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Content
2024, Volume 240, Issue 1
- S0304407623003524 Likelihood approach to dynamic panel models with interactive effects
by Bai, Jushan
- S0304407623003639 Locally robust inference for non-Gaussian linear simultaneous equations models
by Lee, Adam & Mesters, Geert
- S0304407623003640 Cross-section bootstrap for CCE regressions
by De Vos, Ignace & Stauskas, Ovidijus
- S0304407624000010 Bias in local projections
by Herbst, Edward P. & Johannsen, Benjamin K.
- S0304407624000150 Volatility of volatility and leverage effect from options
by Chong, Carsten H. & Todorov, Viktor
- S0304407624000162 Identification of a rational inattention discrete choice model
by Liao, Moyu
- S0304407624000174 Time-varying multivariate causal processes
by Gao, Jiti & Peng, Bin & Wu, Wei Biao & Yan, Yayi
- S0304407624000204 Panel quantile regression for extreme risk
by Hou, Yanxi & Leng, Xuan & Peng, Liang & Zhou, Yinggang
- S0304407624000228 Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
by Shi, Peng & Zhao, Zifeng
- S0304407624000253 Identifying the effects of a program offer with an application to Head Start
by Kamat, Vishal
- S0304407624000265 A computational approach to identification of treatment effects for policy evaluation
by Han, Sukjin & Yang, Shenshen
- S0304407624000277 The variance of regression coefficients when the population is finite
by Startz, Richard & Steigerwald, Douglas G.
- S0304407624000289 Inference for low-rank completion without sample splitting with application to treatment effect estimation
by Choi, Jungjun & Kwon, Hyukjun & Liao, Yuan
- S0304407624000307 Confidence intervals of treatment effects in panel data models with interactive fixed effects
by Li, Xingyu & Shen, Yan & Zhou, Qiankun
- S0304407624000319 Panel data models with time-varying latent group structures
by Wang, Yiren & Phillips, Peter C.B. & Su, Liangjun
- S0304407624000356 Non-representative sampled networks: Estimation of network structural properties by weighting
by Hsieh, Chih-Sheng & Hsu, Yu-Chin & Ko, Stanley I.M. & Kovářík, Jaromír & Logan, Trevon D.
- S0304407624000368 Nonparametric estimation for high-frequency data incorporating trading information
by Cui, Wenhao & Hu, Jie & Wang, Jiandong
- S0304407624000381 Finite underidentification
by Sentana, Enrique
- S0304407624000393 Time-varying forecast combination for factor-augmented regressions with smooth structural changes
by Chen, Qitong & Hong, Yongmiao & Li, Haiqi
- S0304407624000472 High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times
by Chen, Dachuan
- S030440762400023X Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true
by Kline, Brendan
- S030440762400037X Robust inference on correlation under general heterogeneity
by Giraitis, Liudas & Li, Yufei & Phillips, Peter C.B.
2024, Volume 239, Issue 2
- S0304407622000677 Testing specification of distribution in stochastic frontier analysis
by Cheng, Ming-Yen & Wang, Shouxia & Xia, Lucy & Zhang, Xibin
- S0304407622000859 Testing equality of several distributions in separable metric spaces: A maximum mean discrepancy based approach
by Zhang, Jin-Ting & Guo, Jia & Zhou, Bu
- S0304407622000902 Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property
by Cai, Zhanrui & Li, Changcheng & Wen, Jiawei & Yang, Songshan
- S0304407622001178 A Multi-Kink quantile regression model with common structure for panel data analysis
by Sun, Yan & Wan, Chuang & Zhang, Wenyang & Zhong, Wei
- S0304407622001543 Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
by Chang, Jinyuan & Hu, Qiao & Liu, Cheng & Tang, Cheng Yong
- S0304407622001567 A generalized knockoff procedure for FDR control in structural change detection
