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Content
February 2021, Volume 37, Issue 1
December 2020, Volume 36, Issue 6
- 1025-1063 Randomization Tests Of Copula Symmetry
by Beare, Brendan K. & Seo, Juwon
- 1064-1098 Exact Local Whittle Estimation In Long Memory Time Series With Multiple Poles
by Arteche, Josu
- 1099-1126 Optimal Multistep Var Forecast Averaging
by Liao, Jen-Che & Tsay, Wen-Jen
- 1127-1158 Testing For Structural Changes In Factor Models Via A Nonparametric Regression
by Su, Liangjun & Wang, Xia
- 1159-1166 A Portmanteau Test For Correlation In Short Panels
by Jochmans, Koen
- 1167-1191 Quantile Treatment Effects In Regression Kink Designs
by Chen, Heng & Chiang, Harold D. & Sasaki, Yuya
October 2020, Volume 36, Issue 5
- 773-802 Representation Of I(1) And I(2) Autoregressive Hilbertian Processes
by Beare, Brendan K. & Seo, Won-Ki
- 803-839 Cointegration In Functional Autoregressive Processes
by Franchi, Massimo & Paruolo, Paolo
- 840-870 A Property Of The Hodrick–Prescott Filter And Its Application
by Sakarya, Neslihan & de Jong, Robert M.
- 871-906 Testing A Parametric Transformation Model Versus A Nonparametric Alternative
by Szydłowski, Arkadiusz
- 907-960 A Max-Correlation White Noise Test For Weakly Dependent Time Series
by Hill, Jonathan B. & Motegi, Kaiji
- 961-981 A Smoothing Method That Looks Like The Hodrick–Prescott Filter
by Yamada, Hiroshi
August 2020, Volume 36, Issue 4
- 559-582 Asymptotic Theory For Kernel Estimators Under Moderate Deviations From A Unit Root, With An Application To The Asymptotic Size Of Nonparametric Tests
by Duffy, James A.
- 583-625 Specification Testing In Nonparametric Instrumental Quantile Regression
by Breunig, Christoph
- 626-657 Likelihood Inference On Semiparametric Models With Generated Regressors
by Matsushita, Yukitoshi & Otsu, Taisuke
- 658-706 Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models
by Babii, Andrii
- 707-750 A New Multilevel Modeling Approach For Clustered Survival Data
by Xu, Jinfeng & Yue, Mu & Zhang, Wenyang
- 751-772 Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends
by Hualde, Javier & Nielsen, Morten Ørregaard
June 2020, Volume 36, Issue 3
- 386-409 Identification And Estimation In A Third-Price Auction Model
by Enache, Andreea & Florens, Jean-Pierre
- 410-456 Identifying Latent Grouped Patterns In Cointegrated Panels
by Huang, Wenxin & Jin, Sainan & Su, Liangjun
- 457-487 Quantilograms Under Strong Dependence
by Lee, Ji Hyung & Linton, Oliver & Whang, Yoon-Jae
- 488-525 On Efficiency Gains From Multiple Incomplete Subsamples
by Chaudhuri, Saraswata
- 526-558 Large System Of Seemingly Unrelated Regressions: A Penalized Quasi-Maximum Likelihood Estimation Perspective
by Fan, Qingliang & Han, Xiao & Pan, Guangming & Jiang, Bibo
April 2020, Volume 36, Issue 2
- 185-222 Estimation For Dynamic Panel Data With Individual Effects
by Robinson, Peter M. & Velasco, Carlos
- 223-249 Inference On A Semiparametric Model With Global Power Law And Local Nonparametric Trends
by Gao, Jiti & Linton, Oliver & Peng, Bin
- 250-291 Nonparametric Density Estimation By B-Spline Duality
by Cui, Zhenyu & Kirkby, Justin Lars & Nguyen, Duy
- 292-330 Smoothed Quantile Regression Processes For Binary Response Models
by Volgushev, Stanislav
- 331-346 Nonparametric Identification Of The Mixed Hazard Model Using Martingale-Based Moments
by Ruf, Johannes & Wolter, James Lewis
