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Content
2021, Volume 222, Issue 1
- 56-72 BLP estimation using Laplace transformation and overlapping simulation draws
by Hong, Han & Li, Huiyu & Li, Jessie
- 73-88 Control variables, discrete instruments, and identification of structural functions
by Newey, Whitney & Stouli, Sami
- 89-106 Assessing consumer demand with noisy neural measurements
by Webb, Ryan & Mehta, Nitin & Levy, Ifat
- 107-140 Evaluating consumers’ choices of Medicare Part D plans: A study in behavioral welfare economics
by Keane, Michael & Ketcham, Jonathan & Kuminoff, Nicolai & Neal, Timothy
- 141-160 Disentangling moral hazard and adverse selection in private health insurance
by Powell, David & Goldman, Dana
- 161-195 How well do structural demand models work? Counterfactual predictions in school choice
by Pathak, Parag A. & Shi, Peng
- 196-218 Vehicle size choice and automobile externalities: A dynamic analysis
by Winston, Clifford & Yan, Jia
- 219-243 Estimation of endogenously sampled time series: The case of commodity price speculation in the steel market
by Hall, George & Rust, John
- 244-260 The browser war — Analysis of Markov Perfect Equilibrium in markets with dynamic demand effects
by Jenkins, Mark & Liu, Paul & Matzkin, Rosa L. & McFadden, Daniel L.
- 269-294 Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
by Fan, Jianqing & Ke, Yuan & Liao, Yuan
- 295-323 Estimation and inference in semiparametric quantile factor models
by Ma, Shujie & Linton, Oliver & Gao, Jiti
- 324-343 Time-varying general dynamic factor models and the measurement of financial connectedness
by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer
- 344-363 Tail risk and return predictability for the Japanese equity market
by Andersen, Torben G. & Todorov, Viktor & Ubukata, Masato
- 364-392 Closed-form implied volatility surfaces for stochastic volatility models with jumps
by Aït-Sahalia, Yacine & Li, Chenxu & Li, Chen Xu
- 393-410 Volatility analysis with realized GARCH-Itô models
by Song, Xinyu & Kim, Donggyu & Yuan, Huiling & Cui, Xiangyu & Lu, Zhiping & Zhou, Yong & Wang, Yazhen
- 411-428 The Observed Asymptotic Variance: Hard edges, and a regression approach
by Mykland, Per A. & Zhang, Lan
- 429-450 Autoencoder asset pricing models
by Gu, Shihao & Kelly, Bryan & Xiu, Dacheng
- 451-467 Generalized aggregation of misspecified models: With an application to asset pricing
by Gospodinov, Nikolay & Maasoumi, Esfandiar
- 468-483 The implied arbitrage mechanism in financial markets
by Chen, Shiyi & Chng, Michael T. & Liu, Qingfu
- 484-501 Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
by Chen, Xiaohong & Huang, Zhuo & Yi, Yanping
- 502-515 High dimensional minimum variance portfolio estimation under statistical factor models
by Ding, Yi & Li, Yingying & Zheng, Xinghua
- 516-538 New testing approaches for mean–variance predictability
by Fiorentini, Gabriele & Sentana, Enrique
- 539-560 Autoregressive models for matrix-valued time series
by Chen, Rong & Xiao, Han & Yang, Dan
- 561-578 The wisdom of the crowd and prediction markets
by Dai, Min & Jia, Yanwei & Kou, Steven
- 579-600 Max-linear regression models with regularization
by Cui, Qiurong & Xu, Yuqing & Zhang, Zhengjun & Chan, Vincent
- 601-624 Testing for observation-dependent regime switching in mixture autoregressive models
by Meitz, Mika & Saikkonen, Pentti
- 625-644 Testing constancy in varying coefficient models
by Delgado, Miguel A. & Arteaga-Molina, Luis A.
