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Content
2025, Volume 252, Issue PB
- S0304407623003561 Phase transitions in nonparametric regressions
by Zhu, Ying
- S0304407623003597 Loss aversion and the welfare ranking of policy interventions
by Firpo, Sergio & Galvao, Antonio F. & Kobus, Martyna & Parker, Thomas & Rosa-Dias, Pedro
- S0304407624000794 Estimation of wage inequality in the UK by quantile regression with censored selection
by Chen, Songnian & Liu, Nianqing & Zhang, Hanghui & Zhou, Yahong
- S0304407624000824 Test of neglected heterogeneity in dyadic models
by Hahn, Jinyong & Moon, Hyungsik Roger & Shi, Ruoyao
- S0304407624001969 Statistical inference for the low dimensional parameters of linear regression models in the presence of high-dimensional data: An orthogonal projection approach
by Hsiao, Cheng & Zhou, Qiankun
- S0304407624002008 Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators
by Cattaneo, Matias D. & Farrell, Max H. & Jansson, Michael & Masini, Ricardo P.
- S0304407624002045 Nonlinear budget set regressions in random utility models: Theory and application to taxable income
by Blomquist, Soren & Kumar, Anil & Liang, Che-Yuan & Newey, Whitney K.
- S0304407624002057 Identification and estimation of partial effects in nonlinear semiparametric panel models
by Liu, Laura & Poirier, Alexandre & Shiu, Ji-Liang
- S0304407624002525 Estimating high dimensional monotone index models by iterative convex optimization
by Khan, Shakeeb & Lan, Xiaoying & Tamer, Elie & Yao, Qingsong
- S0304407625000600 Measuring the effects of segregation in the presence of social spillovers: A nonparametric approach
by Graham, Bryan S. & Imbens, Guido W. & Ridder, Geert
- S0304407625000624 Increasing the power of moment-based tests
by Woutersen, Tiemen
- S0304407625001058 Introduction to the Annals Issue in Honor of James Powell
by Graham, Bryan & Ichimura, Hidehiko & Jansson, Michael & Khan, Shakeeb
- S030440762300355X Identification of time-varying counterfactual parameters in nonlinear panel models
by Botosaru, Irene & Muris, Chris
- S030440762400085X Improved estimation of semiparametric dynamic copula models with filtered nonstationarity
by Chen, Xiaohong & Wang, Bo & Xiao, Zhijie & Yi, Yanping
2025, Volume 252, Issue PA
- S0304407625001435 On-line detection of changes in the shape of intraday volatility curves
by Andersen, Torben G. & Tan, Yingwen & Todorov, Viktor & Zhang, Zhiyuan
- S0304407625001514 Misspecification-robust bootstrap t-test for irrelevant factor in linear stochastic discount factor models
by Djogbenou, Antoine A. & Hounyo, Ulrich
- S0304407625001538 Structural periodic vector autoregressions
by Dzikowski, Daniel & Jentsch, Carsten
- S0304407625001551 Inference on model parameters with many L-moments
by Alvarez, Luis A.F. & Chiann, Chang & Morettin, Pedro A.
- S0304407625001563 Nonparametric regression under cluster sampling
by Shimizu, Yuya
- S0304407625001575 Cointegration with occasionally binding constraints
by Duffy, James A. & Mavroeidis, Sophocles & Wycherley, Sam
- S0304407625001599 Matrix-valued factor model with time-varying main effects
by Lam, Clifford & Cen, Zetai
- S0304407625001605 Addressing endogeneity issues in a spatial autoregressive model using copulas
by Lin, Yanli & Song, Yichun
- S0304407625001629 Risk premia from the cross-section of individual assets
by Kleibergen, Frank & Zhan, Zhaoguo
- S0304407625001642 GMM estimation with Brownian kernels applied to income inequality measurement
by Cho, Jin Seo & Phillips, Peter C.B.