by Liu, Jingyuan & Sun, Ao & Ke, Yuan
- S0304407622001646 Time-varying minimum variance portfolio
by Fan, Qingliang & Wu, Ruike & Yang, Yanrong & Zhong, Wei
- S0304407622001841 A latent class Cox model for heterogeneous time-to-event data
by Pei, Youquan & Peng, Heng & Xu, Jinfeng
- S0304407622001877 A post-screening diagnostic study for ultrahigh dimensional data
by Zhang, Yaowu & Zhou, Yeqing & Zhu, Liping
- S0304407622002081 Mixed membership estimation for social networks
by Jin, Jiashun & Ke, Zheng Tracy & Luo, Shengming
- S0304407623000167 An autocovariance-based learning framework for high-dimensional functional time series
by Chang, Jinyuan & Chen, Cheng & Qiao, Xinghao & Yao, Qiwei
- S0304407623000179 Mining the factor zoo: Estimation of latent factor models with sufficient proxies
by Wan, Runzhe & Li, Yingying & Lu, Wenbin & Song, Rui
- S0304407623000180 Robustifying Markowitz
by Petukhina, Alla & Klochkov, Yegor & Härdle, Wolfgang Karl & Zhivotovskiy, Nikita
- S0304407623000209 Spherical autoregressive models, with application to distributional and compositional time series
by Zhu, Changbo & Müller, Hans-Georg
- S0304407623000568 The nonparametric Box–Cox model for high-dimensional regression analysis
by Zhou, He & Zou, Hui
- S0304407623000581 High frequency market making: The role of speed
by Aït-Sahalia, Yacine & Sağlam, Mehmet
- S0304407623000593 Inferential theory for generalized dynamic factor models
by Barigozzi, Matteo & Hallin, Marc & Luciani, Matteo & Zaffaroni, Paolo
- S0304407623001525 Power enhancement for testing multi-factor asset pricing models via Fisher’s method
by Yu, Xiufan & Yao, Jiawei & Xue, Lingzhou
- S0304407623001537 Retire: Robust expectile regression in high dimensions
by Man, Rebeka & Tan, Kean Ming & Wang, Zian & Zhou, Wen-Xin
- S0304407623001549 Inference on the best policies with many covariates
by Wei, Waverly & Zhou, Yuqing & Zheng, Zeyu & Wang, Jingshen
- S0304407623002786 Bipartite network influence analysis of a two-mode network
by Wu, Yujia & Lan, Wei & Fan, Xinyan & Fang, Kuangnan
- S0304407623002890 Dynamic modeling for multivariate functional and longitudinal data
by Hao, Siteng & Lin, Shu-Chin & Wang, Jane-Ling & Zhong, Qixian
- S0304407623003494 Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective
by Wang, Weichen & An, Ran & Zhu, Ziwei
- S0304407623003664 Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
by Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong
- S0304407623003676 Reprint: Hypothesis testing on high dimensional quantile regression
by Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu
- S030440762300057X Stock co-jump networks
by Ding, Yi & Li, Yingying & Liu, Guoli & Zheng, Xinghua
- S030440762300132X Realized regression with asynchronous and noisy high frequency and high dimensional data
by Chen, Dachuan & Mykland, Per A. & Zhang, Lan
2024, Volume 239, Issue 1
- S0304407621001792 Beyond RCP8.5: Marginal mitigation using quasi-representative concentration pathways
by Miller, J. Isaac & Brock, William A.
- S0304407622000987 Modelling cycles in climate series: The fractional sinusoidal waveform process
by Proietti, Tommaso & Maddanu, Federico
- S0304407622001701 Sieve bootstrap inference for linear time-varying coefficient models
by Friedrich, Marina & Lin, Yicong
- S0304407623000040 The validity of bootstrap testing for threshold autoregression
by Giannerini, Simone & Goracci, Greta & Rahbek, Anders
- S0304407623001446 Modelling circular time series
by Harvey, Andrew & Hurn, Stan & Palumbo, Dario & Thiele, Stephen
- S0304407623001665 Common volatility shocks driven by the global carbon transition
by Campos-Martins, Susana & Hendry, David F.
