| 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 |
| Estimation of a semiparametric transformation model in the presence of endogeneity
|
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 |
| 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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