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Content
2024, Volume 243, Issue 1
- S0304407622000343 Earnings dynamics and intergenerational transmission of skill
by Lochner, Lance & Park, Youngmin
- S0304407622000355 Some children left behind: Variation in the effects of an educational intervention
by Buhl-Wiggers, Julie & Kerwin, Jason T. & Muñoz-Morales, Juan & Smith, Jeffrey & Thornton, Rebecca
- S0304407622000562 You are what your parents expect: Height and local reference points
by Wang, Fan & Puentes, Esteban & Behrman, Jere R. & Cunha, Flávio
- S0304407622001622 Gender pension gaps in a private retirement accounts system: A dynamic model of household labor supply and savings
by Joubert, Clement & Todd, Petra E.
- S0304407622001932 Sample selection models without exclusion restrictions: Parameter heterogeneity and partial identification
by Honoré, Bo E. & Hu, Luojia
- S0304407623003688 Eliciting willingness-to-pay to decompose beliefs and preferences that determine selection into competition in lab experiments
by Chen, Yvonne Jie & Dutz, Deniz & Li, Li & Moon, Sarah & Vytlacil, Edward & Zhong, Songfa
- S0304407624000290 Dealing with imperfect randomization: Inference for the highscope perry preschool program
by Heckman, James & Pinto, Rodrigo & Shaikh, Azeem M.
- S0304407624000642 Policy evaluation with multiple instrumental variables
by Mogstad, Magne & Torgovitsky, Alexander & Walters, Christopher R.
- S0304407624000654 Econometric causality: The central role of thought experiments
by Heckman, James & Pinto, Rodrigo
- S0304407624000666 Human capital and migration: A cautionary tale
by Navarro, Salvador & Zhou, Jin
- S0304407624001635 Introduction to the annals issue in honor of James J Heckman
by Chen, Xiaohong & Vytlacil, Edward
- S0304407624001659 Reprint of: Profiling the plight of disconnected youth in America
by MaCurdy, Thomas & Glick, David & Sherpa, Sonam & Nagavarapu, Sriniketh
- S030440762300369X Robust inference for moment condition models without rational expectations
by Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G.
2024, Volume 242, Issue 2
2024, Volume 242, Issue 1
- S0304407624000976 Modeling long cycles
by Natasha Kang, Da & Marmer, Vadim
- S0304407624001131 Better the devil you know: Improved forecasts from imperfect models
by Oh, Dong Hwan & Patton, Andrew J.
- S0304407624001301 Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
by Xie, Haitian
- S0304407624001313 2SLS with multiple treatments
by Bhuller, Manudeep & Sigstad, Henrik
- S0304407624001349 A simple specification test for models with many conditional moment inequalities
by Marcoux, Mathieu & Russell, Thomas M. & Wan, Yuanyuan
- S0304407624001362 Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables
by Jeong, Hanbat & Lee, Lung-fei
- S0304407624001398 On the performance of the Neyman Allocation with small pilots
by Cai, Yong & Rafi, Ahnaf
- S0304407624001404 Prewhitened long-run variance estimation robust to nonstationarity
by Casini, Alessandro & Perron, Pierre
2024, Volume 241, Issue 2
- S0304407624000836 Correcting attrition bias using changes-in-changes
by Ghanem, Dalia & Hirshleifer, Sarojini & Kédagni, Désiré & Ortiz-Becerra, Karen
- S0304407624000873 Hybrid unadjusted Langevin methods for high-dimensional latent variable models
by Loaiza-Maya, Rubén & Nibbering, Didier & Zhu, Dan
- S0304407624000939 Dynamic partial correlation models
by D’Innocenzo, Enzo & Lucas, Andre
- S0304407624000940 Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
by Li, Yifan & Nolte, Ingmar & Pham, Manh Cuong
- S0304407624000988 Estimation and inference for high dimensional factor model with regime switching
by Urga, Giovanni & Wang, Fa
- S0304407624001076 Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach
by Ke, Shuyao & Phillips, Peter C.B. & Su, Liangjun
- S0304407624001106 The local to unity dynamic Tobit model
by Bykhovskaya, Anna & Duffy, James A.