- S0304407625001654 Weak identification with bounds in a class of minimum distance models
by Cox, Gregory Fletcher
- S0304407625001666 Estimation of spatial autoregressive panel data models with nonparametric endogenous effect
by Yang, Zixin & Song, Xiaojun & Yu, Jihai
- S0304407625001678 Weighted residual empirical processes, martingale transformations, and model specification tests for regressions with diverging number of parameters
by Tan, Falong & Guo, Xu & Zhu, Lixing
- S0304407625001691 Weighted-average quantile regression
by Chetverikov, Denis & Liu, Yukun & Tsyvinski, Aleh
- S0304407625001721 Making distributionally robust portfolios feasible in high dimension
by Wu, Ruike & Yang, Yanrong & Shang, Han Lin & Zhu, Huanjun
- S0304407625001733 Causal inference in network experiments: Regression-based analysis and design-based properties
by Gao, Mengsi & Ding, Peng
- S0304407625001757 Robust mutual fund selection with false discovery rate control
by Wang, Hongfei & Zhao, Ping & Feng, Long & Wang, Zhaojun
- S0304407625001836 Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations
by Shin, Minseok & Kim, Donggyu & Wang, Yazhen & Fan, Jianqing
- S030440762500140X High dimensional factor analysis with weak factors
by Choi, Jungjun & Yuan, Ming
- S030440762500154X Quantile graphical models: Prediction and conditional independence with applications to systemic risk
by Belloni, Alexandre & Chen, Mingli & Chernozhukov, Victor
- S030440762500168X Identification- and many moment-robust inference via invariant moment conditions
by Boot, Tom & Ligtenberg, Johannes W.
- S030440762500171X Shrinkage methods for treatment choice
by Ishihara, Takuya & Kurisu, Daisuke
2025, Volume 251, Issue C
- S0304407625000843 Distribution regression with censored selection
by Chen, Songnian & Liu, Nianqing & Zhang, Hanghui
- S0304407625000879 Multilevel matrix factor model
by Zhang, Yuteng & Hui, Yongchang & Song, Junrong & Zheng, Shurong
- S0304407625000892 Time-varying vector error-correction models: Estimation and inference
by Gao, Jiti & Peng, Bin & Yan, Yayi
- S0304407625000958 Multivariate stochastic volatility models based on generalized Fisher transformation
by Chen, Han & Fei, Yijie & Yu, Jun
- S0304407625001034 Asymptotic theory of the best-choice rerandomization using the Mahalanobis distance
by Wang, Yuhao & Li, Xinran
- S0304407625001071 Bias correction for quantile regression estimators
by Franguridi, Grigory & Gafarov, Bulat & Wüthrich, Kaspar
- S0304407625001083 Bernstein-type inequalities and nonparametric estimation under near-epoch dependence
by Yuan, Zihao & Spindler, Martin
- S0304407625001095 Generalized Lee bounds
by Semenova, Vira
- S0304407625001101 Fast computation of exact confidence intervals for randomized experiments with binary outcomes
by Aronow, P.M. & Chang, Haoge & Lopatto, Patrick
- S0304407625001113 Global identification, estimation and inference of structural impulse response functions in factor models: A unified framework
by Han, Xu
- S0304407625001125 High frequency factor analysis with partially observable factors
by Chen, Dachuan & Lu, Wenqi & Xie, Siyu
- S0304407625001137 A comparative analysis of two-way fixed effects estimators in staggered treatment designs
by Aguilar-Loyo, Jhordano
- S0304407625001149 Layered policy analysis in program evaluation using the marginal treatment effect
by Mourifié, Ismael & Wan, Yuanyuan
- S0304407625001150 Neural Conformal Inference for jump diffusion processes
by Hyun, Hyeong Jin & Wang, Xiao
- S0304407625001174 A general test for functional inequalities
by Li, Jia & Liao, Zhipeng & Zhou, Wenyu
- S0304407625001186 Sieve estimation of state-varying factor models
by Su, Liangjun & Jin, Sainan & Wang, Xia
- S0304407625001198 Robust estimation for dynamic spatial autoregression models with nearly optimal rates
