Comment [on "HAR inference: recommendations for practice"]
|
2020 |
Sun, Yixiao |
Comment on "Simple estimators for invertible index models"
|
2018 |
Porter, Jack |
Rejoinder for "Simple estimators for invertible index models"
|
2018 |
Ahn, Hyungtaik |
A consistent variance estimator for 2SLS when instruments identify different LATEs
|
2018 |
Lee, Seojeong |
On estimation of hurst parameter under noisy observations
|
2018 |
Liu, Guangying |
Scanner data price indexes : addressing some unresolved issues
|
2018 |
Melser, Daniel |
Minimum distance estimation of search costs using price distribution
|
2018 |
Sanches, Fábio Miessi |
Semiparametric analysis of network formation
|
2018 |
Jochmans, Koen |
Combined density nowcasting in an uncertain economic environment
|
2018 |
Aastveit, Knut Are |
Pseudo panel data models with cohort interactive effects
|
2018 |
Juodis, Artūras |
Robust inference for inverse stochastic dominance
|
2018 |
Andreoli, Francesco |
Micro-level estimation of optimal consumption choice with intertemporal nonseparability in preferences and measurement errors
|
2018 |
Gayle, Wayne-Roy |
Simultaneous equation systems with heteroscedasticity : identification, estimation, and stock price elasticities
|
2018 |
Milunovich, George |
Estimation of conditional ranks and tests of exogeneity in nonparametric nonseparable models
|
2018 |
Fève, Frédérique |
Nonparametric additive instrumental variable estimator : a group shrinkage estimation perspective
|
2018 |
Fan, Qingliang |
A unified approach to estimating and testing income distributions with grouped data
|
2018 |
Chen, Yi-ting |
Stockouts and restocking : monitoring the retailer from the supplier's perspective
|
2018 |
Stüttgen, Peter |
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
|
2018 |
Cho, Jin Seo |
Moment component analysis : an illustration with international stock markets
|
2018 |
Jondeau, Eric |
Testing conditional mean independence under symmetry
|
2018 |
Chen, Tao |