- S0304407624001155 Measuring tail risk
by Dierkes, Maik & Hollstein, Fabian & Prokopczuk, Marcel & Würsig, Christoph Matthias
- S0304407624001167 Extreme expectile estimation for short-tailed data
by Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles
- S030440762400112X Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation
by Funovits, Bernd
2024, Volume 241, Issue 1
- S0304407624000551 Spectral clustering with variance information for group structure estimation in panel data
by Yu, Lu & Gu, Jiaying & Volgushev, Stanislav
- S0304407624000629 Predictive ability tests with possibly overlapping models
by Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel
- S0304407624000708 No star is good news: A unified look at rerandomization based on p-values from covariate balance tests
by Zhao, Anqi & Ding, Peng
- S0304407624000733 Wild bootstrap inference for instrumental variables regressions with weak and few clusters
by Wang, Wenjie & Zhang, Yichong
- S0304407624000800 Estimation and inference of seller’s expected revenue in first-price auctions
by Zincenko, Federico
- S0304407624000812 A vector monotonicity assumption for multiple instruments
by Goff, Leonard
- S0304407624000848 Testing identification conditions of LATE in fuzzy regression discontinuity designs
by Hsu, Yu-Chin & Shiu, Ji-Liang & Wan, Yuanyuan
- S0304407624000861 Covariate adjustment in experiments with matched pairs
by Bai, Yuehao & Jiang, Liang & Romano, Joseph P. & Shaikh, Azeem M. & Zhang, Yichong
- S0304407624000885 The law of large numbers for large stable matchings
by Schwartz, Jacob & Song, Kyungchul
- S030440762400071X Bayesian estimation of cluster covariance matrices of unknown form
by Creal, Drew & Kim, Jaeho
2024, Volume 240, Issue 2
- S0304407620303341 Standard errors for panel data models with unknown clusters
by Bai, Jushan & Choi, Sung Hoon & Liao, Yuan
- S0304407620303389 Maximum likelihood estimation of latent Markov models using closed-form approximations
by Aït-Sahalia, Yacine & Li, Chenxu & Li, Chen Xu
- S0304407620303390 Network and panel quantile effects via distribution regression
by Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin
- S0304407621000154 A comparison of the GB2 and skewed generalized log-t distributions with an application in finance
by Higbee, Joshua D. & McDonald, James B.
- S0304407621000427 Local regression distribution estimators
by Cattaneo, Matias D. & Jansson, Michael & Ma, Xinwei
- S0304407621000439 Testing and relaxing the exclusion restriction in the control function approach
by D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya
- S0304407621000440 Using Wasserstein Generative Adversarial Networks for the design of Monte Carlo simulations
by Athey, Susan & Imbens, Guido W. & Metzger, Jonas & Munro, Evan
- S0304407621000567 Nonseparable sample selection models with censored selection rules
by Fernández-Val, Ivan & van Vuuren, Aico & Vella, Francis
- S0304407622000409 On uniform inference in nonlinear models with endogeneity
by Khan, Shakeeb & Nekipelov, Denis
- S0304407622001609 Testing unconditional and conditional independence via mutual information
by Ai, Chunrong & Sun, Li-Hsien & Zhang, Zheng & Zhu, Liping
- S0304407622001610 Kernel density estimation for undirected dyadic data
by Graham, Bryan S. & Niu, Fengshi & Powell, James L.
- S0304407623000295 One instrument to rule them all: The bias and coverage of just-ID IV
by Angrist, Joshua & Kolesár, Michal
- S0304407623000301 Is Newey–West optimal among first-order kernels?
by Kolokotrones, Thomas & Stock, James H. & Walker, Christopher D.
- S0304407623000702 Instrumental variable estimation with first-stage heterogeneity
by Abadie, Alberto & Gu, Jiaying & Shen, Shu
- S0304407623001434 Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
by Arellano, Manuel & Blundell, Richard & Bonhomme, Stéphane & Light, Jack
- S0304407623002166 Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators
by Liu, Lin & Mukherjee, Rajarshi & Robins, James M.
- S030440762030364X Financially adaptive clinical trials via option pricing analysis
by Chaudhuri, Shomesh E. & Lo, Andrew W.
- S030440762100097X Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
by Windmeijer, Frank
2024, Volume 240, Issue 1
- S0304407623003524 Likelihood approach to dynamic panel models with interactive effects
by Bai, Jushan
- S0304407623003639 Locally robust inference for non-Gaussian linear simultaneous equations models
by Lee, Adam & Mesters, Geert
- S0304407623003640 Cross-section bootstrap for CCE regressions
by De Vos, Ignace & Stauskas, Ovidijus
- S0304407624000010 Bias in local projections
by Herbst, Edward P. & Johannsen, Benjamin K.