by Lu, Yin & Tao, Chunbai & Wang, Di & Uddin, Gazi Salah & Wu, Libo & Zhu, Xuening
- S0304407625001228 Taking advantage of biased proxies for forecast evaluation
by Buccheri, Giuseppe & Renò, Roberto & Vocalelli, Giorgio
- S0304407625001241 Factor-guided estimation of large covariance matrix function with conditional functional sparsity
by Li, Dong & Qiao, Xinghao & Wang, Zihan
- S0304407625001253 Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules
by Ghezzi, Fabrizio & Rossi, Eduardo & Trapani, Lorenzo
- S0304407625001277 An order-invariant score-driven dynamic factor model
by Artemova, Mariia
- S0304407625001289 A unified test for regression discontinuity designs
by Fusejima, Koki & Ishihara, Takuya & Sawada, Masayuki
- S0304407625001307 Bregman model averaging for forecast combination
by Chen, Yi-Ting & Liu, Chu-An & Su, Jiun-Hua
- S0304407625001320 Spatial panel data models with structural change
by Wang, Luya & Li, Kunpeng
- S0304407625001332 Quantile regression with group-level treatments
by Chen, Songnian
- S0304407625001344 On regression-adjusted imputation estimators of average treatment effects
by Lin, Zhexiao & Han, Fang
- S0304407625001368 Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure
by Dai, Siqi & Hong, Yongmiao & Li, Haiqi & Zheng, Chaowen
- S0304407625001381 Identification and inference for semiparametric single index transformation models
by Lin, Yingqian & Tu, Yundong
- S0304407625001411 Support vector decision making
by Sun, Yixiao
- S030440762500096X A robust residual-based test for structural changes in factor models
by Peng, Bin & Su, Liangjun & Yan, Yayi
- S030440762500106X Hedonic prices and quality adjusted price indices powered by AI
by Bajari, P. & Cen, Z. & Chernozhukov, V. & Manukonda, M. & Vijaykumar, S. & Wang, J. & Huerta, R. & Li, J. & Leng, L. & Monokroussos, G. & Wang, S.
- S030440762500123X High dimensional binary choice model with unknown heteroskedasticity or instrumental variables
by Ouyang, Fu & Yang, Thomas T.
- S030440762500137X Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio
by Caner, Mehmet & Daniele, Maurizio
2025, Volume 250, Issue C
- S0304407625000582 Faster estimation of dynamic discrete choice models using index invertibility
by Bunting, Jackson & Ura, Takuya
- S0304407625000636 Pairwise valid instruments
by Sun, Zhenting & Wüthrich, Kaspar
- S0304407625000648 Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties
by Bazylik, Sergei & Mogstad, Magne & Romano, Joseph P. & Shaikh, Azeem M. & Wilhelm, Daniel
- S0304407625000661 Dimension-agnostic change point detection
by Gao, Hanjia & Wang, Runmin & Shao, Xiaofeng
- S0304407625000673 Dynamic treatment effect estimation with interactive fixed effects and short panels
by Brown, Nicholas L. & Butts, Kyle
- S0304407625000685 Realized candlestick wicks
by Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan
- S0304407625000764 Inference for large dimensional factor models under general missing data patterns
by Su, Liangjun & Wang, Fa
- S0304407625000776 On changepoint detection in functional data using empirical energy distance
by Boniece, B. Cooper & Horváth, Lajos & Trapani, Lorenzo
- S030440762500065X A simple and computationally trivial estimator for grouped fixed effects models
by Mugnier, Martin
2025, Volume 249, Issue PC
- S0304407624000769 Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach
by Korobilis, Dimitris & Schröder, Maximilian
- S0304407624001647 Inequality and the zero lower bound
by Fernández-Villaverde, Jesús & Marbet, Joël & Nuño, Galo & Rachedi, Omar
- S0304407624001921 Refining public policies with machine learning: The case of tax auditing
by Battaglini, Marco & Guiso, Luigi & Lacava, Chiara & Miller, Douglas L. & Patacchini, Eleonora
- S0304407624002148 Central bank communication on social media: What, to whom, and how?