- S0304407623002105 Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
by He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo
- S0304407623002270 On model selection criteria for climate change impact studies
by Cui, Xiaomeng & Gafarov, Bulat & Ghanem, Dalia & Kuffner, Todd
- S0304407623002361 Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data
by Reuvers, Hanno & Wijler, Etienne
- S0304407623002634 Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change
by Jiao, Xiyu & Pretis, Felix & Schwarz, Moritz
- S0304407623003615 Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
by Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan
2024, Volume 238, Issue 2
- S0304407623002701 A residual bootstrap for conditional Value-at-Risk
by Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan
- S0304407623002737 Profiling the plight of disconnected youth in America
by MaCurdy, Thomas & Glick, David & Sherpa, Sonam & Nagavarapu, Sriniketh
- S0304407623002774 Sharp bounds in the latent index selection model
by Marx, Philip
- S0304407623002828 An information–Theoretic approach to partially identified auction models
by Jun, Sung Jae & Pinkse, Joris
- S0304407623002853 Identification and estimation of sequential games of incomplete information with multiple equilibria
by Yoon, Jangsu
- S0304407623002865 Unconditional effects of general policy interventions
by Martínez-Iriarte, Julián & Montes-Rojas, Gabriel & Sun, Yixiao
- S0304407623002877 Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice
by Henry, Marc & Méango, Romuald & Mourifié, Ismaël
- S0304407623002889 Estimation of complier expected shortfall treatment effects with a binary instrumental variable
by Wei, Bo & Tan, Kean Ming & He, Xuming
- S0304407623002920 Nested Pseudo likelihood estimation of continuous-time dynamic discrete games
by Blevins, Jason R. & Kim, Minhae
- S0304407623002981 Quantile analysis of “hazard-rate” game models
by Enache, Andreea & Florens, Jean-Pierre
- S0304407623003184 A conditional linear combination test with many weak instruments
by Lim, Dennis & Wang, Wenjie & Zhang, Yichong
- S0304407623003196 Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach
by Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing & Wang, Shouyang
- S0304407623003202 An identification and testing strategy for proxy-SVARs with weak proxies
by Angelini, Giovanni & Cavaliere, Giuseppe & Fanelli, Luca
- S0304407623003214 Estimation and variable selection for high-dimensional spatial dynamic panel data models
by Hou, Li & Jin, Baisuo & Wu, Yuehua
- S0304407623003299 Tail behavior of ACD models and consequences for likelihood-based estimation
by Cavaliere, Giuseppe & Mikosch, Thomas & Rahbek, Anders & Vilandt, Frederik
- S0304407623003421 Robust testing for explosive behavior with strongly dependent errors
by Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun
- S0304407623003457 Distributed estimation and inference for spatial autoregression model with large scale networks
by Ren, Yimeng & Li, Zhe & Zhu, Xuening & Gao, Yuan & Wang, Hansheng
- S0304407623003469 Autoregressive conditional betas
by Blasques, F. & Francq, Christian & Laurent, Sébastien
- S0304407623003470 The likelihood ratio test for structural changes in factor models
by Bai, Jushan & Duan, Jiangtao & Han, Xu
- S0304407623003482 Bellman filtering and smoothing for state–space models
by Lange, Rutger-Jan
- S0304407623003500 Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails
by Antolín-Díaz, Juan & Drechsel, Thomas & Petrella, Ivan
- S0304407623003512 Observation-driven filtering of time-varying parameters using moment conditions
by Creal, Drew & Koopman, Siem Jan & Lucas, André & Zamojski, Marcin
- S0304407623003536 Identification of heterogeneous elasticities in gross-output production functions
by Li, Tong & Sasaki, Yuya
- S0304407623003548 Estimation and inference by stochastic optimization
by Forneron, Jean-Jacques
- S0304407623003573 Nonparametric estimation of stochastic frontier models with weak separability
by Centorrino, Samuele & Parmeter, Christopher F.
- S0304407623003585 Semiparametric Bayesian estimation of dynamic discrete choice models
by Norets, Andriy & Shimizu, Kenichi
- S030440762300297X What leads to measurement errors? Evidence from reports of program participation in three surveys
by Celhay, Pablo & Meyer, Bruce D. & Mittag, Nikolas
- S030440762300338X High-dimensional IV cointegration estimation and inference
by Phillips, Peter C.B. & Kheifets, Igor L.