- 347-366 Admissible, Similar Tests: A Characterization
by Montiel Olea, José Luis
February 2020, Volume 36, Issue 1
- 1-47 Cumulated Sum Of Squares Statistics For Nonlinear And Nonstationary Regressions
by Berenguer-Rico, Vanessa & Nielsen, Bent
- 48-85 Semiparametric Estimation Of Censored Spatial Autoregressive Models
by Hoshino, Tadao
- 86-121 Robust Inference In Structural Vector Autoregressions With Long-Run Restrictions
by Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo
- 122-169 Sign-Based Unit Root Tests For Explosive Financial Bubbles In The Presence Of Deterministically Time-Varying Volatility
by Harvey, David I. & Leybourne, Stephen J. & Zu, Yang
- 170-183 The Sum Of The Reciprocal Of The Random Walk
by Michel, Jon & de Jong, Robert
December 2019, Volume 35, Issue 6
- 1089-1110 Combining Estimates Of Conditional Treatment Effects
by Rolling, Craig A. & Yang, Yuhong & Velez, Dagmar
- 1111-1145 Semiparametric Independence Testing For Time Series Of Counts And The Role Of The Support
by Harris, David & McCabe, Brendan
- 1146-1200 Testing Generalized Regression Monotonicity
by Hsu, Yu-Chin & Liu, Chu-An & Shi, Xiaoxia
- 1201-1233 Testing The Order Of Fractional Integration Of A Time Series In The Possible Presence Of A Trend Break At An Unknown Point
by Iacone, Fabrizio & Leybourne, Stephen J. & Taylor, A.M. Robert
- 1234-1270 Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles
by Fries, Sébastien & Zakoian, Jean-Michel
October 2019, Volume 35, Issue 5
- 901-942 Inference For Option Panels In Pure-Jump Settings
by Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T.
- 943-977 Statistical Inference For Measurement Equation Selection In The Log-Realgarch Model
by Li, Yu-Ning & Zhang, Yi & Zhang, Caiya
- 978-1011 Computing Limiting Local Powers And Power Envelopes Of Panel Ma Unit Root Tests And Stationarity Tests
by Tanaka, Katsuto
- 1012-1047 Testing Garch-X Type Models
by Pedersen, Rasmus Søndergaard & Rahbek, Anders
- 1048-1087 Properties Of Doubly Robust Estimators When Nuisance Functions Are Estimated Nonparametrically
by Rothe, Christoph & Firpo, Sergio
August 2019, Volume 35, Issue 4
June 2019, Volume 35, Issue 3
- 465-509 The Factor-Lasso And K-Step Bootstrap Approach For Inference In High-Dimensional Economic Applications
by Hansen, Christian & Liao, Yuan
- 510-546 Characterizations Of Multinormality And Corresponding Tests Of Fit, Including For Garch Models
by Henze, Norbert & Jiménez–Gamero, M. Dolores & Meintanis, Simos G.
- 547-600 A Test For Weak Stationarity In The Spectral Domain
by Hidalgo, Javier & Souza, Pedro C. L.
- 601-629 Heteroskedasticity Autocorrelation Robust Inference In Time Series Regressions With Missing Data
by Rho, Seung-Hwa & Vogelsang, Timothy J.
- 630-652 Link Of Moments Before And After Transformations, With An Application To Resampling From Fat-Tailed Distributions
by Abadir, Karim M. & Cornea-Madeira, Adriana
- 653-683 Boundedness Of M-Estimators For Linear Regression In Time Series
by Johansen, Søren & Nielsen, Bent
April 2019, Volume 35, Issue 2
February 2019, Volume 35, Issue 1
- 37-72 Qml Inference For Volatility Models With Covariates
by Francq, Christian & Thieu, Le Quyen
- 73-110 Estimation Of A Semiparametric Transformation Model In The Presence Of Endogeneity
by Vanhems, Anne & Van Keilegom, Ingrid
- 111-141 A Simple Iterative Z-Estimator For Semiparametric Models
by Frazier, David T.
