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Content
2023, Volume 236, Issue 1
- 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
- 745-778 A GMM approach to estimate the roughness of stochastic volatility
by Bolko, Anine E. & Christensen, Kim & Pakkanen, Mikko S. & Veliyev, Bezirgen
- 779-815 News-implied linkages and local dependency in the equity market
by Ge, Shuyi & Li, Shaoran & Linton, Oliver
- 816-842 Threshold regression with nonparametric sample splitting
by Lee, Yoonseok & Wang, Yulong
- 843-861 Variance–covariance from a metropolis chain on a curved, singular manifold
by Gallant, A. Ronald
- 862-891 Identification and inference of network formation games with misclassified links
by Candelaria, Luis E. & Ura, Takuya
- 892-921 Using monotonicity restrictions to identify models with partially latent covariates
by Bang, Minji & Gao, Wayne Yuan & Postlewaite, Andrew & Sieg, Holger
- 922-926 Using large samples in econometrics
by MacKinnon, James G.
- 927-948 Profile GMM estimation of panel data models with interactive fixed effects
by Hong, Shengjie & Su, Liangjun & Jiang, Tao
- 949-971 Bootstrap specification tests for dynamic conditional distribution models
by Perera, Indeewara & Silvapulle, Mervyn J.
- 972-1000 Testing the martingale difference hypothesis in high dimension
by Chang, Jinyuan & Jiang, Qing & Shao, Xiaofeng
- 1001-1026 Semiparametric partially linear varying coefficient modal regression
by Ullah, Aman & Wang, Tao & Yao, Weixin
- 1027-1053 Indirect inference estimation of dynamic panel data models
by Bao, Yong & Yu, Xuewen
- 1054-1086 Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
by Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul
- 1087-1113 Nonparametric identification and estimation of the extended Roy model
by Lee, Ji Hyung & Park, Byoung G.
- 1114-1143 Lasso inference for high-dimensional time series
by Adamek, Robert & Smeekes, Stephan & Wilms, Ines
- 1144-1171 ETF Basket-Adjusted Covariance estimation
by Boudt, Kris & Dragun, Kirill & Sauri, Orimar & Vanduffel, Steven
- 1172-1202 Distinguishing incentive from selection effects in auction-determined contracts
by Lamy, Laurent & Patnam, Manasa & Visser, Michael
- 1203-1214 Peer effects and endogenous social interactions
by Jochmans, Koen
- 1215-1238 The role of score and information bias in panel data likelihoods
by Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam
- 1239-1256 Community network auto-regression for high-dimensional time series
by Chen, Elynn Y. & Fan, Jianqing & Zhu, Xuening
- 1257-1279 Nonparametric identification and estimation with discrete instruments and regressors
by Loh, Isaac
- 1281-1309 Asymptotic F test in regressions with observations collected at high frequency over long span
by Pellatt, Daniel F. & Sun, Yixiao
- 1310-1336 Two-step estimation of censored quantile regression for duration models with time-varying regressors
by Chen, Songnian
- 1337-1354 Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
by Chen, Song Xi & Guo, Bin & Qiu, Yumou
- 1355-1377 Penalized time-varying model averaging
by Sun, Yuying & Hong, Yongmiao & Wang, Shouyang & Zhang, Xinyu
- 1378-1393 Time-varying unobserved heterogeneity in earnings shocks
by Botosaru, Irene
- 1394-1418 Intraday cross-sectional distributions of systematic risk
by Andersen, Torben G. & Riva, Raul & Thyrsgaard, Martin & Todorov, Viktor
- 1419-1446 Comparing stochastic volatility specifications for large Bayesian VARs
by Chan, Joshua C.C.
- 1447-1463 The distribution of rolling regression estimators
by Cai, Zongwu & Juhl, Ted
- 1464-1482 Estimation and identification of latent group structures in panel data
by Mehrabani, Ali
- 1483-1499 Parametric estimation of long memory in factor models
by Ergemen, Yunus Emre
- 1500-1521 Estimation and inference in factor copula models with exogenous covariates
by Mayer, Alexander & Wied, Dominik
- 1522-1541 Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model
by Pettenuzzo, Davide & Sabbatucci, Riccardo & Timmermann, Allan
- 1542-1563 Joint inference based on Stein-type averaging estimators in the linear regression model
by Boot, Tom
- 1564-1588 A functional estimation approach to the first-price auction models
by Enache, Andreea & Florens, Jean-Pierre & Sbai, Erwann
- 1589-1624 Identifying causal effects in experiments with spillovers and non-compliance
by DiTraglia, Francis J. & García-Jimeno, Camilo & O’Keeffe-O’Donovan, Rossa & Sánchez-Becerra, Alejandro
- 1625-1653 Instrument strength in IV estimation and inference: A guide to theory and practice
by Keane, Michael & Neal, Timothy
- 1654-1679 Binary response models for heterogeneous panel data with interactive fixed effects
by Gao, Jiti & Liu, Fei & Peng, Bin & Yan, Yayi
- 1680-1699 Uniform inference for value functions
by Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas
- 1700-1724 IV methods for Tobit models
by Chesher, Andrew & Kim, Dongwoo & Rosen, Adam M.