by Gorodnichenko, Yuriy & Pham, Tho & Talavera, Oleksandr
- S0304407624002318 How do firms’ financial conditions influence the transmission of monetary policy? A non-parametric local projection approach
by Paranhos, Livia
- S0304407624002549 Paying over the odds at the end of the fiscal year. Evidence from Ukraine
by Klymak, Margaryta & Baumann, Stuart
- S0304407624002720 Mind your language: Market responses to central bank speeches
by Ahrens, Maximilian & Erdemlioglu, Deniz & McMahon, Michael & Neely, Christopher J. & Yang, Xiye
- S0304407624002744 Satellites turn “concrete”: Tracking cement with satellite data and neural networks
by d'Aspremont, Alexandre & Ben Arous, Simon & Bricongne, Jean-Charles & Lietti, Benjamin & Meunier, Baptiste
- S0304407624002926 Estimating time-varying networks for high-dimensional time series
by Chen, Jia & Li, Degui & Li, Yu-Ning & Linton, Oliver
- S0304407624002963 Machine learning who to nudge: Causal vs predictive targeting in a field experiment on student financial aid renewal
by Athey, Susan & Keleher, Niall & Spiess, Jann
- S0304407625000028 Central bank mandates and monetary policy stances: Through the lens of Federal Reserve speeches
by Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin
- S0304407625000247 Machine Learning for Economic Policy
by Haghighi, Maryam & Joseph, Andreas & Kapetanios, George & Kurz, Christopher & Lenza, Michele & Marcucci, Juri
- S030440762400188X Bayesian neural networks for macroeconomic analysis
by Hauzenberger, Niko & Huber, Florian & Klieber, Karin & Marcellino, Massimiliano
2025, Volume 249, Issue PB
- S0304407625000065 Simple subvector inference on sharp identified set in affine models
by Gafarov, Bulat
- S0304407625000107 Identification and estimation of a search model with heterogeneous consumers and firms
by Myśliwski, Mateusz & Rostom, May & Sanches, Fabio & Silva, Daniel & Srisuma, Sorawoot
- S0304407625000119 Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects
by Jin, Sainan & Lu, Xun & Su, Liangjun
- S0304407625000120 Penalized estimation of finite mixture models
by Budanova, Sofya
- S0304407625000132 Multiplicative factor model for volatility
by Ding, Yi & Engle, Robert & Li, Yingying & Zheng, Xinghua
- S0304407625000144 On time-varying panel data models with time-varying interactive fixed effects
by Wang, Xia & Jin, Sainan & Li, Yingxing & Qian, Junhui & Su, Liangjun
- S0304407625000259 A large confirmatory dynamic factor model for stock market returns in different time zones
by Linton, Oliver B. & Tang, Haihan & Wu, Jianbin
- S0304407625000260 When structural break meets threshold effect: Factor analysis under structural instabilities
by Ma, Chenchen & Tu, Yundong
- S0304407625000272 Estimation and uniform inference in sparse high-dimensional additive models
by Bach, Philipp & Klaassen, Sven & Kueck, Jannis & Spindler, Martin
- S0304407625000284 Tensor time series imputation through tensor factor modelling
by Cen, Zetai & Lam, Clifford
- S0304407625000314 Bootstrap based asymptotic refinements for high-dimensional nonlinear models
by Horowitz, Joel L. & Rafi, Ahnaf
- S0304407625000454 Adjustments with many regressors under covariate-adaptive randomizations
by Jiang, Liang & Li, Liyao & Miao, Ke & Zhang, Yichong
- S0304407625000466 Quantile Granger causality in the presence of instability
by Mayer, Alexander & Wied, Dominik & Troster, Victor
- S0304407625000478 Huber Principal Component Analysis for large-dimensional factor models
by He, Yong & Li, Lingxiao & Liu, Dong & Zhou, Wen-Xin
- S0304407625000491 Supervised factor modeling for high-dimensional linear time series
by Huang, Feiqing & Lu, Kexin & Zheng, Yao & Li, Guodong
- S0304407625000508 Limit theory and inference in non-cointegrated functional coefficient regression
by Wang, Ying & Phillips, Peter C.B. & Tu, Yundong
- S0304407625000521 Regret analysis in threshold policy design
by Crippa, Federico
- S0304407625000533 Quantile prediction with factor-augmented regression: Structural instability and model uncertainty
by Tu, Yundong & Wang, Siwei
- S0304407625000545 Inference for deprivation profiles in a binary setting
by Pittau, Maria Grazia & Conti, Pier Luigi & Zelli, Roberto
- S0304407625000557 Asymptotic theory for two-way clustering
by Yap, Luther
- S0304407625000569 Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach
by Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- S0304407625000570 Cross-sectional dependence in idiosyncratic volatility
by Kalnina, Ilze & Tewou, Kokouvi
- S0304407625000594 Estimating coefficient-by-coefficient breaks in panel data models
by Kaddoura, Yousef
- S0304407625000612 Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors
by Wang, Ying & Phillips, Peter C.B.