- 142-166 Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors
by Rho, Yeonwoo & Shao, Xiaofeng
- 167-197 Dynamic Asset Correlations Based On Vines
by Poignard, Benjamin & Fermanian, Jean-David
- 198-231 Asymptotic Theory For Estimating Drift Parameters In The Fractional Vasicek Model
by Xiao, Weilin & Yu, Jun
December 2018, Volume 34, Issue 6
- 1159-1179 Stationary Integrated Arch(∞) And Ar(∞) Processes With Finite Variance
by Giraitis, Liudas & Surgailis, Donatas & Škarnulis, Andrius
- 1180-1206 Root-N Consistency Of Intercept Estimators In A Binary Response Model Under Tail Restrictions
by Tan, Lili & Zhang, Yichong
- 1207-1255 Nonparametric Stochastic Volatility
by Bandi, Federico M. & Renò, Roberto
- 1256-1280 Nonparametric Instrumental Regression With Errors In Variables
by Adusumilli, Karun & Otsu, Taisuke
- 1281-1324 Nonparametric Two-Step Sieve M Estimation And Inference
by Hahn, Jinyong & Liao, Zhipeng & Ridder, Geert
- 1325-1369 Jive For Panel Dynamic Simultaneous Equations Models
by Hsiao, Cheng & Zhou, Qiankun
- 1370-1382 Renorming Volatilities In A Family Of Garch Models
by Li, Dong & Wu, Wuqing
- 1383-1406 Block Bootstrap Consistency Under Weak Assumptions
by Calhoun, Gray
October 2018, Volume 34, Issue 5
- 949-984 SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS
by Hwang, Jungbin & Sun, Yixiao
- 985-1017 Structural Change In Nonstationary Ar(1) Models
by Pang, Tianxiao & Tai-Leung Chong, Terence & Zhang, Danna & Liang, Yanling
- 1018-1064 Testing For A General Class Of Functional Inequalities
by Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae
- 1065-1100 Iv And Gmm Inference In Endogenous Stochastic Unit Root Models
by Lieberman, Offer & Phillips, Peter C.B.
- 1101-1131 Directionally Differentiable Econometric Models
by Cho, Jin Seo & White, Halbert
- 1132-1157 Weak Convergence To Stochastic Integrals Under Primitive Conditions In Nonlinear Econometric Models
by Peng, Jiangyan & Wang, Qiying
August 2018, Volume 34, Issue 4
- 705-753 Financial Bubble Implosion And Reverse Regression
by Phillips, Peter C.B. & Shi, Shu-Ping
- 754-789 Specification Testing Driven By Orthogonal Series For Nonlinear Cointegration With Endogeneity
by Dong, Chaohua & Gao, Jiti
- 790-814 On Standard Inference For Gmm With Local Identification Failure Of Known Forms
by Lee, Ji Hyung & Liao, Zhipeng
- 815-849 Characteristic Function Based Testing For Conditional Independence: A Nonparametric Regression Approach
by Wang, Xia & Hong, Yongmiao
- 850-895 Testing For Homogeneity In Mixture Models
by Gu, Jiaying & Koenker, Roger & Volgushev, Stanislav
- 896-946 On The Functional Estimation Of Multivariate Diffusion Processes
by Bandi, Federico M. & Moloche, Guillermo
June 2018, Volume 34, Issue 3
- 543-573 Nonparametric Identification And Estimation Of Truncated Regression Models With Heteroskedasticity
by Chen, Songnian & Lu, Xun & Zhou, Xianbo & Zhou, Yahong
- 574-597 Nonparametric Instrumental Variables And Regular Estimation
by Hahn, Jinyong & Liao, Zhipeng
- 598-627 Estimation For The Prediction Of Point Processes With Many Covariates
by Sancetta, Alessio
- 628-658 The Linear Systems Approach To Linear Rational Expectations Models
by Al-Sadoon, Majid M.