- 1725-1746 Debiased machine learning of set-identified linear models
by Semenova, Vira
- 1747-1769 Jackknife estimation of a cluster-sample IV regression model with many weak instruments
by Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen
- 1770-1798 Spatial autoregressions with an extended parameter space and similarity-based weights
by Rossi, Francesca & Lieberman, Offer
- 1799-1826 Wild bootstrap inference for penalized quantile regression for longitudinal data
by Lamarche, Carlos & Parker, Thomas
- 1827-1847 Refining set-identification in VARs through independence
by Drautzburg, Thorsten & Wright, Jonathan H.
- 1848-1875 Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators
by Chen, Jiafeng & Chen, Xiaohong & Tamer, Elie
- 1876-1892 Shrinkage estimation of multiple threshold factor models
by Ma, Chenchen & Tu, Yundong
- 1893-1916 Approximate factor models with weaker loadings
by Bai, Jushan & Ng, Serena
- 1917-1933 Large volatility matrix analysis using global and national factor models
by Choi, Sung Hoon & Kim, Donggyu
- 1934-1954 Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications
by Bu, Ruijun & Kim, Jihyun & Wang, Bin
- 1955-1980 Identifying latent group structures in spatial dynamic panels
by Su, Liangjun & Wang, Wuyi & Xu, Xingbai
- 1981-2004 One-way or two-way factor model for matrix sequences?
by He, Yong & Kong, Xinbing & Trapani, Lorenzo & Yu, Long
- 2005-2026 Wald, QLR, and score tests when parameters are subject to linear inequality constraints
by Fan, Yanqin & Shi, Xuetao
- 2027-2056 Testing for the appropriate level of clustering in linear regression models
by MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D.
- 2057-2081 Social threshold regression
by Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo
- 2082-2095 Stochastic properties of nonlinear locally-nonstationary filters
by Blasques, Francisco & Nientker, Marc
- 2096-2124 Inference on individual treatment effects in nonseparable triangular models
by Ma, Jun & Marmer, Vadim & Yu, Zhengfei
- 2125-2154 The spread of COVID-19 in London: Network effects and optimal lockdowns
by Julliard, Christian & Shi, Ran & Yuan, Kathy
- 2155-2194 Efficient peer effects estimators with group effects
by Kuersteiner, Guido M. & Prucha, Ingmar R. & Zeng, Ying
- 2195-2217 Sparse quantile regression
by Chen, Le-Yu & Lee, Sokbae
- 2218-2244 What’s trending in difference-in-differences? A synthesis of the recent econometrics literature
by Roth, Jonathan & Sant’Anna, Pedro H.C. & Bilinski, Alyssa & Poe, John
- 2245-2265 Semi-nonparametric estimation of random coefficients logit model for aggregate demand
by Lu, Zhentong & Shi, Xiaoxia & Tao, Jing
- 2266-2284 Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics
by Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z.
- 2285-2294 Reproducibility and transparency versus privacy and confidentiality: Reflections from a data editor
by Vilhuber, Lars
2023, Volume 235, Issue 1
- 1-24 Identification-robust nonparametric inference in a linear IV model
by Antoine, Bertille & Lavergne, Pascal
- 25-42 Over-identified Doubly Robust identification and estimation
by Lewbel, Arthur & Choi, Jin Young & Zhou, Zhuzhu
- 43-64 Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model
by Gribisch, Bastian & Hartkopf, Jan Patrick
- 65-81 A higher-order correct fast moving-average bootstrap for dependent data
by La Vecchia, Davide & Moor, Alban & Scaillet, Olivier
- 82-104 On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
by Van de Sijpe, Nicolas & Windmeijer, Frank
- 105-132 A corrected Clarke test for model selection and beyond
by Brück, Florian & Fermanian, Jean-David & Min, Aleksey
- 133-165 Bootstrap inference for Hawkes and general point processes
by Cavaliere, Giuseppe & Lu, Ye & Rahbek, Anders & Stærk-Østergaard, Jacob
- 166-179 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
- 180-201 Time series estimation of the dynamic effects of disaster-type shocks
by Davis, Richard & Ng, Serena
- 202-219 Asymptotic properties of Bayesian inference in linear regression with a structural break
by Shimizu, Kenichi
- 220-238 A condition for the identification of multivariate models with binary instruments
by Gunsilius, Florian F.