- S030440762500048X Model averaging prediction for possibly nonstationary autoregressions
by Lin, Tzu-Chi & Liu, Chu-An
- S030440762500051X Subjective expectations and demand for contraception
by Miller, Grant & de Paula, Áureo & Valente, Christine
2025, Volume 249, Issue PA
- S0304407623000714 Feature-splitting algorithms for ultrahigh dimensional quantile regression
by Wen, Jiawei & Yang, Songshan & Wang, Christina Dan & Jiang, Yifan & Li, Runze
- S0304407623001495 Semiparametric approach to estimation of marginal mean effects and marginal quantile effects
by Lee, Seong-ho & Ma, Yanyuan & Ronchetti, Elvezio
- S0304407623002804 Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes
by Zhu, Xuening & Xu, Ganggang & Fan, Jianqing
- S0304407624000186 Inference on quantile processes with a finite number of clusters
by Hagemann, Andreas
- S0304407624000198 Fast inference for quantile regression with tens of millions of observations
by Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki
- S0304407624000216 Distributional counterfactual analysis in high-dimensional setup
by Masini, Ricardo
- S0304407624000241 Unconditional quantile partial effects via conditional quantile regression
by Alejo, Javier & Galvao, Antonio F. & Martinez-Iriarte, Julian & Montes-Rojas, Gabriel
- S0304407624001350 Quantile control via random forest
by Chen, Qiang & Xiao, Zhijie & Yao, Qingsong
- S0304407624001374 Sequential quantile regression for stream data by least squares
by Fan, Ye & Lin, Nan
- S0304407624001532 On superlevel sets of conditional densities and multivariate quantile regression
by Camehl, Annika & Fok, Dennis & Gruber, Kathrin
- S0304407624001544 Testing heterogeneous treatment effect with quantile regression under covariate-adaptive randomization
by Liu, Yang & Xia, Lucy & Hu, Feifang
- S0304407624002021 Efficient quantile covariate adjusted response adaptive experiments
by Li, Zhonghua & Luo, Lan & Wang, Jingshen & Feng, Long
- S0304407624002069 Multiway empirical likelihood
by Chiang, Harold D. & Matsushita, Yukitoshi & Otsu, Taisuke
- S0304407624002719 Inference on time series nonparametric conditional moment restrictions using nonlinear sieves
by Chen, Xiaohong & Liao, Yuan & Wang, Weichen
- S0304407624002732 Interval quantile correlations with applications to testing high-dimensional quantile effects
by Zhang, Yaowu & Zhou, Yeqing & Zhu, Liping
- S0304407624002756 Statistical inference for smoothed quantile regression with streaming data
by Xie, Jinhan & Yan, Xiaodong & Jiang, Bei & Kong, Linglong
- S0304407624002975 Themed issue: Quantile regression and data heterogeneity
by Chen, Xiaohong & He, Xuming
2025, Volume 248, Issue C
- S0304407623000143 The term structure of macroeconomic risks at the effective lower bound
by Roussellet, Guillaume
- S0304407623003706 When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance
by Aït-Sahalia, Yacine & Matthys, Felix & Osambela, Emilio & Sircar, Ronnie
- S0304407624000630 Score-type tests for normal mixtures
by Amengual, Dante & Bei, Xinyue & Carrasco, Marine & Sentana, Enrique
- S0304407624000691 Efficiency bounds for moment condition models with mixed identification strength
by Dovonon, Prosper & Atchadé, Yves F. & Doko Tchatoka, Firmin
- S0304407624000745 Identification robust inference for the risk premium in term structure models
by Kleibergen, Frank & Kong, Lingwei
- S0304407624000897 Spanning latent and observable factors
by Andreou, E. & Gagliardini, P. & Ghysels, E. & Rubin, M.