- 645-675 Dynamic decisions under subjective expectations: A structural analysis
by An, Yonghong & Hu, Yingyao & Xiao, Ruli
- 676-687 On the validity of Akaike’s identity for random fields
by Jentsch, Carsten & Meyer, Marco
- 688-715 Nonparametric estimation of jump diffusion models
by Park, Joon Y. & Wang, Bin
- 716-744 (Machine) learning parameter regions
by Montiel Olea, José Luis & Nesbit, James
- 745-777 On factor models with random missing: EM estimation, inference, and cross validation
by Jin, Sainan & Miao, Ke & Su, Liangjun
- 778-804 Linear IV regression estimators for structural dynamic discrete choice models
by Kalouptsidi, Myrto & Scott, Paul T. & Souza-Rodrigues, Eduardo
- 805-832 Empirical asset pricing with multi-period disaster risk: A simulation-based approach
by Sönksen, Jantje & Grammig, Joachim
- 833-860 Bayesian MIDAS penalized regressions: Estimation, selection, and prediction
by Mogliani, Matteo & Simoni, Anna
2021, Volume 221, Issue 2
- 337-367 Estimation of dynamic panel spatial vector autoregression: Stability and spatial multivariate cointegration
by Yang, Kai & Lee, Lung-fei
- 368-380 Robust and optimal estimation for partially linear instrumental variables models with partial identification
by Chen, Qihui
- 381-408 Varying random coefficient models
by Breunig, Christoph
- 409-423 Testing high-dimensional covariance matrices under the elliptical distribution and beyond
by Yang, Xinxin & Zheng, Xinghua & Chen, Jiaqi
- 424-454 Spatial dynamic panel data models with correlated random effects
by Li, Liyao & Yang, Zhenlin
- 455-482 Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors
by Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo
- 483-509 Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks
by Hou, Lei & Li, Kunpeng & Li, Qi & Ouyang, Min
- 510-541 Detection of units with pervasive effects in large panel data models
by Kapetanios, G. & Pesaran, M.H. & Reese, S.
- 542-568 Missing observations in observation-driven time series models
by Blasques, F. & Gorgi, P. & Koopman, S.J.
- 569-590 The factor analytical approach in near unit root interactive effects panels
by Norkutė, Milda & Westerlund, Joakim
- 591-615 Estimation and inference in spatial models with dominant units
by Pesaran, M. Hashem & Yang, Cynthia Fan
- 616-643 Diffusion copulas: Identification and estimation
by Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis
- 644-654 Overlap in observational studies with high-dimensional covariates
by D’Amour, Alexander & Ding, Peng & Feller, Avi & Lei, Lihua & Sekhon, Jasjeet
- 655-675 The continuous-time limit of score-driven volatility models
by Buccheri, Giuseppe & Corsi, Fulvio & Flandoli, Franco & Livieri, Giulia
2021, Volume 221, Issue 1
- 1-24 Bootstrap based probability forecasting in multiplicative error models
by Perera, Indeewara & Silvapulle, Mervyn J.
- 25-42 Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
by Aradillas-López, Andrés
- 43-67 A general semiparametric approach to inference with marker-dependent hazard rate models
by van den Berg, Gerard. J. & Janys, Lena & Mammen, Enno & Nielsen, Jens Perch
- 68-77 Jackknife empirical likelihood for inequality constraints on regular functionals
by Chen, Ruxin & Tabri, Rami V.
- 78-96 Efficient size correct subset inference in homoskedastic linear instrumental variables regression
by Kleibergen, Frank
- 97-117 ExpectHill estimation, extreme risk and heavy tails
by Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles
- 118-137 Hierarchical Markov-switching models for multivariate integer-valued time-series
by Catania, Leopoldo & Di Mari, Roberto
- 138-159 Testing continuity of a density via g-order statistics in the regression discontinuity design
by Bugni, Federico A. & Canay, Ivan A.
- 160-179 Likelihood inference and the role of initial conditions for the dynamic panel data model
by Barbosa, José Diogo & Moreira, Marcelo J.
