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RANDOMIZED TESTING FOR JUMP DETECTIO
Author: Sun, Yucheng
Journal: ECONOMETRIC THEORY. 2026; Vol. , Issue , pp. -. DOI: 10.1017/S0266466626100425
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A CONSISTENT ICM-BASED χ2 SPECIFICATION TES
Author: Jiang, Feiyu; Tsyawo, Emmanuel Selorm
Journal: ECONOMETRIC THEORY. 2026; Vol. , Issue , pp. -. DOI: 10.1017/S0266466626100437
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UNIFORM INFERENCE FOR NONPARAMETRIC PANEL MODELS WITH FIXED EFFECT
Author: Liu, Nan; Liu, Yanbo
Journal: ECONOMETRIC THEORY. 2026; Vol. , Issue , pp. -. DOI: 10.1017/S026646662510025X
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ROBUST ESTIMATION FOR THE SPATIAL AUTOREGRESSIVE MODE
Author: Liu, Tuo; Xu, Xingbai; Lee, Lung-Fei; Mei, Yingdan
Journal: ECONOMETRIC THEORY. 2026; Vol. , Issue , pp. -. DOI: 10.1017/S0266466626100346
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NEW ASYMPTOTICS APPLIED TO FUNCTIONAL COEFFICIENT REGRESSION AND CLIMATE SENSITIVITY ANALYSI
Author: Wang, Qiying; Phillips, Peter C. B.; Wang, Ying
Journal: ECONOMETRIC THEORY. 2026; Vol. , Issue , pp. -. DOI: 10.1017/S0266466626100358
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HOW TO DETECT NETWORK DEPENDENCE IN LATENT FACTOR MODELS? A BIAS-CORRECTED CD TES
Author: Pesaran, M. Hashem; Xie, Yimeng
Journal: ECONOMETRIC THEORY. 2026; Vol. , Issue , pp. -. DOI: 10.1017/S0266466625100212
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CAN PRINCIPAL COMPONENT ANALYSIS PRESERVE THE SPARSITY IN FACTOR LOADINGS
Author: Wei, Jie; Zhang, Yonghui
Journal: ECONOMETRIC THEORY. 2026; Vol. , Issue , pp. -. DOI: 10.1017/S0266466625100303
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MODEL AVERAGING FOR TREATMENT EFFECT ESTIMATION WITH HETEROGENEITY AND HETEROSKEDASTICIT
Author: Wei, Yuting; Yang, Guangren; Chen, Zhanshou; Zhang, Xinyu
Journal: ECONOMETRIC THEORY. 2025; Vol. , Issue , pp. -. DOI: 10.1017/S0266466625100029
