| Dynamic asset correlations based on vines
|
2019 |
Poignard, Benjamin |
| The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications
|
2019 |
Hansen, Christian Bailey |
| Heteroskedasticity autocorrelation robust inference in time series regressions with missing data
|
2019 |
Rho, Seung-Hwa |
| Link of moments before and after transformations, with an application to resampling from fat-tailed distributions
|
2019 |
Abadir, Karim Maher |
| Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
|
2019 |
Iacone, Fabrizio |
| Testing regression monotonicity in econometric models
|
2019 |
Četverikov, Denis N. |
| Asymptotically efficient model selection for panel data forecasting
|
2019 |
Greenaway-McGrevy, Ryan |
| Testing generalized regression monotonicity
|
2019 |
Hsu, Yu-Chin |
| The et interview : Professor Max King
|
2019 |
King, Maxwell L. |
| QML inference for volatility models with covariates
|
2019 |
Francq, Christian |
| A simple iterative Z-estimator for semiparametric models
|
2019 |
Frazier, David T. |
| Bootstrap-assisted unit root testing with piecewise locally stationary errors
|
2019 |
Rho, Yeonwoo |
| Characterizations of multinormality and corresponding tests of fit, including for GARCH models
|
2019 |
Henze, Norbert |
| Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests
|
2019 |
Tanaka, Katsuto |
| Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
|
2019 |
Rothe, Christoph |
| Inference after model averaging in linear regression models
|
2019 |
Zhang, Xinyu |
| The ET interview : Professor Hashem Pesaran
|
2019 |
Pesaran, M. Hashem |
| Estimation of a semiparametric transformation model in the presence of endogeneity
|
2019 |
Vanhems, Anne |
| The et interview : Professor Charles Manski
|
2019 |
Manski, Charles F. |
| A test for weak stationarity in the spectral domain
|
2019 |
Hidalgo, Javier |
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