- 180-197 Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
by Qu, Xi & Lee, Lung-fei & Yang, Chao
- 198-222 Nonstationary panel models with latent group structures and cross-section dependence
by Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun
- 223-246 Optimal Linear Instrumental Variables Approximations
by Escanciano, Juan Carlos & Li, Wei
- 247-276 An automated approach towards sparse single-equation cointegration modelling
by Smeekes, Stephan & Wijler, Etienne
- 277-311 Estimating multiple breaks in nonstationary autoregressive models
by Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai-Leung
- 312-336 Frequentist properties of Bayesian inequality tests
by Kaplan, David M. & Zhuo, Longhao
2021, Volume 220, Issue 2
- 227-252 Second-order corrected likelihood for nonlinear panel models with fixed effects
by Dhaene, Geert & Sun, Yutao
- 253-271 Semiparametric identification in panel data discrete response models
by Aristodemou, Eleni
- 272-295 Identifying latent group structures in nonlinear panels
by Wang, Wuyi & Su, Liangjun
- 296-324 Nonlinear factor models for network and panel data
by Chen, Mingli & Fernández-Val, Iván & Weidner, Martin
- 325-348 On the robustness of the pooled CCE estimator
by Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim
- 349-365 Estimating and testing high dimensional factor models with multiple structural changes
by Baltagi, Badi H. & Kao, Chihwa & Wang, Fa
- 366-398 Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors
by Andreou, Elena & Ghysels, Eric
- 399-415 Estimation of heterogeneous panels with systematic slope variations
by Breitung, Jörg & Salish, Nazarii
- 416-446 Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
by Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei
- 447-473 Heterogeneous structural breaks in panel data models
by Okui, Ryo & Wang, Wendun
- 474-503 Inferential theory for heterogeneity and cointegration in large panels
by Trapani, Lorenzo
- 504-531 Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
by Kapetanios, George & Serlenga, Laura & Shin, Yongcheol
- 532-543 An econometric approach to the estimation of multi-level models
by Yang, Yimin & Schmidt, Peter
- 544-561 Detecting granular time series in large panels
by Brownlees, Christian & Mesters, Geert
- 562-588 Estimation of a nonparametric model for bond prices from cross-section and time series information
by Koo, Bonsoo & La Vecchia, Davide & Linton, Oliver
- 589-605 Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit
by Khalaf, Lynda & Kichian, Maral & Saunders, Charles J. & Voia, Marcel
2021, Volume 220, Issue 1
- 2-22 Panel forecasts of country-level Covid-19 infections
by Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank
- 23-62 Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S
by Chernozhukov, Victor & Kasahara, Hiroyuki & Schrimpf, Paul
- 63-85 Identification and estimation of the SEIRD epidemic model for COVID-19
by Korolev, Ivan
- 86-105 Consumer panic in the COVID-19 pandemic
by Keane, Michael & Neal, Timothy
- 106-129 Estimating the fraction of unreported infections in epidemics with a known epicenter: An application to COVID-19
by Hortaçsu, Ali & Liu, Jiarui & Schwieg, Timothy
- 130-157 When will the Covid-19 pandemic peak?
by Li, Shaoran & Linton, Oliver
- 158-180 Sparse HP filter: Finding kinks in the COVID-19 contact rate
by Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki
- 181-192 Estimating the COVID-19 infection rate: Anatomy of an inference problem
by Manski, Charles F. & Molinari, Francesca
- 193-213 Estimation of Covid-19 prevalence from serology tests: A partial identification approach
by Toulis, Panos
2020, Volume 219, Issue 2
- 204-230 The term structure of equity and variance risk premia
by Aït-Sahalia, Yacine & Karaman, Mustafa & Mancini, Loriano
- 231-259 Point optimal testing with roots that are functionally local to unity
by Bykhovskaya, Anna & Phillips, Peter C.B.
- 260-280 Score tests in GMM: Why use implied probabilities?
by Chaudhuri, Saraswata & Renault, Eric
- 281-313 Asymptotic theory for time series with changing mean and variance
by Dalla, Violetta & Giraitis, Liudas & Robinson, Peter M.
- 314-328 Testing for a trend with persistent errors
by Elliott, Graham
- 329-353 Heterogeneous panel data models with cross-sectional dependence
by Gao, Jiti & Xia, Kai & Zhu, Huanjun
- 354-388 Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
by Harris, David & Kew, Hsein & Taylor, A.M. Robert
- 389-424 Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
by Hong, Seok Young & Linton, Oliver
- 425-455 Hypothesis testing based on a vector of statistics
by King, Maxwell L. & Zhang, Xibin & Akram, Muhammad
- 456-477 High-dimensional predictive regression in the presence of cointegration
by Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying
- 478-487 High-frequency jump tests: Which test should we use?
by Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S.
