| 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 |
| Combining estimates of conditional treatment effects
|
2019 |
Rolling, Craig A. |
| Mixed causal-noncausal ar processes and the modelling of explosive bubbles
|
2019 |
Fries, Sébastien |
| Asymptotic theory for estimating drift parameters in the fractional Vasicek model
|
2019 |
Xiao, Weilin |
| Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
|
2019 |
Kock, Anders Bredahl |
| A local Gaussian bootstrap method for realized volatility and realized beta
|
2019 |
Hounyo, Ulrich |
| Estimation of spatial autoregressions with stochastic weight matrices
|
2019 |
Gupta, Abhimanyu |
| Testing GARCH-X type models
|
2019 |
Pedersen, Rasmus Søndergaard |
| 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 |
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