- 659-693 Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness
by Hu, Yingyao & Shiu, Ji-Liang
- 694-703 On Nonparametric Inference In The Regression Discontinuity Design
by Kamat, Vishal
- 704-704 Residual-Based Garch Bootstrap And Second Order Asymptotic Refinement—Addendum
by Jeong, Minsoo
April 2018, Volume 34, Issue 2
- 247-252 Special Issue Of Econometric Theory In Honor Of Professor Richard J. Smith: Guest Editors’ Introduction
by Jansson, Michael & Taylor, Robert
- 253-276 Dynamic Panel Anderson-Hsiao Estimation With Roots Near Unity
by Phillips, Peter C. B.
- 277-301 Alternative Asymptotics And The Partially Linear Model With Many Regressors
by Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K.
- 302-348 Unit Root Inference For Non-Stationary Linear Processes Driven By Infinite Variance Innovations
by Cavaliere, Giuseppe & Georgiev, Iliyan & Taylor, A.M.Robert
- 349-382 Determining The Cointegration Rank In Heteroskedastic Var Models Of Unknown Order
by Cavaliere, Giuseppe & De Angelis, Luca & Rahbek, Anders & Robert Taylor, A.M.
- 383-415 Exact Likelihood Inference In Group Interaction Network Models
by Hillier, Grant & Martellosio, Federico
- 416-446 MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
by Van Garderen, Kees Jan & Sowell, Fallaw
- 447-476 Semi-Parametric Seasonal Unit Root Tests
by del Barrio Castro, Tomás & Rodrigues, Paulo M.M. & Robert Taylor, A.M.
- 477-507 A General Class Of Non-Nested Test Statistics For Models Defined Through Moment Restrictions
by Parente, Paulo M.D.C.
February 2018, Volume 34, Issue 1
- 1-22 Asymptotic Theory For Spectral Density Estimates Of General Multivariate Time Series
by Wu, Wei Biao & Zaffaroni, Paolo
- 23-67 Nonparametric Estimation Of Conditional Value-At-Risk And Expected Shortfall Based On Extreme Value Theory
by Martins-Filho, Carlos & Yao, Feng & Torero, Maximo
- 68-111 Estimating Structural Parameters In Regression Models With Adaptive Learning
by Christopeit, Norbert & Massmann, Michael
- 112-133 A General Double Robustness Result For Estimating Average Treatment Effects
by Słoczyński, Tymon & Wooldridge, Jeffrey M.
- 134-165 Identification Of Joint Distributions In Dependent Factor Models
by Ben-Moshe, Dan
- 166-185 Closed-Form Identification Of Dynamic Discrete Choice Models With Proxies For Unobserved State Variables
by Hu, Yingyao & Sasaki, Yuya
- 186-227 Adaptive Tests Of Conditional Moment Inequalities
by Chetverikov, Denis
- 228-245 Semiparametric Efficiency For Censored Linear Regression Models With Heteroskedastic Errors
by Chen, Tao
December 2017, Volume 33, Issue 6
- 1265-1305 Semiparametric Estimation Of Random Coefficients In Structural Economic Models
by Hoderlein, Stefan & Nesheim, Lars & Simoni, Anna
- 1306-1351 Robust Forecast Comparison
by Jin, Sainan & Corradi, Valentina & Swanson, Norman R.
- 1352-1386 Testing For Changes In Kendall’S Tau
by Dehling, Herold & Vogel, Daniel & Wendler, Martin & Wied, Dominik
- 1387-1417 Uniform Convergence Rates Over Maximal Domains In Structural Nonparametric Cointegrating Regression
by Duffy, James A.
