| Comment [on "HAR inference: recommendations for practice"]
|
2020 |
Sun, Yixiao |
| Comment on "Simple estimators for invertible index models"
|
2018 |
Porter, Jack |
| Rejoinder for "Simple estimators for invertible index models"
|
2018 |
Ahn, Hyungtaik |
| A consistent variance estimator for 2SLS when instruments identify different LATEs
|
2018 |
Lee, Seojeong |
| On estimation of hurst parameter under noisy observations
|
2018 |
Liu, Guangying |
| Scanner data price indexes : addressing some unresolved issues
|
2018 |
Melser, Daniel |
| Minimum distance estimation of search costs using price distribution
|
2018 |
Sanches, Fábio Miessi |
| Semiparametric analysis of network formation
|
2018 |
Jochmans, Koen |
| Combined density nowcasting in an uncertain economic environment
|
2018 |
Aastveit, Knut Are |
| Pseudo panel data models with cohort interactive effects
|
2018 |
Juodis, Artūras |
| Robust inference for inverse stochastic dominance
|
2018 |
Andreoli, Francesco |
| Micro-level estimation of optimal consumption choice with intertemporal nonseparability in preferences and measurement errors
|
2018 |
Gayle, Wayne-Roy |
| Simultaneous equation systems with heteroscedasticity : identification, estimation, and stock price elasticities
|
2018 |
Milunovich, George |
| Estimation of conditional ranks and tests of exogeneity in nonparametric nonseparable models
|
2018 |
Fève, Frédérique |
| A comment on "Simple estimators for invertible index models"
|
2018 |
Aradillas-Lopez, Andres |
| Discussion of Lazarus, Lewis, Stock, and Watson, "HAR inference: recommendations for practice"
|
2018 |
West, Kenneth D. |
| Comment on "HAR inference: recommendations for practice"
|
2018 |
Vogelsang, Timothy J. |
| Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
|
2018 |
Oh, Dong Hwan |
| Restrictions on risk prices in dynamic term structure models
|
2018 |
Bauer, Michael D. |
| Single-index-based CoVaR with very high-dimensional covariates
|
2018 |
Fan, Yan |
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