- S0304407624000150 Volatility of volatility and leverage effect from options
by Chong, Carsten H. & Todorov, Viktor
- S0304407624000162 Identification of a rational inattention discrete choice model
by Liao, Moyu
- S0304407624000174 Time-varying multivariate causal processes
by Gao, Jiti & Peng, Bin & Wu, Wei Biao & Yan, Yayi
- S0304407624000204 Panel quantile regression for extreme risk
by Hou, Yanxi & Leng, Xuan & Peng, Liang & Zhou, Yinggang
- S0304407624000228 Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
by Shi, Peng & Zhao, Zifeng
- S0304407624000253 Identifying the effects of a program offer with an application to Head Start
by Kamat, Vishal
- S0304407624000265 A computational approach to identification of treatment effects for policy evaluation
by Han, Sukjin & Yang, Shenshen
- S0304407624000277 The variance of regression coefficients when the population is finite
by Startz, Richard & Steigerwald, Douglas G.
- S0304407624000289 Inference for low-rank completion without sample splitting with application to treatment effect estimation
by Choi, Jungjun & Kwon, Hyukjun & Liao, Yuan
- S0304407624000307 Confidence intervals of treatment effects in panel data models with interactive fixed effects
by Li, Xingyu & Shen, Yan & Zhou, Qiankun
- S0304407624000319 Panel data models with time-varying latent group structures
by Wang, Yiren & Phillips, Peter C.B. & Su, Liangjun
- S0304407624000356 Non-representative sampled networks: Estimation of network structural properties by weighting
by Hsieh, Chih-Sheng & Hsu, Yu-Chin & Ko, Stanley I.M. & Kovářík, Jaromír & Logan, Trevon D.
- S0304407624000368 Nonparametric estimation for high-frequency data incorporating trading information
by Cui, Wenhao & Hu, Jie & Wang, Jiandong
- S0304407624000381 Finite underidentification
by Sentana, Enrique
- S0304407624000393 Time-varying forecast combination for factor-augmented regressions with smooth structural changes
by Chen, Qitong & Hong, Yongmiao & Li, Haiqi
- S0304407624000472 High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times
by Chen, Dachuan
- S030440762400023X Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true
by Kline, Brendan
- S030440762400037X Robust inference on correlation under general heterogeneity
by Giraitis, Liudas & Li, Yufei & Phillips, Peter C.B.
2024, Volume 239, Issue 2
- S0304407622000677 Testing specification of distribution in stochastic frontier analysis
by Cheng, Ming-Yen & Wang, Shouxia & Xia, Lucy & Zhang, Xibin
- S0304407622000859 Testing equality of several distributions in separable metric spaces: A maximum mean discrepancy based approach
by Zhang, Jin-Ting & Guo, Jia & Zhou, Bu
- S0304407622000902 Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property
by Cai, Zhanrui & Li, Changcheng & Wen, Jiawei & Yang, Songshan
- S0304407622001178 A Multi-Kink quantile regression model with common structure for panel data analysis
by Sun, Yan & Wan, Chuang & Zhang, Wenyang & Zhong, Wei
- S0304407622001543 Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
by Chang, Jinyuan & Hu, Qiao & Liu, Cheng & Tang, Cheng Yong
- S0304407622001567 A generalized knockoff procedure for FDR control in structural change detection
by Liu, Jingyuan & Sun, Ao & Ke, Yuan
- S0304407622001646 Time-varying minimum variance portfolio
by Fan, Qingliang & Wu, Ruike & Yang, Yanrong & Zhong, Wei
- S0304407622001841 A latent class Cox model for heterogeneous time-to-event data