- 1418-1456 Integrated Score Estimation
by Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan
- 1457-1501 Estimating The Quadratic Variation Spectrum Of Noisy Asset Prices Using Generalized Flat-Top Realized Kernels
by Varneskov, Rasmus Tangsgaard
- 1502-1515 Higher Order Moments Of Markov Switching Varma Models
by Cavicchioli, Maddalena
October 2017, Volume 33, Issue 5
- 1046-1080 Asymptotic Size Of Kleibergen’S Lm And Conditional Lr Tests For Moment Condition Models
by Andrews, Donald W.K. & Guggenberger, Patrik
- 1081-1120 Local Partitioned Quantile Regression
by Zhang, Zhengyu
- 1121-1153 Convergence Rates Of Sums Of Α-Mixing Triangular Arrays: With An Application To Nonparametric Drift Function Estimation Of Continuous-Time Processes
by Kanaya, Shin
- 1154-1185 Complementarity And Identification
by Twinam, Tate
- 1186-1217 Identifiability Of The Sign Of Covariate Effects In The Competing Risks Model
by Lo, Simon M.S. & Wilke, Ralf A.
- 1218-1241 Asymptotically Efficient Estimation Of Weighted Average Derivatives With An Interval Censored Variable
by Kaido, Hiroaki
- 1242-1258 A Note On Generalized Empirical Likelihood Estimation Of Semiparametric Conditional Moment Restriction Models
by Sueishi, Naoya
- 1259-1263 Kernel Estimation When Density May Not Exist: A Corrigendum
by Zinde-Walsh, Victoria
August 2017, Volume 33, Issue 4
- 791-838 Bootstrapping Pre-Averaged Realized Volatility Under Market Microstructure Noise
by Hounyo, Ulrich & Gonçalves, Sílvia & Meddahi, Nour
- 839-873 Nonparametric Estimation Of Semiparametric Transformation Models
by Florens, Jean-Pierre & Sokullu, Senay
- 874-914 Uniform Convergence Rates Of Kernel-Based Nonparametric Estimators For Continuous Time Diffusion Processes: A Damping Function Approach
by Kanaya, Shin
- 915-954 Change Point Tests For The Tail Index Of Β-Mixing Random Variables
by Hoga, Yannick
- 955-979 Identification Of Paired Nonseparable Measurement Error Models
by Hu, Yingyao & Sasaki, Yuya
- 980-1012 Adaptive Bayesian Estimation Of Conditional Densities
by Norets, Andriy & Pati, Debdeep
- 1013-1038 An Almost Closed Form Estimator For The Egarch Model
by Hafner, Christian M. & Linton, Oliver
June 2017, Volume 33, Issue 3
- 534-550 Admissible Significance Tests In Simultaneous Equation Models
by Anderson, Theodore W.
- 551-577 Identification Of Discrete Choice Dynamic Programming Models With Nonparametric Distribution Of Unobservables
by Chen, Le-Yu
- 578-609 Bias Correction Of Semiparametric Long Memory Parameter Estimators Via The Prefiltered Sieve Bootstrap
by Poskitt, D. S. & Martin, Gael M. & Grose, Simone D.
- 610-635 Inference On Two-Component Mixtures Under Tail Restrictions
by Jochmans, Koen & Henry, Marc & Salanié, Bernard
- 636-663 On The Stationarity Of Dynamic Conditional Correlation Models
by Fermanian, Jean-David & Malongo, Hassan
- 664-690 On Using Linear Quantile Regressions For Causal Inference
by Kato, Ryutah & Sasaki, Yuya
- 691-716 Weak Diffusion Limits Of Dynamic Conditional Correlation Models
by Hafner, Christian M. & Laurent, Sebastien & Violante, Francesco
- 717-738 Asymptotics Of Diagonal Elements Of Projection Matrices Under Many Instruments/Regressors
by Anatolyev, Stanislav & Yaskov, Pavel
- 739-754 Identifying Restrictions For Finite Parameter Continuous Time Models With Discrete Time Data
by Blevins, Jason R.
