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LASSO inference for high dimensional predictive regression
Author: Gao, Zhan; Lee, Ji Hyung; Mei, Ziwei; Shi, Zhentao
Journal: JOURNAL OF ECONOMETRICS. 2026; Vol. 255, Issue , pp. -. DOI: 10.1016/j.jeconom.2026.106240
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Estimation and inference for unbalanced panel data models with interactive fixed effect
Author: Su, Liangjun; Wang, Fa; Wang, Yiren
Journal: JOURNAL OF ECONOMETRICS. 2026; Vol. 255, Issue , pp. -. DOI: 10.1016/j.jeconom.2026.106222
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Robust estimation of integrated and spot volatilit
Author: Li, Z. Merrick; Linton, Oliver
Journal: JOURNAL OF ECONOMETRICS. 2026; Vol. 254, Issue , pp. -. DOI: 10.1016/j.jeconom.2023.105614
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High dimensional regression coefficient test with high frequency dat
Author: Chen, Dachuan; Feng, Long; Mykland, Per A.; Zhang, Lan
Journal: JOURNAL OF ECONOMETRICS. 2026; Vol. 254, Issue , pp. -. DOI: 10.1016/j.jeconom.2024.105812
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Testing for jumps in a discretely observed price process with endogenous sampling time
Author: Li, Qiyuan; Li, Yifan; Nolte, Ingmar; Nolte, Sandra; Yu, Shifan
Journal: JOURNAL OF ECONOMETRICS. 2026; Vol. 254, Issue , pp. -. DOI: 10.1016/j.jeconom.2025.106132
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Statistical inference of optimal allocations I: Regularities and their implication
Author: Feng, Kai; Hong, Han; Nekipelov, Denis
Journal: JOURNAL OF ECONOMETRICS. 2026; Vol. 254, Issue , pp. -. DOI: 10.1016/j.jeconom.2026.106217
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GMM inference in the matrix exponential spatial specificatio
Author: Yang, Ye; Vijverberg, Wim P. M
Journal: JOURNAL OF ECONOMETRICS. 2026; Vol. 254, Issue , pp. -. DOI: 10.1016/j.jeconom.2026.106181
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Minimax rates of convergence for nonparametric location-Scale model
Author: Zhao, Bingxin; Yang, Yuhong
Journal: JOURNAL OF ECONOMETRICS. 2026; Vol. 254, Issue , pp. -. DOI: 10.1016/j.jeconom.2026.106187
