| Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
|
2023 |
Chen, Xin |
| Why randomize? : minimax optimality under permutation invariance
|
2023 |
Bai, Yuehao |
| Shrinkage estimation of network spillovers with factor structured errors
|
2023 |
Higgins, Ayden |
| Testing for structural changes in large dimensional factor models via discrete Fourier transform
|
2023 |
Fu, Zhonghao |
| It ain't where you're from, it's where you're at : hiring origins, firm heterogeneity, and wages
|
2023 |
Di Addario, Sabrina |
| Cyclical labor market sorting
|
2023 |
Crane, Leland D. |
| The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
|
2023 |
Woodcock, Simon D. |
| Estimation of spillover effects with matched data or longitudinal network data
|
2023 |
Braun, Martin |
| Vector copulas
|
2023 |
Fan, Yanqin |
| Quantile regression with censoring and sample selection
|
2023 |
Chen, Songnian |
| When will Arctic sea ice disappear? : projections of area, extent, thickness, and volume
|
2023 |
Diebold, Francis X. |
| Moments, shocks and spillovers in Markov-switching VAR models
|
2023 |
Kole, Erik |
| Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
|
2023 |
Corradi, Valentina |
| Structural VAR models in the frequency domain
|
2023 |
Guay, Alain |
| Maximum likelihood estimation for α-stable double autoregressive models
|
2023 |
Li, Dong |
| We modeled long memory with just one lag!
|
2023 |
Bauwens, Luc |
| Testing many restrictions under heteroskedasticity
|
2023 |
Anatolyev, Stanislav |
| Time varying Markov process with partially observed aggregate data : an application to coronavirus
|
2023 |
Gouriéroux, Christian |
| Estimation of spatial sample selection models : a partial maximum likelihood approach
|
2023 |
Rabovič, Renata |
| A simple joint model for returns, volatility and volatility of volatility
|
2023 |
Ding, Yashuang |
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