by Pei, Youquan & Peng, Heng & Xu, Jinfeng
- S0304407622001877 A post-screening diagnostic study for ultrahigh dimensional data
by Zhang, Yaowu & Zhou, Yeqing & Zhu, Liping
- S0304407622002081 Mixed membership estimation for social networks
by Jin, Jiashun & Ke, Zheng Tracy & Luo, Shengming
- S0304407623000167 An autocovariance-based learning framework for high-dimensional functional time series
by Chang, Jinyuan & Chen, Cheng & Qiao, Xinghao & Yao, Qiwei
- S0304407623000179 Mining the factor zoo: Estimation of latent factor models with sufficient proxies
by Wan, Runzhe & Li, Yingying & Lu, Wenbin & Song, Rui
- S0304407623000180 Robustifying Markowitz
by Petukhina, Alla & Klochkov, Yegor & Härdle, Wolfgang Karl & Zhivotovskiy, Nikita
- S0304407623000209 Spherical autoregressive models, with application to distributional and compositional time series
by Zhu, Changbo & Müller, Hans-Georg
- S0304407623000568 The nonparametric Box–Cox model for high-dimensional regression analysis
by Zhou, He & Zou, Hui
- S0304407623000581 High frequency market making: The role of speed
by Aït-Sahalia, Yacine & Sağlam, Mehmet
- S0304407623000593 Inferential theory for generalized dynamic factor models
by Barigozzi, Matteo & Hallin, Marc & Luciani, Matteo & Zaffaroni, Paolo
- S0304407623001525 Power enhancement for testing multi-factor asset pricing models via Fisher’s method
by Yu, Xiufan & Yao, Jiawei & Xue, Lingzhou
- S0304407623001537 Retire: Robust expectile regression in high dimensions
by Man, Rebeka & Tan, Kean Ming & Wang, Zian & Zhou, Wen-Xin
- S0304407623001549 Inference on the best policies with many covariates
by Wei, Waverly & Zhou, Yuqing & Zheng, Zeyu & Wang, Jingshen
- S0304407623002786 Bipartite network influence analysis of a two-mode network
by Wu, Yujia & Lan, Wei & Fan, Xinyan & Fang, Kuangnan
- S0304407623002890 Dynamic modeling for multivariate functional and longitudinal data
by Hao, Siteng & Lin, Shu-Chin & Wang, Jane-Ling & Zhong, Qixian
- S0304407623003494 Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective
by Wang, Weichen & An, Ran & Zhu, Ziwei
- S0304407623003664 Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
by Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong
- S0304407623003676 Reprint: Hypothesis testing on high dimensional quantile regression
by Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu
- S030440762300057X Stock co-jump networks
by Ding, Yi & Li, Yingying & Liu, Guoli & Zheng, Xinghua
- S030440762300132X Realized regression with asynchronous and noisy high frequency and high dimensional data
by Chen, Dachuan & Mykland, Per A. & Zhang, Lan
2024, Volume 239, Issue 1
- S0304407621001792 Beyond RCP8.5: Marginal mitigation using quasi-representative concentration pathways
by Miller, J. Isaac & Brock, William A.
- S0304407622000987 Modelling cycles in climate series: The fractional sinusoidal waveform process
by Proietti, Tommaso & Maddanu, Federico
- S0304407622001701 Sieve bootstrap inference for linear time-varying coefficient models
by Friedrich, Marina & Lin, Yicong
- S0304407623000040 The validity of bootstrap testing for threshold autoregression
by Giannerini, Simone & Goracci, Greta & Rahbek, Anders
- S0304407623001446 Modelling circular time series
by Harvey, Andrew & Hurn, Stan & Palumbo, Dario & Thiele, Stephen
- S0304407623001665 Common volatility shocks driven by the global carbon transition
by Campos-Martins, Susana & Hendry, David F.