- 239-255 Bootstrap analysis of mutual fund performance
by Huang, Haitao & Jiang, Lei & Leng, Xuan & Peng, Liang
- 256-279 The effects of training incidence and planned training duration on labor market transitions
by Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie
- 280-301 Model averaging prediction by K-fold cross-validation
by Zhang, Xinyu & Liu, Chu-An
- 302-324 Logical differencing in dyadic network formation models with nontransferable utilities
by Gao, Wayne Yuan & Li, Ming & Xu, Sheng
2023, Volume 234, Issue S
- 15-24 Reprint of: Formulation and estimation of stochastic frontier production function models
by Aigner, Dennis & Lovell, C.A. Knox & Schmidt, Peter
- 25-37 Reprint of: Generalized Autoregressive Conditional Heteroskedasticity
by Bollerslev, Tim
- 38-55 Reprint of: Initial conditions and moment restrictions in dynamic panel data models
by Blundell, Richard & Bond, Stephen
- 56-69 Reprint of: Testing for unit roots in heterogeneous panels
by Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol
- 70-90 Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms
by Diebold, Francis X. & Yılmaz, Kamil
2023, Volume 234, Issue 2
- 371-393 Isotonic regression discontinuity designs
by Babii, Andrii & Kumar, Rohit
- 394-450 Estimation and inference for policy relevant treatment effects
by Sasaki, Yuya & Ura, Takuya
- 451-478 Estimation of treatment effects under endogenous heteroskedasticity
by Abrevaya, Jason & Xu, Haiqing
- 479-511 Identifying treatment effects in the presence of confounded types
by Kédagni, Désiré
- 512-535 Forward-selected panel data approach for program evaluation
by Shi, Zhentao & Huang, Jingyi
- 536-564 Partially identifying competing risks models: An application to the war on cancer
by Kim, Dongwoo
- 565-584 Identifying marginal treatment effects in the presence of sample selection
by Bartalotti, Otávio & Kédagni, Désiré & Possebom, Vitor
- 585-623 Identification and estimation of triangular models with a binary treatment
by Pereda-Fernández, Santiago
- 624-646 Treatment recommendation with distributional targets
by Kock, Anders Bredahl & Preinerstorfer, David & Veliyev, Bezirgen
- 647-663 Probabilistic prediction for binary treatment choice: With focus on personalized medicine
by Manski, Charles F.
- 664-690 Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
by D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya
- 691-713 Synthetic Learner: Model-free inference on treatments over time
by Viviano, Davide & Bradic, Jelena
- 714-731 Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
by Kueck, Jannis & Luo, Ye & Spindler, Martin & Wang, Zigan
- 732-757 Multiple treatments with strategic substitutes
by Balat, Jorge F. & Han, Sukjin
- 758-776 Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
by Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong
2023, Volume 234, Issue 1
- 3-27 State-domain change point detection for nonlinear time series regression
by Cui, Yan & Yang, Jun & Zhou, Zhou
- 28-52 Improved marginal likelihood estimation via power posteriors and importance sampling
by Li, Yong & Wang, Nianling & Yu, Jun
- 53-81 Bias reduction in spot volatility estimation from options
by Todorov, Viktor & Zhang, Yang
- 82-105 Maximum likelihood estimation of stochastic frontier models with endogeneity
by Centorrino, Samuele & Pérez-Urdiales, María
- 106-127 Irregular identification of structural models with nonparametric unobserved heterogeneity
by Escanciano, Juan Carlos
- 128-150 Vector copulas
by Fan, Yanqin & Henry, Marc
- 151-177 Most powerful test against a sequence of high dimensional local alternatives
by He, Yi & Jaidee, Sombut & Gao, Jiti
- 178-204 Conditional asymmetry in Power ARCH(∞) models
by Royer, Julien
- 205-226 Quantile regression with censoring and sample selection
by Chen, Songnian & Wang, Qian
- 227-250 A new robust inference for predictive quantile regression
by Cai, Zongwu & Chen, Haiqiang & Liao, Xiaosai
- 251-275 Quasi score-driven models
by Blasques, F. & Francq, Christian & Laurent, Sébastien
- 276-300 Structural inference in sparse high-dimensional vector autoregressions
by Krampe, J. & Paparoditis, E. & Trenkler, C.
