Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Editor: T. Amemiya
Editor: A. R. Gallant
Editor: J. F. Geweke
Editor: C. Hsiao
Editor: P. M. Robinson
The email address of this editor does not seem to be valid any more. Please ask P. M. Robinson to have the entry updated or send us the correct address.
Additional information is available for the following registered editor(s):
Takeshi Amemiya , A. Ronald Gallant , John Geweke , Cheng Hsiao .
Series handle: RePEc:eee:econom
ISSN: 0304-4076
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .
Content
2024, Volume 241, Issue 1
- S0304407624000629 Predictive ability tests with possibly overlapping models
by Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel
- S0304407624000708 No star is good news: A unified look at rerandomization based on p-values from covariate balance tests
by Zhao, Anqi & Ding, Peng
- S0304407624000733 Wild bootstrap inference for instrumental variables regressions with weak and few clusters
by Wang, Wenjie & Zhang, Yichong
- S0304407624000800 Estimation and inference of seller’s expected revenue in first-price auctions
by Zincenko, Federico
- S0304407624000812 A vector monotonicity assumption for multiple instruments
by Goff, Leonard
- S0304407624000848 Testing identification conditions of LATE in fuzzy regression discontinuity designs
by Hsu, Yu-Chin & Shiu, Ji-Liang & Wan, Yuanyuan
- S0304407624000861 Covariate adjustment in experiments with matched pairs
by Bai, Yuehao & Jiang, Liang & Romano, Joseph P. & Shaikh, Azeem M. & Zhang, Yichong
- S0304407624000885 The law of large numbers for large stable matchings
by Schwartz, Jacob & Song, Kyungchul
- S030440762400071X Bayesian estimation of cluster covariance matrices of unknown form
by Creal, Drew & Kim, Jaeho
2024, Volume 240, Issue 2
- S0304407620303341 Standard errors for panel data models with unknown clusters
by Bai, Jushan & Choi, Sung Hoon & Liao, Yuan
- S0304407620303389 Maximum likelihood estimation of latent Markov models using closed-form approximations
by Aït-Sahalia, Yacine & Li, Chenxu & Li, Chen Xu
- S0304407620303390 Network and panel quantile effects via distribution regression
by Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin
- S0304407621000154 A comparison of the GB2 and skewed generalized log-t distributions with an application in finance
by Higbee, Joshua D. & McDonald, James B.
- S0304407621000427 Local regression distribution estimators
by Cattaneo, Matias D. & Jansson, Michael & Ma, Xinwei
- S0304407621000439 Testing and relaxing the exclusion restriction in the control function approach
by D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya
- S0304407621000440 Using Wasserstein Generative Adversarial Networks for the design of Monte Carlo simulations
by Athey, Susan & Imbens, Guido W. & Metzger, Jonas & Munro, Evan
- S0304407621000567 Nonseparable sample selection models with censored selection rules
by Fernández-Val, Ivan & van Vuuren, Aico & Vella, Francis
- S0304407622000409 On uniform inference in nonlinear models with endogeneity
by Khan, Shakeeb & Nekipelov, Denis
- S0304407622001609 Testing unconditional and conditional independence via mutual information
by Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping
- S0304407622001610 Kernel density estimation for undirected dyadic data
by Graham, Bryan S. & Niu, Fengshi & Powell, James L.
- S0304407623000295 One instrument to rule them all: The bias and coverage of just-ID IV
by Angrist, Joshua & Kolesár, Michal
- S0304407623000301 Is Newey–West optimal among first-order kernels?
by Kolokotrones, Thomas & Stock, James H. & Walker, Christopher D.
- S0304407623000702 Instrumental variable estimation with first-stage heterogeneity
by Abadie, Alberto & Gu, Jiaying & Shen, Shu
- S0304407623001434 Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
by Arellano, Manuel & Blundell, Richard & Bonhomme, Stéphane & Light, Jack
- S0304407623002166 Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators
by Liu, Lin & Mukherjee, Rajarshi & Robins, James M.
- S030440762030364X Financially adaptive clinical trials via option pricing analysis
by Chaudhuri, Shomesh E. & Lo, Andrew W.
- S030440762100097X Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
by Windmeijer, Frank
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
Printed from https://ideas.repec.org/s/eee/econom3.html