhongjun Qu & Jungmo Yoon - 648-660 Estimating and Testing Nonlinear Local Dependence Between Two Time Series
by Virginia Lacal & Dag Tjøstheim - 661-670 Extreme Quantile Estimation for Autoregressive Models
by Deyuan Li & Huixia Judy Wang - 671-680 Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust t-Statistic
by Max Tabord-Meehan - 681-695 R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability
by James Mitchell & Donald Robertson & Stephen Wright - 696-709 A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model
by Maciej Augustyniak & Luc Bauwens & Arnaud Dufays - 710-720 Direct and Indirect Effects Based on Difference-in-Differences With an Application to Political Preferences Following the Vietnam Draft Lottery
by Eva Deuchert & Martin Huber & Mark Schelker - 721-735 Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters
by Scott Cederburg & Michael S. O’Doherty - 736-748 Including Covariates in the Regression Discontinuity Design
by Markus Frölich & Martin Huber - 749-760 Testing for Slope Heterogeneity Bias in Panel Data Models
by Murillo Campello & Antonio F. Galvao & Ted Juhl - 761-770 Robust Likelihood Cross-Validation for Kernel Density Estimation
by Ximing Wu - 771-774 Editorial Collaborators
by The Editors
July 2019, Volume 37, Issue 3
- 377-390 Nonignorable Attrition in Multi-Period Panels With Refreshment Samples
by Pierre Hoonhout & Geert Ridder - 391-404 Changing Macroeconomic Dynamics at the Zero Lower Bound
by Philip Liu & Konstantinos Theodoridis & Haroon Mumtaz & Francesco Zanetti - 405-418 Modeling Endogenous Mobility in Earnings Determination
by John M. Abowd & Kevin L. McKinney & Ian M. Schmutte - 419-435 Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence
by Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss - 436-446 Macroeconomic Uncertainty Through the Lens of Professional Forecasters
by Soojin Jo & Rodrigo Sekkel - 447-456 Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs
by Andrew Gelman & Guido Imbens - 457-470 Permutation Tests for Comparing Inequality Measures
by Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf - 471-483 Collective Labor Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach
by Hans G. Bloemen - 484-495 Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive Models
by Rocio Alvarez & Maximo Camacho & Manuel Ruiz - 496-505 Testing Censoring Point Independence
by Brigham R. Frandsen - 506-516 Multiple Regression Model Averaging and the Focused Information Criterion With an Application to Portfolio Choice
by Filip Klimenka & James Lewis Wolter - 517-527 Model Averaging for Prediction With Fragmentary Data
by Fang Fang & Wei Lan & Jingjing Tong & Jun Shao - 528-541 A Bootstrap Stationarity Test for Predictive Regression Invalidity
by Iliyan Georgiev & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor - 542-555 Bank Business Models at Zero Interest Rates
by André Lucas & Julia Schaumburg & Bernd Schwaab - 556-572 Semiparametric Smooth Coefficient Stochastic Frontier Model With Panel Data
by Feng Yao & Fan Zhang & Subal C. Kumbhakar
April 2019, Volume 37, Issue 2
- 187-204 Unobservable Selection and Coefficient Stability: Theory and Evidence
by Emily Oster - 205-216 Poorly Measured Confounders are More Useful on the Left than on the Right
by Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt - 217-222 Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”
by Giuseppe De Luca & Jan R. Magnus & Franco Peracchi - 223-234 Testing Missing at Random Using Instrumental Variables
by Christoph Breunig - 235-247 Homothetic Efficiency: Theory and Applications
by Jan Heufer & Per Hjertstrand - 248-259 M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold
by Lili Tan & Yichong Zhang - 260-274 Nonparametric Panel Estimation of Labor Supply
by Gaosheng Ju & Li Gan & Qi Li - 275-287 Goodness-of-Fit Test in Multivariate Jump Diffusion Models
by Shulin Zhang & Qian M. Zhou & Dongming Zhu & Peter X.-K. Song - 288-300 Behavioral Heterogeneity in U.S. Inflation Dynamics
by Adriana Cornea-Madeira & Cars Hommes & Domenico Massaro - 301-311 Statistical Inference for a Relative Risk Measure
by Yi He & Yanxi Hou & Liang Peng & Jiliang Sheng - 312-321 Rank Tests at Jump Events
by Jia Li & Viktor Todorov & George Tauchen & Huidi Lin - 322-333 Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models
by Wolfgang Karl Härdle & Li-Shan Huang - 334-349 Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
by Liangjun Su & Xia Wang & Sainan Jin - 350-362 Inequality Constrained State-Space Models
by Hang Qian - 363-375 Large Dynamic Covariance Matrices
by Robert F. Engle & Olivier Ledoit & Michael Wolf
January 2019, Volume 37, Issue 1
- 1-12 Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models
by Tingting Cheng & Jiti Gao & Xibin Zhang