- 488-506 Adjusted QMLE for the spatial autoregressive parameter
by Martellosio, Federico & Hillier, Grant
- 507-541 Econometric analysis of production networks with dominant units
by Pesaran, M. Hashem & Yang, Cynthia Fan
2020, Volume 219, Issue 1
- 1-18 Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids
by Gimenes, Nathalie & Guerre, Emmanuel
- 19-37 Specification test on mixed logit models
by Hahn, Jinyong & Hausman, Jerry & Lustig, Josh
- 38-51 Uniform nonparametric inference for time series
by Li, Jia & Liao, Zhipeng
- 52-65 Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
by Lin, Yingqian & Tu, Yundong
- 66-100 Estimation and inference of change points in high-dimensional factor models
by Bai, Jushan & Han, Xu & Shi, Yutang
- 101-122 Doubly robust difference-in-differences estimators
by Sant’Anna, Pedro H.C. & Zhao, Jun
- 123-136 Testing-optimal kernel choice in HAR inference
by Sun, Yixiao & Yang, Jingjing
- 137-170 Panel threshold models with interactive fixed effects
by Miao, Ke & Li, Kunpeng & Su, Liangjun
- 171-200 Ill-posed estimation in high-dimensional models with instrumental variables
by Breunig, Christoph & Mammen, Enno & Simoni, Anna
2020, Volume 218, Issue 2
- 247-270 Impossible inference in econometrics: Theory and applications
by Bertanha, Marinho & Moreira, Marcelo J.
- 271-293 Testing identification strength
by Antoine, Bertille & Renault, Eric
- 294-316 Testing the impossible: Identifying exclusion restrictions
by Kiviet, Jan F.
- 317-345 Inference in partially identified heteroskedastic simultaneous equations models
by Lütkepohl, Helmut & Milunovich, George & Yang, Minxian
- 346-372 Inference in second-order identified models
by Dovonon, Prosper & Hall, Alastair R. & Kleibergen, Frank
- 373-389 A geometric approach to inference in set-identified entry games
by Bontemps, Christian & Kumar, Rohit
- 390-418 Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory
by Doko Tchatoka, Firmin & Dufour, Jean-Marie
- 419-434 Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
by Khalaf, Lynda & Saunders, Charles J.
- 435-450 Randomization inference for difference-in-differences with few treated clusters
by MacKinnon, James G. & Webb, Matthew D.
- 451-475 The fast iterated bootstrap
by Davidson, Russell & Trokić, Mirza
- 476-495 Bootstrapping factor models with cross sectional dependence
by Gonçalves, Sílvia & Perron, Benoit
- 496-531 Generic results for establishing the asymptotic size of confidence sets and tests
by Andrews, Donald W.K. & Cheng, Xu & Guggenberger, Patrik
- 532-560 Inference of local regression in the presence of nuisance parameters
by Xu, Ke-Li
- 561-586 Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models
by Komunjer, Ivana & Zhu, Yinchu
- 587-608 Regression discontinuity designs, white noise models, and minimax
by Tuvaandorj, Purevdorj
- 609-632 Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
by Galbraith, John W. & Zinde-Walsh, Victoria
- 633-654 Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
by Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji
- 655-689 Testing distributional assumptions using a continuum of moments
by Amengual, Dante & Carrasco, Marine & Sentana, Enrique
- 690-713 Volatility regressions with fat tails
by Kim, Jihyun & Meddahi, Nour
- 714-735 Stationary bubble equilibria in rational expectation models
by Gourieroux, C. & Jasiak, J. & Monfort, A.