- 755-778 Adaptive Long Memory Testing Under Heteroskedasticity
by Harris, David & Kew, Hsein
- 779-790 Residual-Based Garch Bootstrap And Second Order Asymptotic Refinement
by Jeong, Minsoo
April 2017, Volume 33, Issue 2
- 292-330 Goodness-Of-Fit Tests For Multivariate Copula-Based Time Series Models
by Berghaus, Betina & Bücher, Axel
- 331-365 Estimating Volatility Functionals With Multiple Transactions
by Jing, Bing-Yi & Liu, Zhi & Kong, Xin-Bing
- 366-412 Asymptotic Properties Of The Cusum Estimator For The Time Of Change In Linear Panel Data Models
by Horváth, Lajos & Hušková, Marie & Rice, Gregory & Wang, Jia
- 413-438 Specification Tests For Multiplicative Error Models
by Perera, Indeewara & Silvapulle, Mervyn J.
- 439-478 Efficient Estimation Of Integrated Volatility And Related Processes
by Renault, Eric & Sarisoy, Cisil & Werker, Bas J.M.
- 479-526 Efficient Estimation Using The Characteristic Function
by Carrasco, Marine & Kotchoni, Rachidi
February 2017, Volume 33, Issue 1
- 1-68 On The Power Of Invariant Tests For Hypotheses On A Covariance Matrix
by Preinerstorfer, David & Pötscher, Benedikt M.
- 69-104 Instrumental Variables Methods With Heterogeneity And Mismeasured Instruments
by Chalak, Karim
- 105-157 Smoothed Estimating Equations For Instrumental Variables Quantile Regression
by Kaplan, David M. & Sun, Yixiao
- 158-195 Dynamic Linear Panel Regression Models With Interactive Fixed Effects
by Moon, Hyungsik Roger & Weidner, Martin
- 196-241 Identification And Inference On Regressions With Missing Covariate Data
by Aucejo, Esteban M. & Bugni, Federico A. & Hotz, V. Joseph
- 242-261 Uniform Bahadur Representation For Nonparametric Censored Quantile Regression: A Redistribution-Of-Mass Approach
by Kong, Efang & Xia, Yingcun
December 2016, Volume 32, Issue 6
- 1317-1348 (When) Do Long Autoregressions Account For Neglected Changes In Parameters?
by Demetrescu, Matei & Hassler, Uwe
- 1349-1375 Weak Convergence To Stochastic Integrals For Econometric Applications
by Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying
- 1376-1433 Shrinkage Estimation Of Regression Models With Multiple Structural Changes
by Qian, Junhui & Su, Liangjun
- 1434-1482 A Flexible Nonparametric Test For Conditional Independence
by Huang, Meng & Sun, Yixiao & White, Halbert
- 1483-1522 Neyman’S C(Α) Test For Unobserved Heterogeneity
by Gu, Jiaying
- 1523-1568 BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS
by Kim, Min Seong & Sun, Yixiao
October 2016, Volume 32, Issue 5
- 1055-1094 The Et Interview: Adrian Pagan
by Skeels, Christopher L.
