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 |
Asymptotic inference for performance fees and the predictability of asset returns
|
2018 |
McCracken, Michael W. |
Unit root inference in generally trending and cross-correlated fixed-T panels
|
2018 |
Robertson, Donald |
Eliciting subjective survival curves : lessons from partial identification
|
2018 |
Bissonnette, Luc |
New HEAVY models for fat-tailed realized covariances and returns
|
2018 |
Opschoor, Anne |
Small-sample methods for cluster-robust variance estimation and hypothesis testing in fixed effects models
|
2018 |
Pustejovsky, James E. |
Can business owners form accurate counterfactuals? : eliciting treatment and control beliefs about their outcomes in the alternative treatment status
|
2018 |
McKenzie, David J. |