- S0304407624001295 The chained difference-in-differences
by Bellégo, Christophe & Benatia, David & Dortet-Bernadet, Vincent
- S0304407624001660 Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation
by Doko Tchatoka, Firmin & Dufour, Jean-Marie
- S0304407624002082 Conditional spectral methods
by Bandi, Federico M. & Su, Yinan
- S0304407624002112 Weak identification in discrete choice models
by Frazier, David T. & Renault, Eric & Zhang, Lina & Zhao, Xueyan
- S0304407624002124 Uncovering asset market participation from household consumption and income
by Czellar, Veronika & Garcia, René & Le Grand, François
- S0304407624002562 Long-run risk in stationary vector autoregressive models
by Gourieroux, Christian & Jasiak, Joann
- S0304407624002665 Identification-robust and simultaneous inference in multifactor asset pricing models
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda
- S0304407624002690 Functional ecological inference
by Bontemps, Christian & Florens, Jean-Pierre & Meddahi, Nour
- S0304407624002896 Identification, inference and risk
by Antoine, Bertille & Gagliardini, Patrick & Garcia, René & Sentana, Enrique
- S0304407625000016 Reprint of: Finite underidentification
by Sentana, Enrique
- S030440762400099X Regularizing stock return covariance matrices via multiple testing of correlations
by Luger, Richard
- S030440762400160X Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis
by Antoine, Bertille & Sun, Wenqian
- S030440762400294X Identifying the volatility risk price through the leverage effect
by Cheng, Xu & Renault, Eric & Sangrey, Paul
2025, Volume 247, Issue C
- S0304407624002653 Natural disasters as macroeconomic tail risks
by Chavleishvili, Sulkhan & Moench, Emanuel
- S0304407624002677 Bootstrapping out-of-sample predictability tests with real-time data
by Gonçalves, Sílvia & McCracken, Michael W. & Yao, Yongxu
- S0304407624002707 Modelling large dimensional datasets with Markov switching factor models
by Barigozzi, Matteo & Massacci, Daniele
- S0304407624002768 On testing for spatial or social network dependence in panel data allowing for network variability
by Liu, Xiaodong & Prucha, Ingmar R.
- S0304407624002781 Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds
by Feng, Junlong & Lee, Sokbae
- S0304407624002872 Inference on dynamic systemic risk measures
by Francq, Christian & Zakoïan, Jean-Michel
- S0304407624002884 Shrinkage estimators for periodic autoregressions
by Paap, Richard & Franses, Philip Hans
- S0304407624002902 Bond risk premiums at the zero lower bound
by Andreasen, Martin M. & Jørgensen, Kasper & Meldrum, Andrew
- S0304407624002951 Uniform inference for cointegrated vector autoregressive processes
by Holberg, Christian & Ditlevsen, Susanne
- S0304407625000041 Iterative estimation of nonparametric regressions with continuous endogenous variables and discrete instruments
by Centorrino, Samuele & Fève, Frédérique & Florens, Jean-Pierre
- S0304407625000053 The robust F-statistic as a test for weak instruments
by Windmeijer, Frank
- S0304407625000077 Simulation error and numerical instability in estimating random coefficient logit demand models
by Brunner, Daniel & Heiss, Florian & Romahn, André & Weiser, Constantin
2024, Volume 246, Issue 1
- S0304407624002458 Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
by Armillotta, Mirko & Gorgi, Paolo
- S0304407624002471 Estimating and testing for smooth structural changes in moment condition models
by Li, Haiqi & Zhou, Jin & Hong, Yongmiao
- S0304407624002483 Multivariate spatiotemporal models with low rank coefficient matrix
by Pu, Dan & Fang, Kuangnan & Lan, Wei & Yu, Jihai & Zhang, Qingzhao
- S0304407624002495 Validating approximate slope homogeneity in large panels
by Kutta, Tim & Dette, Holger
- S0304407624002501 GLS under monotone heteroskedasticity
by Arai, Yoichi & Otsu, Taisuke & Xu, Mengshan
- S0304407624002513 Variable selection in high dimensional linear regressions with parameter instability
by Chudik, Alexander & Pesaran, M. Hashem & Sharifvaghefi, Mahrad
- S0304407624002537 Consistent causal inference for high-dimensional time series
by Cordoni, Francesco & Sancetta, Alessio
- S030440762400246X From LATE to ATE: A Bayesian approach
by Opper, Isaac M.
