| OLS and IV estimation of regression models including endogenous interaction terms |
26 |
| Testing for Granger-causality in quantiles |
20 |
| Alternative diff-in-diffs estimators with several pretreatment periods |
11 |
| Practical procedures to deal with common support problems in matching estimation |
9 |
| A slack analysis framework for improving composite indicators with applications to human development and sustainable energy indices |
7 |
| Estimation of time-invariant effects in static panel data models |
6 |
| Fixed T dynamic panel data estimators with multifactor errors |
5 |
| Testing for a unit root in a nonlinear quantile autoregression framework |
5 |
| Modeling and forecasting realized covariance matrices with accounting for leverage |
4 |
| A Laplace stochastic frontier model |
4 |
| Testing explosive bubbles with time-varying volatility |
4 |
| Extremal dependence tests for contagion |
4 |
| Inference for the tail index of a GARCH(1) model and an AR(1) model with ARCH(1) errors |
3 |
| A multivariate volatility vine copula model |
3 |
| A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models |
3 |
| Structural breaks in panel data: Large number of panels and short length time series |
3 |
| Specification tests for time-varying parameter models with stochastic volatility |
3 |
| Model selection for factor analysis: Some new criteria and performance comparisons |
3 |
| A goodness-of-fit test for regular vine copula models |
2 |
| Wavelet energy ratio unit root tests |
2 |
| Functional-coefficient cointegration models in the presence of deterministic trends |
2 |
| Nonparametric localized bandwidth selection for Kernel density estimation |
2 |
| A modified confidence set for the structural break date in linear regression models |
2 |
| The estimation of multidimensional fixed effects panel data models |
2 |
| Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency |
2 |
| Stock return predictability: A factor-augmented predictive regression system with shrinkage method |
2 |
| The Gibbs sampler with particle efficient importance sampling for state-space models* |
2 |
| A general inversion theorem for cointegration |
2 |
| Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach |
2 |
| Estimation in a semiparametric panel data model with nonstationarity |
1 |
| Inference on local average treatment effects for misclassified treatment |
1 |
| First difference transformation in panel VAR models: Robustness, estimation, and inference |
1 |
| Asymptotics and bootstrap for random-effects panel data transformation models |
1 |
| The wrong skewness problem in stochastic frontier models: A new approach |
1 |
| Information theoretic methods in small domain estimation |
1 |
| Granger-causal analysis of GARCH models: A Bayesian approach |
1 |
| Bias-corrected realized variance |
1 |
| Double filter instrumental variable estimation of panel data models with weakly exogenous variables |
1 |
| Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form |
1 |
| Multivariate Return Decomposition: Theory and Implications |
1 |
| GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity |
1 |
| Nonstationary nonlinear quantile regression |
1 |
| Binary quantile regression and variable selection: A new approach |
1 |
| Size distributions reconsidered |
1 |
| Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models |
1 |
| Bayesian model averaging for dynamic panels with an application to a trade gravity model |
1 |
| Estimation bias and bias correction in reduced rank autoregressions |
1 |
| A general approach to conditional moment specification testing with projections |
1 |
| A stochastic recurrence equations approach for score driven correlation models |
1 |
| The asymptotic size and power of the augmented Dickey-Fuller test for a unit root |
1 |