- 736-749 A Simple R-estimation method for semiparametric duration models
by Hallin, Marc & La Vecchia, Davide
- 750-770 Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
by Gungor, Sermin & Luger, Richard
2020, Volume 218, Issue 1
- 1-31 Estimating latent asset-pricing factors
by Lettau, Martin & Pelger, Markus
- 32-81 Statistical inferences for price staleness
by Kolokolov, Aleksey & Livieri, Giulia & Pirino, Davide
- 82-104 Spatial dynamic models with intertemporal optimization: Specification and estimation
by Jeong, Hanbat & Lee, Lung-fei
- 105-118 Reducing the state space dimension in a large TVP-VAR
by Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W.
- 119-139 A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
by Fan, Jianqing & Feng, Yang & Xia, Lucy
- 140-177 Asymptotic F tests under possibly weak identification
by Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin
- 178-215 On the unbiased asymptotic normality of quantile regression with fixed effects
by Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav
- 216-241 Regression discontinuity design with many thresholds
by Bertanha, Marinho
2020, Volume 217, Issue 2
- 207-229 Liquidity and volatility in the U.S. Treasury market
by Nguyen, Giang & Engle, Robert & Fleming, Michael & Ghysels, Eric
- 230-258 The leverage effect puzzle revisited: Identification in discrete time
by Han, Hyojin & Khrapov, Stanislav & Renault, Eric
- 259-290 Volatility estimation and jump detection for drift–diffusion processes
by Laurent, Sébastien & Shi, Shuping
- 291-311 Spanning tests for Markowitz stochastic dominance
by Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas
- 312-334 Dynamics of variance risk premia: A new model for disentangling the price of risk
by Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco
- 335-355 Partially censored posterior for robust and efficient risk evaluation
by Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K.
- 356-380 Virtual Historical Simulation for estimating the conditional VaR of large portfolios
by Francq, Christian & Zakoïan, Jean-Michel
- 381-397 Nearest comoment estimation with unobserved factors
by Boudt, Kris & Cornilly, Dries & Verdonck, Tim
- 398-410 Flexible multivariate Hill estimators
by Dominicy, Yves & Heikkilä, Matias & Ilmonen, Pauliina & Veredas, David
- 411-430 Multivariate leverage effects and realized semicovariance GARCH models
by Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier
- 431-470 Estimation of a multiplicative correlation structure in the large dimensional case
by Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan
- 471-495 Incorporating overnight and intraday returns into multivariate GARCH volatility models
by Dhaene, Geert & Wu, Jianbin
- 496-522 Nonlinearities and regimes in conditional correlations with different dynamics
by Bauwens, Luc & Otranto, Edoardo
2020, Volume 217, Issue 1
- 1-19 Estimating derivatives of function-valued parameters in a class of moment condition models
by Rothe, Christoph & Wied, Dominik
- 20-45 High frequency traders and the price process
by Aït-Sahalia, Yacine & Brunetti, Celso
- 46-78 Relevant parameter changes in structural break models
by Dufays, Arnaud & Rombouts, Jeroen V.K.
- 79-111 Inference for high-dimensional instrumental variables regression
by Gold, David & Lederer, Johannes & Tao, Jing
- 112-139 Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
by Botosaru, Irene
- 140-160 Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
by Chambers, Marcus J.
- 161-175 Posterior distribution of nondifferentiable functions
by Kitagawa, Toru & Montiel Olea, José Luis & Payne, Jonathan & Velez, Amilcar
- 176-201 A coupled component DCS-EGARCH model for intraday and overnight volatility
by Linton, Oliver & Wu, Jianbin
2020, Volume 216, Issue 2
- 327-353 Efficient estimation of heterogeneous coefficients in panel data models with common shocks
by Li, Kunpeng & Cui, Guowei & Lu, Lina
- 354-374 Unobserved heterogeneity in auctions under restricted stochastic dominance
by Luo, Yao
- 375-393 Adaptive inference on pure spatial models
by Lee, Jungyoon & Robinson, Peter M.