- 1095-1139 The Role Of Initial Values In Conditional Sum-Of-Squares Estimation Of Nonstationary Fractional Time Series Models
by Johansen, Søren & Nielsen, Morten Ørregaard
- 1140-1177 Semiparametric Estimation With Generated Covariates
by Mammen, Enno & Rothe, Christoph & Schienle, Melanie
- 1178-1215 Likelihood Inference In An Autoregression With Fixed Effects
by Dhaene, Geert & Jochmans, Koen
- 1216-1252 A New Characterization Of The Normal Distribution And Test For Normality
by Bera, Anil K. & Galvao, Antonio F. & Wang, Liang & Xiao, Zhijie
- 1253-1288 Estimating The Volatility Occupation Time Via Regularized Laplace Inversion
by Li, Jia & Todorov, Viktor & Tauchen, George
- 1289-1315 Cointegrating Polynomial Regressions: Fully Modified Ols Estimation And Inference
by Wagner, Martin & Hong, Seung Hyun
August 2016, Volume 32, Issue 4
- 793-826 Multivariate Ar Systems And Mixed Frequency Data: G-Identifiability And Estimation
by Anderson, Brian D.O. & Deistler, Manfred & Felsenstein, Elisabeth & Funovits, Bernd & Koelbl, Lukas & Zamani, Mohsen
- 827-860 Structural Threshold Regression
by Kourtellos, Andros & Stengos, Thanasis & Tan, Chih Ming
- 861-916 Estimation Of Stochastic Volatility Models By Nonparametric Filtering
by Kanaya, Shin & Kristensen, Dennis
- 917-946 Semiparametric Efficiency Bounds For Conditional Moment Restriction Models With Different Conditioning Variables
by Hristache, Marian & Patilea, Valentin
- 947-987 Existence And Characterization Of Conditional Density Projections
by Komunjer, Ivana & Ragusa, Giuseppe
- 988-1022 A Consistent Nonparametric Test On Semiparametric Smooth Coefficient Models With Integrated Time Series
by Sun, Yiguo & Cai, Zongwu & Li, Qi
- 1023-1054 Spline Estimation Of A Semiparametric Garch Model
by Liu, Rong & Yang, Lijian
June 2016, Volume 32, Issue 3
- 533-611 Estimation Of Integrated Covariances In The Simultaneous Presence Of Nonsynchronicity, Microstructure Noise And Jumps
by Koike, Yuta
- 612-654 Adaptive Estimation Of Functionals In Nonparametric Instrumental Regression
by Breunig, Christoph & Johannes, Jan
- 655-685 Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression
by Li, Degui & Phillips, Peter C. B. & Gao, Jiti
- 686-713 Asymptotic Theory For Nonlinear Quantile Regression Under Weak Dependence
by Oberhofer, Walter & Haupt, Harry
- 714-739 Spatial Semiparametric Model With Endogenous Regressors
by Jenish, Nazgul
- 740-791 Detecting For Smooth Structural Changes In Garch Models
by Chen, Bin & Hong, Yongmiao
April 2016, Volume 32, Issue 2
February 2016, Volume 32, Issue 1
- 1-29 Nonparametric Transformation Regression With Nonstationary Data
by Linton, Oliver & Wang, Qiying
- 30-70 Averaging Of An Increasing Number Of Moment Condition Estimators
by Chen, Xiaohong & Jacho-Chávez, David T. & Linton, Oliver
- 71-121 Regularizing Priors For Linear Inverse Problems
by Florens, Jean-Pierre & Simoni, Anna
- 122-153 Model-Free Inference For Tail Risk Measures
by Xu, Ke-Li
- 154-186 FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
by Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B. & Vogelsang, Timothy J.
- 187-242 Comparison Of Inferential Methods In Partially Identified Models In Terms Of Error In Coverage Probability
by Bugni, Federico A.
- 243-259 Consistent And Conservative Model Selection With The Adaptive Lasso In Stationary And Nonstationary Autoregressions
by Kock, Anders Bredahl
December 2015, Volume 31, Issue 6
- 1153-1191 Adaptive Nonparametric Regression With Conditional Heteroskedasticity
by Jin, Sainan & Su, Liangjun & Xiao, Zhijie
- 1192-1228 Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression
by Tchatoka, Firmin Doko
- 1229-1248 Regular Variation And The Identification Of Generalized Accelerated Failure-Time Models
by Abbring, Jaap H. & Ridder, Geert
- 1249-1280 Refined Tests For Spatial Correlation
by Robinson, Peter M. & Rossi, Francesca
- 1281-1309 Specification Testing When The Null Is Nonparametric Or Semiparametric
by Rodríguez-Póo, Juan M. & Sperlich, Stefan & Vieu, Philippe
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