- S030440762300341X The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity
by Casini, Alessandro
2024, Volume 238, Issue 1
- S0304407623002385 Systematic staleness
by Bandi, Federico M. & Pirino, Davide & Renò, Roberto
- S0304407623002415 Hypothesis testing on high dimensional quantile regression
by Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu
- S0304407623002609 High-dimensional low-rank tensor autoregressive time series modeling
by Wang, Di & Zheng, Yao & Li, Guodong
- S0304407623002622 Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate
by Hajivassiliou, Vassilis & Savignac, Frédérique
- S0304407623002646 Optimal nonparametric range-based volatility estimation
by Bollerslev, Tim & Li, Jia & Li, Qiyuan
- S0304407623002658 Local linearization based subvector inference in moment inequality models
by Bei, Xinyue
- S0304407623002671 Binary choice with misclassification and social interactions, with an application to peer effects in attitude
by Lin, Zhongjian & Hu, Yingyao
- S0304407623002683 Detecting identification failure in moment condition models
by Forneron, Jean-Jacques
- S0304407623002695 Inference in models with partially identified control functions
by Aradillas-Lopez, Andres
- S0304407623002713 Causal inference of general treatment effects using neural networks with a diverging number of confounders
by Chen, Xiaohong & Liu, Ying & Ma, Shujie & Zhang, Zheng
- S0304407623002725 Bounding program benefits when participation is misreported
by Tommasi, Denni & Zhang, Lina
- S0304407623002750 Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity
by Feng, Xingdong & Li, Wenyu & Zhu, Qianqian
- S0304407623002762 Nonparametric Gini-Frisch bounds
by Chalak, Karim
- S0304407623002798 Identification of multi-valued treatment effects with unobserved heterogeneity
by Fusejima, Koki
- S0304407623002816 Population interference in panel experiments
by Han, Kevin & Basse, Guillaume & Bojinov, Iavor
- S0304407623002841 Tuning parameter-free nonparametric density estimation from tabulated summary data
by Lee, Ji Hyung & Sasaki, Yuya & Toda, Alexis Akira & Wang, Yulong
- S0304407623002907 Asset pricing with neural networks: Significance tests
by Fallahgoul, Hasan & Franstianto, Vincentius & Lin, Xin
- S0304407623002919 Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions
by Blasques, Francisco & van Brummelen, Janneke & Gorgi, Paolo & Koopman, Siem Jan
- S0304407623002932 Semi-parametric single-index predictive regression models with cointegrated regressors
by Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein
- S0304407623002944 Rank-based max-sum tests for mutual independence of high-dimensional random vectors
by Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan
- S0304407623002956 Matching points: Supplementing instruments with covariates in triangular models
by Feng, Junlong
- S0304407623002968 Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions
by Janys, Lena & Siflinger, Bettina
- S030440762300283X Endogeneity in weakly separable models without monotonicity
by Chen, Songnian & Khan, Shakeeb & Tang, Xun
2023, Volume 237, Issue 2
- S0304407620303924 Volatility measurement with pockets of extreme return persistence
by Andersen, Torben G. & Li, Yingying & Todorov, Viktor & Zhou, Bo
- S0304407621002141 Dynamic conditional eigenvalue GARCH
by Hetland, Simon & Pedersen, Rasmus Søndergaard & Rahbek, Anders
- S0304407621002153 A dynamic conditional score model for the log correlation matrix
by Hafner, Christian M. & Wang, Linqi
- S0304407621002165 Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects
by Gorgi, P. & Koopman, S.J.
- S0304407621002256 Comparing forecasting performance in cross-sections
by Qu, Ritong & Timmermann, Allan & Zhu, Yinchu
- S0304407621002657 Evaluating forecast performance with state dependence
by Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik
- S0304407621002724 CRPS learning
by Berrisch, Jonathan & Ziel, Florian
- S0304407622000586 Extensions to IVX methods of inference for return predictability
by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- S0304407622000689 Dynamic clustering of multivariate panel data
by Custodio João, Igor & Lucas, André & Schaumburg, Julia & Schwaab, Bernd
- S0304407622001282 Machine learning panel data regressions with heavy-tailed dependent data: Theory and application
by Babii, Andrii & Ball, Ryan T. & Ghysels, Eric & Striaukas, Jonas
- S0304407622001294 Transformed regression-based long-horizon predictability tests
by Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- S0304407622001464 On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates
by Diebold, Francis X. & Shin, Minchul & Zhang, Boyuan
- S0304407622002044 Semiparametric modeling of multiple quantiles
by Catania, Leopoldo & Luati, Alessandra
- S0304407622002093 A flexible predictive density combination for large financial data sets in regular and crisis periods
by Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K.
- S0304407622002111 Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach
by Fan, Rui & Lee, Ji Hyung & Shin, Youngki
- S0304407622002123 Uniform predictive inference for factor models with instrumental and idiosyncratic betas
by Cheng, Mingmian & Liao, Yuan & Yang, Xiye
- S0304407622002135 Dynamic factor copula models with estimated cluster assignments
by Oh, Dong Hwan & Patton, Andrew J.