- 301-326 Identification of unobserved distribution factors and preferences in the collective household model
by Hubner, Stefan
- 327-352 Finite-sample corrected inference for two-step GMM in time series
by Hwang, Jungbin & Valdés, Gonzalo
- 353-370 PELVE: Probability Equivalent Level of VaR and ES
by Li, Hengxin & Wang, Ruodu
2023, Volume 233, Issue 2
- 340-374 It ain’t where you’re from, it’s where you’re at: Hiring origins, firm heterogeneity, and wages
by Di Addario, Sabrina & Kline, Patrick & Saggio, Raffaele & Sølvsten, Mikkel
- 375-395 Do firm effects drift? Evidence from Washington administrative data
by Lachowska, Marta & Mas, Alexandre & Saggio, Raffaele & Woodbury, Stephen A.
- 396-423 Firm pay dynamics
by Engbom, Niklas & Moser, Christian & Sauermann, Jan
- 424-442 Establishment age and wages
by Schmieder, Johannes F.
- 443-467 Twisting the demand curve: Digitalization and the older workforce
by Barth, Erling & Davis, James C. & Freeman, Richard B. & McElheran, Kristina
- 468-506 Social connections and the sorting of workers to firms
by Eliason, Marcus & Hensvik, Lena & Kramarz, Francis & Skans, Oskar Nordström
- 507-523 Gender differences in sorting on wages and risk
by Lavetti, Kurt & Schmutte, Ian M.
- 524-543 Cyclical labor market sorting
by Crane, Leland D. & Hyatt, Henry R. & Murray, Seth M.
- 544-567 Employer policies and the immigrant–native earnings gap
by Dostie, Benoit & Li, Jiang & Card, David & Parent, Daniel
- 568-595 The determinants of displaced workers’ wages: Sorting, matching, selection, and the Hartz reforms
by Woodcock, Simon D.
- 596-611 The persistence of wages
by Carneiro, Anabela & Portugal, Pedro & Raposo, Pedro & Rodrigues, Paulo M.M.
- 612-632 Union membership density and wages: The role of worker, firm, and job-title heterogeneity
by Addison, John T. & Portugal, Pedro & de Almeida Vilares, Hugo
- 633-660 Unequal use of social insurance benefits: The role of employers
by Bana, Sarah & Bedard, Kelly & Rossin-Slater, Maya & Stearns, Jenna
- 661-688 Internal labor markets: A worker flow approach
by Huitfeldt, Ingrid & Kostøl, Andreas R. & Nimczik, Jan & Weber, Andrea
- 689-714 Estimation of spillover effects with matched data or longitudinal network data
by Braun, Martin & Verdier, Valentin
2023, Volume 233, Issue 1
- 1-21 Multi-dimensional latent group structures with heterogeneous distributions
by Leng, Xuan & Chen, Heng & Wang, Wendun
- 22-44 Canonical correlation-based model selection for the multilevel factors
by Choi, In & Lin, Rui & Shin, Yongcheol
- 45-65 Estimation of panel group structure models with structural breaks in group memberships and coefficients
by Lumsdaine, Robin L. & Okui, Ryo & Wang, Wendun
- 66-87 Shrinkage estimation of network spillovers with factor structured errors
by Higgins, Ayden & Martellosio, Federico
- 88-112 A test for Kronecker Product Structure covariance matrix
by Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles
- 113-131 Factor-based imputation of missing values and covariances in panel data of large dimensions
by Cahan, Ercument & Bai, Jushan & Ng, Serena
- 132-154 Group fused Lasso for large factor models with multiple structural breaks
by Ma, Chenchen & Tu, Yundong
- 155-183 High-dimensional VARs with common factors
by Miao, Ke & Phillips, Peter C.B. & Su, Liangjun
- 184-208 Treatment effects in interactive fixed effects models with a small number of time periods
by Callaway, Brantly & Karami, Sonia
- 209-236 Quasi-maximum likelihood estimation of break point in high-dimensional factor models
by Duan, Jiangtao & Bai, Jushan & Han, Xu
- 237-250 Information criteria for latent factor models: A study on factor pervasiveness and adaptivity
by Guo, Xiao & Chen, Yu & Tang, Cheng Yong
- 251-270 Identifying latent factors based on high-frequency data
by Sun, Yucheng & Xu, Wen & Zhang, Chuanhai
- 271-301 Large dimensional latent factor modeling with missing observations and applications to causal inference
by Xiong, Ruoxuan & Pelger, Markus
- 302-331 Testing for structural changes in large dimensional factor models via discrete Fourier transform
by Fu, Zhonghao & Hong, Yongmiao & Wang, Xia
2023, Volume 232, Issue 2
- 272-299 Cluster-robust inference: A guide to empirical practice
by MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D.
