| FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION |
22 |
| ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL |
10 |
| CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH |
7 |
| CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS |
6 |
| INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS |
6 |
| QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES |
5 |
| ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES |
5 |
| TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS |
5 |
| NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY |
4 |
| A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS |
4 |
| NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE |
4 |
| TESTING GARCH-X TYPE MODELS |
4 |
| ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS |
4 |
| UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS |
3 |
| IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS |
3 |
| TESTING FOR HOMOGENEITY IN MIXTURE MODELS |
3 |
| THE LINEAR SYSTEMS APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS |
2 |
| ON NONPARAMETRIC INFERENCE IN THE REGRESSION DISCONTINUITY DESIGN |
2 |
| NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS |
2 |
| A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA |
2 |
| THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS |
2 |
| ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING |
2 |
| NONPARAMETRIC STOCHASTIC VOLATILITY |
2 |
| NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES |
2 |
| TESTING GENERALIZED REGRESSION MONOTONICITY |
2 |
| MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES |
2 |
| STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL |
2 |
| ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY |
2 |
| STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS |
2 |
| TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES |
2 |
| ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS |
2 |
| ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES |
2 |
| SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY |
1 |
| WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS |
1 |
| EXACT LIKELIHOOD INFERENCE IN GROUP INTERACTION NETWORK MODELS |
1 |
| DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY |
1 |
| DYNAMIC ASSET CORRELATIONS BASED ON VINES |
1 |
| UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS |
1 |
| IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS |
1 |
| DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS |
1 |
| TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT |
1 |
| INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS |
1 |
| PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY |
1 |
| NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION |
0 |
| ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES |
0 |
| NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY |
0 |
| COMPUTING LIMITING LOCAL POWERS AND POWER ENVELOPES OF PANEL MA UNIT ROOT TESTS AND STATIONARITY TESTS |
0 |
| COMBINING ESTIMATES OF CONDITIONAL TREATMENT EFFECTS |
0 |
| SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT |
0 |
| JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS |
0 |
