| Unobservable Selection and Coefficient Stability: Theory and Evidence |
222 |
| Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs |
89 |
| Poorly Measured Confounders are More Useful on the Left than on the Right |
25 |
| Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads |
24 |
| Large Dynamic Covariance Matrices |
21 |
| Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models |
17 |
| The Changing Transmission of Uncertainty Shocks in the US |
15 |
| Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution |
12 |
| Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited |
9 |
| Changing Macroeconomic Dynamics at the Zero Lower Bound |
9 |
| Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models |
8 |
| The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability |
7 |
| Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models |
7 |
| Single-Index-Based CoVaR With Very High-Dimensional Covariates |
7 |
| Sieve Estimation of Time-Varying Panel Data Models With Latent Structures |
6 |
| Behavioral Heterogeneity in US Inflation Dynamics |
6 |
| Macroeconomic Uncertainty Through the Lens of Professional Forecasters |
5 |
| Semiparametric Smooth Coefficient Stochastic Frontier Model With Panel Data |
5 |
| Adaptive Shrinkage in Bayesian Vector Autoregressive Models |
5 |
| Too Connected to Fail? Inferring Network Ties From Price Co-Movements |
5 |
| New HEAVY Models for Fat-Tailed Realized Covariances and Returns |
5 |
| Combined Density Nowcasting in an Uncertain Economic Environment |
4 |
| Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data |
4 |
| Semiparametric Analysis of Network Formation |
4 |
| The Estimation and Testing of the Cointegration Order Based on the Frequency Domain |
4 |
| A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets |
4 |
| Estimating the Spot Covariation of Asset Prices-Statistical Theory and Empirical Evidence |
4 |
| Estimating and Testing Nonlinear Local Dependence Between Two Time Series |
4 |
| Including Covariates in the Regression Discontinuity Design |
4 |
| Goodness-of-Fit Testing for the Newcomb-Benford Law With Application to the Detection of Customs Fraud |
4 |
| Covariance Matrix Estimation via Network Structure |
4 |
| Measuring Nonlinear Granger Causality in Mean |
3 |
| Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments |
3 |
| Bayesian Inference for Assessing Effects of Email Marketing Campaigns |
3 |
| Direct and Indirect Effects Based on Difference-in-Differences With an Application to Political Preferences Following the Vietnam Draft Lottery |
3 |
| Stochastic Spanning |
3 |
| Can Business Owners Form Accurate Counterfactuals? Eliciting Treatment and Control Beliefs About Their Outcomes in the Alternative Treatment Status |
3 |
| Inferences for a Partially Varying Coefficient Model With Endogenous Regressors |
3 |
| A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection |
3 |
| Regression Discontinuity Designs With Sample Selection |
3 |
| Scanner Data Price Indexes: Addressing Some Unresolved Issues |
3 |
| On Estimation of Hurst Parameter Under Noisy Observations |
3 |
| Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective |
3 |
| Robust Inference for Inverse Stochastic Dominance |
3 |
| Perceived Inflation Persistence |
3 |
| Moment Component Analysis: An Illustration With International Stock Markets |
3 |
| Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models |
2 |
| Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models |
2 |
| Volatility-Related Exchange Traded Assets: An Econometric Investigation |
2 |
| Functional Autoregression for Sparsely Sampled Data |
2 |