- S0304407623002105 Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
by He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo
- S0304407623002270 On model selection criteria for climate change impact studies
by Cui, Xiaomeng & Gafarov, Bulat & Ghanem, Dalia & Kuffner, Todd
- S0304407623002361 Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data
by Reuvers, Hanno & Wijler, Etienne
- S0304407623002634 Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change
by Jiao, Xiyu & Pretis, Felix & Schwarz, Moritz
- S0304407623003615 Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
by Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan
2024, Volume 238, Issue 2
- S0304407623002701 A residual bootstrap for conditional Value-at-Risk
by Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan
- S0304407623002737 Profiling the plight of disconnected youth in America
by MaCurdy, Thomas & Glick, David & Sherpa, Sonam & Nagavarapu, Sriniketh
- S0304407623002774 Sharp bounds in the latent index selection model
by Marx, Philip
- S0304407623002828 An information–Theoretic approach to partially identified auction models
by Jun, Sung Jae & Pinkse, Joris
- S0304407623002853 Identification and estimation of sequential games of incomplete information with multiple equilibria
by Yoon, Jangsu
- S0304407623002865 Unconditional effects of general policy interventions
by Martínez-Iriarte, Julián & Montes-Rojas, Gabriel & Sun, Yixiao
- S0304407623002877 Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice
by Henry, Marc & Méango, Romuald & Mourifié, Ismaël
- S0304407623002889 Estimation of complier expected shortfall treatment effects with a binary instrumental variable
by Wei, Bo & Tan, Kean Ming & He, Xuming
- S0304407623002920 Nested Pseudo likelihood estimation of continuous-time dynamic discrete games
by Blevins, Jason R. & Kim, Minhae
- S0304407623002981 Quantile analysis of “hazard-rate” game models
by Enache, Andreea & Florens, Jean-Pierre
- S0304407623003184 A conditional linear combination test with many weak instruments
by Lim, Dennis & Wang, Wenjie & Zhang, Yichong
- S0304407623003196 Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach
by Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing & Wang, Shouyang
- S0304407623003202 An identification and testing strategy for proxy-SVARs with weak proxies
by Angelini, Giovanni & Cavaliere, Giuseppe & Fanelli, Luca
- S0304407623003214 Estimation and variable selection for high-dimensional spatial dynamic panel data models
by Hou, Li & Jin, Baisuo & Wu, Yuehua
- S0304407623003299 Tail behavior of ACD models and consequences for likelihood-based estimation
by Cavaliere, Giuseppe & Mikosch, Thomas & Rahbek, Anders & Vilandt, Frederik
- S0304407623003421 Robust testing for explosive behavior with strongly dependent errors
by Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun
- S0304407623003457 Distributed estimation and inference for spatial autoregression model with large scale networks
by Ren, Yimeng & Li, Zhe & Zhu, Xuening & Gao, Yuan & Wang, Hansheng
- S0304407623003469 Autoregressive conditional betas
by Blasques, F. & Francq, Christian & Laurent, Sébastien
- S0304407623003470 The likelihood ratio test for structural changes in factor models
by Bai, Jushan & Duan, Jiangtao & Han, Xu
- S0304407623003482 Bellman filtering and smoothing for state–space models
by Lange, Rutger-Jan
- S0304407623003500 Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails
by Antolín-Díaz, Juan & Drechsel, Thomas & Petrella, Ivan
- S0304407623003512 Observation-driven filtering of time-varying parameters using moment conditions
by Creal, Drew & Koopman, Siem Jan & Lucas, André & Zamojski, Marcin
- S0304407623003536 Identification of heterogeneous elasticities in gross-output production functions
by Li, Tong & Sasaki, Yuya
- S0304407623003548 Estimation and inference by stochastic optimization
by Forneron, Jean-Jacques
- S0304407623003573 Nonparametric estimation of stochastic frontier models with weak separability
by Centorrino, Samuele & Parmeter, Christopher F.
- S0304407623003585 Semiparametric Bayesian estimation of dynamic discrete choice models
by Norets, Andriy & Shimizu, Kenichi
- S030440762300297X What leads to measurement errors? Evidence from reports of program participation in three surveys
by Celhay, Pablo & Meyer, Bruce D. & Mittag, Nikolas
- S030440762300338X High-dimensional IV cointegration estimation and inference
by Phillips, Peter C.B. & Kheifets, Igor L.
