Nonparametric regression with nearly integrated regressors under long-run dependence
|
2017 |
Cai, Zongwu |
A survey of some recent applications of optimal transport methods to econometrics
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2017 |
Galichon, Alfred |
Indirect inference in spatial autoregression
|
2017 |
Kyriacou, Maria |
Identification of peer effects through social networks using variance restrictions
|
2017 |
Rose, Christiern D. |
Estimation of social-influence-dependent peer pressure in a large network game
|
2017 |
Lin, Zhongjian |
Sparse estimation of huge networks with a block-wise structure
|
2017 |
Moscone, Francesco |
Consistent tests for conditional treatment effects
|
2017 |
Hsu, Yu-Chin |
Change point tests in functional factor models with application to Yield curves
|
2017 |
Bardsley, Patrick |
Least-squares estimation of GARCH(1,1) models with heavy-tailed errors
|
2017 |
Preminger, Arie |
A note on sufficiency in binary panel models
|
2017 |
Jochmans, Koen |
Multiple fixed effects in binary response panel data models
|
2017 |
Charbonneau, Karyne B. |
My friend far, far away : a random field approach to exponential random graph models
|
2017 |
Boucher, Vincent |
Peer effects in bedtime decisions among adolescents : a social network model with sampled data
|
2017 |
Liu, Xiaodong |
Testing for changes in (extreme) VaR
|
2017 |
Hoga, Yannick |
Model-selection tests for conditional moment restriction models
|
2017 |
Hsu, Yu-Chin |
Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions
|
2017 |
Ma, Jun |
Semi-linear mode regression
|
2017 |
Krief, Jerome M. |
A sequential test for the specification of predictive densities
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2017 |
Lin, Juan |
Trading networks
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2017 |
Adamic, Lada |
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
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2016 |
Barigozzi, Matteo |