| High dimensional semiparametric moment restriction models
|
2023 |
Dong, Chaohua |
| Estimating the variance of a combined forecast : bootstrap-based approach
|
2023 |
Hounyo, Ulrich |
| Scalable inference for a full multivariate stochastic volatility model
|
2023 |
Dellaportas, Petros |
| Canonical correlation-based model selection for the multilevel factors
|
2023 |
Choi, In |
| A test for Kronecker Product Structure covariance matrix
|
2023 |
Guggenberger, Patrik |
| Factor-based imputation of missing values and covariances in panel data of large dimensions
|
2023 |
Cahan, Ercument |
| Group fused Lasso for large factor models with multiple structural breaks
|
2023 |
Ma, Chenchen |
| Treatment effects in interactive fixed effects models with a small number of time periods
|
2023 |
Callaway, Brantly |
| Identifying latent factors based on high-frequency data
|
2023 |
Sun, Yucheng |
| Twisting the demand curve : digitalization and the older workforce
|
2023 |
Barth, Erling |
| Internal labor markets : a worker flow approach
|
2023 |
Huitfeldt, Ingrid |
| State-domain change point detection for nonlinear time series regression
|
2023 |
Cui, Yan |
| Bias reduction in spot volatility estimation from options
|
2023 |
Todorov, Viktor |
| Maximum likelihood estimation of stochastic frontier models with endogeneity
|
2023 |
Centorrino, Samuele |
| Irregular identification of structural models with nonparametric unobserved heterogeneity
|
2023 |
Escanciano, Juan Carlos |
| Most powerful test against a sequence of high dimensional local alternatives
|
2023 |
He, Yi |
| Finite-sample corrected inference for two-step GMM in time series
|
2023 |
Hwang, Jungbin |
| PELVE : probability equivalent level of VaR and ES
|
2023 |
Li, Hengxin |
| Inference and forecasting for continuous-time integer-valued trawl processes
|
2023 |
Bennedsen, Mikkel |
| Identification and estimation of triangular models with a binary treatment
|
2023 |
Pereda-Fernández, Santiago |
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