- S030440762300341X The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity
by Casini, Alessandro
2024, Volume 238, Issue 1
- S0304407623002385 Systematic staleness
by Bandi, Federico M. & Pirino, Davide & Renò, Roberto
- S0304407623002415 Hypothesis testing on high dimensional quantile regression
by Chen, Zhao & Cheng, Vivian Xinyi & Liu, Xu
- S0304407623002609 High-dimensional low-rank tensor autoregressive time series modeling
by Wang, Di & Zheng, Yao & Li, Guodong
- S0304407623002622 Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate
by Hajivassiliou, Vassilis & Savignac, Frédérique
- S0304407623002646 Optimal nonparametric range-based volatility estimation
by Bollerslev, Tim & Li, Jia & Li, Qiyuan
- S0304407623002658 Local linearization based subvector inference in moment inequality models
by Bei, Xinyue
- S0304407623002671 Binary choice with misclassification and social interactions, with an application to peer effects in attitude
by Lin, Zhongjian & Hu, Yingyao
- S0304407623002683 Detecting identification failure in moment condition models
by Forneron, Jean-Jacques
- S0304407623002695 Inference in models with partially identified control functions
by Aradillas-Lopez, Andres
- S0304407623002713 Causal inference of general treatment effects using neural networks with a diverging number of confounders
by Chen, Xiaohong & Liu, Ying & Ma, Shujie & Zhang, Zheng
- S0304407623002725 Bounding program benefits when participation is misreported
by Tommasi, Denni & Zhang, Lina
- S0304407623002750 Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity
by Feng, Xingdong & Li, Wenyu & Zhu, Qianqian
- S0304407623002762 Nonparametric Gini-Frisch bounds
by Chalak, Karim
- S0304407623002798 Identification of multi-valued treatment effects with unobserved heterogeneity
by Fusejima, Koki
- S0304407623002816 Population interference in panel experiments
by Han, Kevin & Basse, Guillaume & Bojinov, Iavor
- S0304407623002841 Tuning parameter-free nonparametric density estimation from tabulated summary data
by Lee, Ji Hyung & Sasaki, Yuya & Toda, Alexis Akira & Wang, Yulong
- S0304407623002907 Asset pricing with neural networks: Significance tests
by Fallahgoul, Hasan & Franstianto, Vincentius & Lin, Xin
- S0304407623002919 Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions
by Blasques, Francisco & van Brummelen, Janneke & Gorgi, Paolo & Koopman, Siem Jan
- S0304407623002932 Semi-parametric single-index predictive regression models with cointegrated regressors
by Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein
- S0304407623002944 Rank-based max-sum tests for mutual independence of high-dimensional random vectors
by Wang, Hongfei & Liu, Binghui & Feng, Long & Ma, Yanyuan
- S0304407623002956 Matching points: Supplementing instruments with covariates in triangular models
by Feng, Junlong
- S0304407623002968 Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions
by Janys, Lena & Siflinger, Bettina
- S030440762300283X Endogeneity in weakly separable models without monotonicity
by Chen, Songnian & Khan, Shakeeb & Tang, Xun
2023, Volume 237, Issue 2
- S0304407620303924 Volatility measurement with pockets of extreme return persistence
by Andersen, Torben G. & Li, Yingying & Todorov, Viktor & Zhou, Bo
- S0304407621002141 Dynamic conditional eigenvalue GARCH
by Hetland, Simon & Pedersen, Rasmus Søndergaard & Rahbek, Anders
- S0304407621002153 A dynamic conditional score model for the log correlation matrix
by Hafner, Christian M. & Wang, Linqi
- S0304407621002165 Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects
by Gorgi, P. & Koopman, S.J.
- S0304407621002256 Comparing forecasting performance in cross-sections
by Qu, Ritong & Timmermann, Allan & Zhu, Yinchu
- S0304407621002657 Evaluating forecast performance with state dependence
by Odendahl, Florens & Rossi, Barbara & Sekhposyan, Tatevik
- S0304407621002724 CRPS learning
by Berrisch, Jonathan & Ziel, Florian
- S0304407622000586 Extensions to IVX methods of inference for return predictability
by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- S0304407622000689 Dynamic clustering of multivariate panel data
by Custodio João, Igor & Lucas, André & Schaumburg, Julia & Schwaab, Bernd
- S0304407622001282 Machine learning panel data regressions with heavy-tailed dependent data: Theory and application
by Babii, Andrii & Ball, Ryan T. & Ghysels, Eric & Striaukas, Jonas
- S0304407622001294 Transformed regression-based long-horizon predictability tests
by Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- S0304407622001464 On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates
by Diebold, Francis X. & Shin, Minchul & Zhang, Boyuan
- S0304407622002044 Semiparametric modeling of multiple quantiles
by Catania, Leopoldo & Luati, Alessandra
- S0304407622002093 A flexible predictive density combination for large financial data sets in regular and crisis periods
by Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K.
- S0304407622002111 Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach
by Fan, Rui & Lee, Ji Hyung & Shin, Youngki
- S0304407622002123 Uniform predictive inference for factor models with instrumental and idiosyncratic betas
by Cheng, Mingmian & Liao, Yuan & Yang, Xiye
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by Oh, Dong Hwan & Patton, Andrew J.
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