| Estimation of a semiparametric transformation model in the presence of endogeneity
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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 |
| Boundedness of m-estimators for linear regression in time series
|
2019 |
Johansen, Søren |
| Inference for option panels in pure-jump settings
|
2019 |
Andersen, Torben |
| Statistical inference for measurement equation selection in the log-RealGARCH model
|
2019 |
Li, Yu-Ning |
| Semiparametric independence testing for time series of counts and the role of the support
|
2019 |
Harris, David |
| Detecting financial data dependence structure by averaging mixture copulas
|
2019 |
Liu, Guannan |
| 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
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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 |
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