- 300-319 Fully modified least squares cointegrating parameter estimation in multicointegrated systems
by Kheifets, Igor L. & Phillips, Peter C.B.
- 320-345 High dimensional semiparametric moment restriction models
by Dong, Chaohua & Gao, Jiti & Linton, Oliver
- 346-366 Second-order refinements for t-ratios with many instruments
by Matsushita, Yukitoshi & Otsu, Taisuke
- 367-388 Smoothed quantile regression with large-scale inference
by He, Xuming & Pan, Xiaoou & Tan, Kean Ming & Zhou, Wen-Xin
- 389-415 Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process
by Wang, Xiaohu & Xiao, Weilin & Yu, Jun
- 416-444 A discrete-time hedging framework with multiple factors and fat tails: On what matters
by Augustyniak, Maciej & Badescu, Alexandru & Bégin, Jean-François
- 445-468 Estimating the variance of a combined forecast: Bootstrap-based approach
by Hounyo, Ulrich & Lahiri, Kajal
- 469-489 When bias contributes to variance: True limit theory in functional coefficient cointegrating regression
by Phillips, Peter C.B. & Wang, Ying
- 490-500 Relaxing conditional independence in an endogenous binary response model
by Carlson, Alyssa
- 501-520 Scalable inference for a full multivariate stochastic volatility model
by Dellaportas, Petros & Titsias, Michalis K. & Petrova, Katerina & Plataniotis, Anastasios
- 521-543 A simple joint model for returns, volatility and volatility of volatility
by Ding, Yashuang (Dexter)
- 544-564 Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
by Chen, Xin & Yang, Dan & Xu, Yan & Xia, Yin & Wang, Dong & Shen, Haipeng
- 565-575 Why randomize? Minimax optimality under permutation invariance
by Bai, Yuehao
- 576-597 Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
by Botosaru, Irene & Muris, Chris & Pendakur, Krishna
2023, Volume 232, Issue 1
- 1-17 Time series analysis of COVID-19 infection curve: A change-point perspective
by Jiang, Feiyu & Zhao, Zifeng & Shao, Xiaofeng
- 18-34 Nowcasting the output gap
by Berger, Tino & Morley, James & Wong, Benjamin
- 35-51 Time varying Markov process with partially observed aggregate data: An application to coronavirus
by Gourieroux, C. & Jasiak, J.
- 52-69 Nowcasting in a pandemic using non-parametric mixed frequency VARs
by Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef
- 70-86 How to go viral: A COVID-19 model with endogenously time-varying parameters
by Ho, Paul & Lubik, Thomas A. & Matthes, Christian
- 87-108 Nonparametric comparison of epidemic time trends: The case of COVID-19
by Khismatullina, Marina & Vogt, Michael
- 109-131 Who should get vaccinated? Individualized allocation of vaccines over SIR network
by Kitagawa, Toru & Wang, Guanyi
- 132-147 Sparse spatio-temporal autoregressions by profiling and bagging
by Ma, Yingying & Guo, Shaojun & Wang, Hansheng
- 148-167 Efficient closed-form estimation of large spatial autoregressions
by Gupta, Abhimanyu
- 168-190 Spatial econometrics for misaligned data
by Pouliot, Guillaume Allaire
- 191-213 A spatial panel quantile model with unobserved heterogeneity
by Ando, Tomohiro & Li, Kunpeng & Lu, Lina
- 214-243 Estimation of spatial sample selection models: A partial maximum likelihood approach
by Rabovič, Renata & Čížek, Pavel
- 244-269 Higher-order least squares inference for spatial autoregressions
by Rossi, Francesca & Robinson, Peter M.
2022, Volume 231, Issue 2
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