- S0304407622002147 A penalized two-pass regression to predict stock returns with time-varying risk premia
by Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier
- S0304407623000052 Taking stock of long-horizon predictability tests: Are factor returns predictable?
by Kostakis, Alexandros & Magdalinos, Tassos & Stamatogiannis, Michalis P.
- S0304407623000556 Time-varying forecast combination for high-dimensional data
by Chen, Bin & Maung, Kenwin
- S0304407623001161 Are bond returns predictable with real-time macro data?
by Huang, Dashan & Jiang, Fuwei & Li, Kunpeng & Tong, Guoshi & Zhou, Guofu
- S0304407623001173 Time-Varying Parameters in Econometrics: The editor’s foreword
by Blasques, F. & Harvey, A.C. & Koopman, S.J. & Lucas, A.
- S0304407623001410 Business-cycle consumption risk and asset prices
by Bandi, Federico M. & Tamoni, Andrea
- S0304407623001422 Score-driven models for realized volatility
by Harvey, Andrew & Palumbo, Dario
- S0304407623001641 Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance
by Umlandt, Dennis
- S0304407623002282 Better bunching, nicer notching
by Bertanha, Marinho & McCallum, Andrew H. & Seegert, Nathan
- S0304407623002336 What is a standard error? (And how should we compute it?)
by Wooldridge, Jeffrey M.
- S0304407623002397 Instrument validity for heterogeneous causal effects
by Sun, Zhenting
- S0304407623002403 Some impossibility results for inference with cluster dependence with large clusters
by Kojevnikov, Denis & Song, Kyungchul
- S0304407623002610 Semiparametric estimation of long-term treatment effects
by Chen, Jiafeng & Ritzwoller, David M.
- S030440762100213X Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
by Aknouche, Abdelhakim & Francq, Christian
- S030440762200094X Optimal model averaging based on forward-validation
by Zhang, Xiaomeng & Zhang, Xinyu
2023, Volume 237, Issue 1
- S0304407621003067 Identification and estimation of spillover effects in randomized experiments
by Vazquez-Bare, Gonzalo
- S0304407623001562 Identification of mixtures of dynamic discrete choices
by Higgins, Ayden & Jochmans, Koen
- S0304407623001574 Under-identification of structural models based on timing and information set assumptions
by Ackerberg, Daniel A. & Frazer, Garth & Kim, Kyoo il & Luo, Yao & Su, Yingjun
- S0304407623002130 Inference under covariate-adaptive randomization with imperfect compliance
by Bugni, Federico A. & Gao, Mengsi
- S0304407623002142 Linear panel regressions with two-way unobserved heterogeneity
by Freeman, Hugo & Weidner, Martin
- S0304407623002154 Stable outcomes and information in games: An empirical framework
by Koh, Paul S.
- S0304407623002257 Penetrating sporadic return predictability
by Tu, Yundong & Xie, Xinling
- S0304407623002269 A new generalized exponentially weighted moving average quantile model and its statistical inference
by Zhu, Ke
- S0304407623002294 Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
by Fan, Yanqin & Han, Fang & Park, Hyeonseok
- S0304407623002300 Adaptive robust large volatility matrix estimation based on high-frequency financial data
by Shin, Minseok & Kim, Donggyu & Fan, Jianqing
- S0304407623002312 Identification of dynamic binary response models
by Khan, S. & Ponomareva, M. & Tamer, E.
- S0304407623002324 What is a standard error?
by Gelman, Andrew
- S030440762300218X Econometric inference on a large Bayesian game with heterogeneous beliefs
by Kojevnikov, Denis & Song, Kyungchul
- S030440762300235X What is uncertainty in today’s practice of data science?
by Yu, Bin
2023, Volume 236, Issue 2
- S0304407623001501 A structural analysis of simple contracts
by An, Yonghong & Hong, Shengjie & Zhang, Daiqiang
- S0304407623001902 Moments, shocks and spillovers in Markov-switching VAR models
by Kole, Erik & van Dijk, Dick
- S0304407623001926 Inference and forecasting for continuous-time integer-valued trawl processes
by Bennedsen, Mikkel & Lunde, Asger & Shephard, Neil & Veraart, Almut E.D.