2024, Volume 245, Issue 1
- S0304407624002136 Why are replication rates so low?
by Vu, Patrick
- S0304407624002173 On the spectral density of fractional Ornstein–Uhlenbeck processes
by Shi, Shuping & Yu, Jun & Zhang, Chen
- S0304407624002185 Inference in cluster randomized trials with matched pairs
by Bai, Yuehao & Liu, Jizhou & Shaikh, Azeem M. & Tabord-Meehan, Max
- S0304407624002203 Inference in predictive quantile regressions
by Maynard, Alex & Shimotsu, Katsumi & Kuriyama, Nina
- S0304407624002215 Testing for strong exogeneity in Proxy-VARs
by Bruns, Martin & Keweloh, Sascha A.
- S0304407624002288 Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application
by Hong, Han & Ju, Gaosheng & Li, Qi & Yan, Karen X.
- S0304407624002306 Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing
by Brock, William A. & Miller, J. Isaac
2024, Volume 244, Issue 2
- S0304407623002373 Target PCA: Transfer learning large dimensional panel data
by Duan, Junting & Pelger, Markus & Xiong, Ruoxuan
- S0304407624000484 State-dependent local projections
by Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena
- S0304407624000721 Local projections in unstable environments
by Inoue, Atsushi & Rossi, Barbara & Wang, Yiru
- S0304407624000903 Reprint of: Robust inference on correlation under general heterogeneity
by Giraitis, Liudas & Li, Yufei & Phillips, Peter C.B.
- S0304407624000915 Reprint of: The likelihood ratio test for structural changes in factor models
by Bai, Jushan & Duan, Jiangtao & Han, Xu
- S0304407624000927 Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk
by Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel
- S0304407624000964 Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors
by Gorgi, Paolo & Koopman, Siem Jan & Schaumburg, Julia
- S0304407624001118 Functional quantile autoregression
by Dong, Chaohua & Chen, Rong & Xiao, Zhijie & Liu, Weiyi
- S0304407624001192 Some fixed-b results for regressions with high frequency data over long spans
by Hwang, Taeyoon & Vogelsang, Timothy J.
- S0304407624001325 Scenario-based quantile connectedness of the U.S. interbank liquidity risk network
by Ando, Tomohiro & Bai, Jushan & Lu, Lina & Vojtech, Cindy M.
- S0304407624001490 Specification tests for non-Gaussian structural vector autoregressions
by Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique
- S0304407624002161 Estimation of continuous-time linear DSGE models from discrete-time measurements
by Christensen, Bent Jesper & Neri, Luca & Parra-Alvarez, Juan Carlos
- S030440762400068X Local projections vs. VARs: Lessons from thousands of DGPs
by Li, Dake & Plagborg-Møller, Mikkel & Wolf, Christian K.
- S030440762400215X Introduction to the Themed Issue: Macroeconometrics
by Qu, Zhongjun
2024, Volume 244, Issue 1
Printed from https://ideas.repec.org/s/eee/econom.html