- 394-429 Counterfactual prediction in complete information games: Point prediction under partial identification
by Jun, Sung Jae & Pinkse, Joris
- 430-449 Option market trading activity and the estimation of the pricing kernel: A Bayesian approach
by Barone-Adesi, Giovanni & Fusari, Nicola & Mira, Antonietta & Sala, Carlo
- 450-493 Deviance information criterion for latent variable models and misspecified models
by Li, Yong & Yu, Jun & Zeng, Tao
- 494-515 The dynamic factor network model with an application to international trade
by Bräuning, Falk & Koopman, Siem Jan
- 516-536 Survey weighted estimating equation inference with nuisance functionals
by Zhao, Puying & Haziza, David & Wu, Changbao
2020, Volume 216, Issue 1
- 4-34 Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals
by Barigozzi, Matteo & Hallin, Marc
- 35-52 A robust procedure to build dynamic factor models with cluster structure
by Alonso, Andrés M. & Galeano, Pedro & Peña, Daniel
- 53-70 Threshold factor models for high-dimensional time series
by Liu, Xialu & Chen, Rong
- 71-85 Factor-adjusted regularized model selection
by Fan, Jianqing & Ke, Yuan & Wang, Kaizheng
- 86-105 High-frequency factor models and regressions
by Aït-Sahalia, Yacine & Kalnina, Ilze & Xiu, Dacheng
- 106-117 Testing serial correlations in high-dimensional time series via extreme value theory
by Tsay, Ruey S.
- 118-136 Variable selection for high-dimensional regression models with time series and heteroscedastic errors
by Chiou, Hai-Tang & Guo, Meihui & Ing, Ching-Kang
- 137-150 Dynamic conditional angular correlation
by Jarjour, Riad & Chan, Kung-Sik
- 151-174 Twisted probabilities, uncertainty, and prices
by Hansen, Lars Peter & Szőke, Bálint & Han, Lloyd S. & Sargent, Thomas J.
- 175-191 Estimation for double-nonlinear cointegration
by Lin, Yingqian & Tu, Yundong & Yao, Qiwei
- 192-202 Asymptotic theory for near integrated processes driven by tempered linear processes
by Sabzikar, Farzad & Wang, Qiying & Phillips, Peter C.B.
- 203-219 Two-mode network autoregressive model for large-scale networks
by Huang, Danyang & Wang, Feifei & Zhu, Xuening & Wang, Hansheng
- 220-234 Inference for the degree distributions of preferential attachment networks with zero-degree nodes
by Chan, N.H. & Cheung, Simon K.C. & Wong, Samuel P.S.
- 235-245 Robust causality test of infinite variance processes
by Akashi, Fumiya & Taniguchi, Masanobu & Monti, Anna Clara
- 246-267 Noncausal vector AR processes with application to economic time series
by Davis, Richard A. & Song, Li
- 268-283 Double machine learning with gradient boosting and its application to the Big N audit quality effect
by Yang, Jui-Chung & Chuang, Hui-Ching & Kuan, Chung-Ming
- 284-304 Pairwise local Fisher and naive Bayes: Improving two standard discriminants
by Otneim, Håkon & Jullum, Martin & Tjøstheim, Dag
- 305-325 Multiscale clustering of nonparametric regression curves
by Vogt, Michael & Linton, Oliver
2020, Volume 215, Issue 2
- 305-340 n-prediction of generalized heteroscedastic transformation regression models
by Chen, Songnian & Zhang, Hanghui
- 341-374 Testing for Stationarity at High Frequency
by Jiang, Bibo & Lu, Ye & Park, Joon Y.
- 375-398 Estimating production functions with robustness against errors in the proxy variables
by Hu, Yingyao & Huang, Guofang & Sasaki, Yuya
- 399-413 Nonparametric identification in index models of link formation
by Gao, Wayne Yuan
- 414-449 Estimating permanent price impact via machine learning
by Philip, R.
- 450-472 The uniform validity of impulse response inference in autoregressions
by Inoue, Atsushi & Kilian, Lutz
- 473-485 Identifying dynamic discrete choice models off short panels
by Arcidiacono, Peter & Miller, Robert A.
- 486-516 Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests
by Yang, Xiye
- 517-535 Variance risk: A bird’s eye view
by Hollstein, Fabian & Wese Simen, Chardin
- 536-558 Dependent microstructure noise and integrated volatility estimation from high-frequency data
by Li, Z. Merrick & Laeven, Roger J.A. & Vellekoop, Michel H.
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