- S0304407623001938 A solution to the global identification problem in DSGE models
by Kocięcki, Andrzej & Kolasa, Marcin
- S0304407623001951 When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
by Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan
- S0304407623001963 Two-way fixed effects and differences-in-differences estimators with several treatments
by de Chaisemartin, Clément & D’Haultfœuille, Xavier
- S0304407623002063 Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
by Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel
- S0304407623002075 Bayesian Artificial Neural Networks for frontier efficiency analysis
by Tsionas, Mike & Parmeter, Christopher F. & Zelenyuk, Valentin
- S0304407623002117 Treatment effect models with strategic interaction in treatment decisions
by Hoshino, Tadao & Yanagi, Takahide
- S030440762300194X Generalized linear models with structured sparsity estimators
by Caner, Mehmet
2023, Volume 236, Issue 1
- S0304407623001483 Policy evaluation during a pandemic
by Callaway, Brantly & Li, Tong
- S0304407623001513 Identification of auction models using order statistics
by Luo, Yao & Xiao, Ruli
- S0304407623001550 Dynamic discrete choice models with incomplete data: Sharp identification
by Sasaki, Yuya & Takahashi, Yuya & Xin, Yi & Hu, Yingyao
- S0304407623001586 Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda & Melin, Olena
- S0304407623001598 Semiparametric estimation of latent variable asset pricing models
by Dalderop, Jeroen
- S0304407623001604 Structural VAR models in the Frequency Domain
by Guay, Alain & Pelgrin, Florian
- S0304407623001616 We modeled long memory with just one lag!
by Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien
- S0304407623001628 High-dimensional conditionally Gaussian state space models with missing data
by Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan
- S0304407623001653 Maximum likelihood estimation for α-stable double autoregressive models
by Li, Dong & Tao, Yuxin & Yang, Yaxing & Zhang, Rongmao
- S0304407623001677 Testing many restrictions under heteroskedasticity
by Anatolyev, Stanislav & Sølvsten, Mikkel
- S0304407623001914 Post-processed posteriors for sparse covariances
by Lee, Kwangmin & Lee, Jaeyong
- S030440762300163X Large stochastic volatility in mean VARs
by Cross, Jamie L. & Hou, Chenghan & Koop, Gary & Poon, Aubrey
2023, Volume 235, Issue 2
- 325-351 Sieve BLP: A semi-nonparametric model of demand for differentiated products
by Wang, Ao
- 352-371 Testing for time stochastic dominance
by Lee, Kyungho & Linton, Oliver & Whang, Yoon-Jae
- 372-392 Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models
by Casini, Alessandro
- 393-417 Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models
by Caner, Mehmet & Medeiros, Marcelo & Vasconcelos, Gabriel F.R.
- 418-443 Partial identification and inference in moment models with incomplete data
by Fan, Yanqin & Shi, Xuetao & Tao, Jing
- 444-453 Distribution-invariant differential privacy
by Bi, Xuan & Shen, Xiaotong
- 454-469 Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model
by Yu, Tao & Li, Pengfei & Chen, Baojiang & Yuan, Ao & Qin, Jing
- 470-483 GARCH density and functional forecasts
by Abadir, Karim M. & Luati, Alessandra & Paruolo, Paolo
- 484-506 Robust inference in first-price auctions: Overbidding as an identifying restriction
by Grundl, Serafin & Zhu, Yu
- 507-527 Testing stochastic dominance with many conditioning variables
by Linton, Oliver & Seo, Myung Hwan & Whang, Yoon-Jae
- 528-562 Partial identification in nonseparable binary response models with endogenous regressors
by Gu, Jiaying & Russell, Thomas M.
- 563-591 Robust inference with stochastic local unit root regressors in predictive regressions
by Liu, Yanbo & Phillips, Peter C.B.
- 592-607 Model averaging for asymptotically optimal combined forecasts
by Chen, Yi-Ting & Liu, Chu-An
- 608-642 Global robust Bayesian analysis in large models
by Ho, Paul
- 643-665 Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
by Fiorentini, Gabriele & Sentana, Enrique
- 666-693 Prices, profits, proxies, and production
by Aguiar, Victor H. & Kashaev, Nail & Allen, Roy
- 694-719 Uniform inference in linear panel data models with two-dimensional heterogeneity
by Lu, Xun & Su, Liangjun
- 720-744 Specification tests for time-varying coefficient models
by Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia
Printed from https://ideas.repec.org/s/eee/econom2.html
