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Content
2026, Volume 256, Issue PB
- S0304407624002689 Semiparametric Bayesian estimation in an ordinal probit model with application to life satisfaction across countries, age and gender
by Tobias, Justin L. & Bond, Timothy N.
- S0304407625000090 Large Bayesian matrix autoregressions
by Chan, Joshua C.C. & Qi, Yaling
- S0304407625000326 Deviance Information Criterion for Bayesian model selection: Theoretical justification and applications
by Li, Yong & Mallick, Sushanta K. & Wang, Nianling & Yu, Jun & Zeng, Tao
- S0304407625001046 A Bayesian approach to modeling economic growth: Variable selection and cross-sectional dependence
by Feng, Guohua & Wang, Chuan & Kumbhakar, Subal C.
- S0304407625001204 Model uncertainty in the cross-section of stock returns
by Huang, Jiantao & Shi, Ran
- S0304407625001216 Structural breaks, model uncertainty and factor selection
by Chib, Siddhartha & Smith, Simon C.
- S0304407625001265 Bayesian model comparison for large Bayesian VARs after the COVID-19 pandemic
by Chan, Joshua C.C. & Yu, Xuewen & Zhang, Wei
- S0304407625001290 Bayesian space–time varying coefficient modeling for climate econometrics: A spatial–temporal Gaussian process approach
by Goh, Gyuhyeong & Yu, Jisang & Kim, Myungjin & Tack, Jesse
- S0304407625001356 Bayesian estimation of a semiparametric stochastic frontier model with persistent and transient inefficiencies
by Nie, Puguang & Parmeter, Christopher F. & Zelenyuk, Valentin & Zhang, Xibin
- S0304407625001393 A semiparametric Bayesian estimator of copula density
by Wang, Qiaoyu & Wu, Ximing & Wang, Taining & Kumbhakar, Subal C. & Luo, Sui
- S0304407625001526 Bayesian evaluation of mutual fund performance with non-random missing data: Application to the Chinese market
by Liu, Tianyi & Wang, Qianchao & Yi, Yanping & Zhang, Yonghui
- S0304407625001617 Partial identification of structural vector autoregressions with non-centred stochastic volatility
by Lütkepohl, Helmut & Shang, Fei & Uzeda, Luis & Woźniak, Tomasz
- S0304407625001630 Bayesian nonparametric inference in bank business models with transient and persistent cost inefficiency
by Korobilis, Dimitris & Mamatzakis, Emmanuel C. & Pappas, Vasileios
- S0304407625002167 Text-term selection and analysis: Frequentist and Bayesian strategies and interpretations
by Chen, Cathy Yi-Hsuan & Kapetanios, George & Wu, Wei-Biao
- S0304407626000114 Likelihood specification in simultaneous equation models for discrete data
by Jeliazkov, Ivan & Vossmeyer, Angela
- S0304407626000515 Macro-prudential policy under asymmetric risks: A Bayesian structural quantile VAR approach
by Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Lund-Thomsen, Frederik & Manganelli, Simone & Schwaab, Bernd
- S0304407626000734 Concentrated MCMC estimation
by Xiao, Xuan & Xu, Xingbai & Tang, Chengwei & Liu, Tuo
- S0304407626000771 Bayesian model averaging with non-conjugate priors
by Tasiopoulos, Anastasios E. & Tsionas, Efthymios G. & Vlastakis, Nikolaos D.
- S0304407626000904 Bayesian methods in economics and finance: A unified survey and taxonomy
by Kumbhakar, Subal C. & Mallick, Sushanta K.
- S030440762500003X Stochastic volatility in mean: Efficient analysis by a generalized mixture sampler
by Hiraki, Daichi & Chib, Siddhartha & Omori, Yasuhiro
- S030440762500199X A dynamic state-space HAR model
by Tsionas, Mike & Ghalayini, Aya & Izzeldin, Marwan & Trapani, Lorenzo
- S030440762600059X Testing for differences in high-frequency network connectedness from variance decompositions
by Bevilacqua, Mattia & Ellington, Michael & Hizmeri, Rodrigo
2026, Volume 256, Issue PA
- S0304407626000606 Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets
by Londschien, Malte & Bühlmann, Peter
- S0304407626000631 Semi-nonparametric models of multidimensional matching: An optimal transport approach
by Kim, Dongwoo & Lee, Young Jun
- S0304407626000746 Treatment effects with targeting instruments
by Lee, Sokbae & Salanié, Bernard
- S0304407626000758 Bounding treatment effects by pooling limited information across observations
by Lee, Sokbae & Weidner, Martin
- S0304407626000850 A kernelization-based approach to nonparametric binary choice models
by Yan, Guo
- S0304407626000862 Time domain estimation of non-fundamental ARMA models in the presence of heteroskedasticity of unknown form
by Lobato, Ignacio N. & Velasco, Carlos
- S0304407626000874 Estimation and inference in boundary discontinuity designs: Distance-based methods
by Cattaneo, Matias D. & Titiunik, Rocío & Yu, Ruiqi (Rae)
- S0304407626000886 Estimation of characteristics-based quantile factor models
by Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús & Pan, Haozi
- S0304407626000898 Distributional effects with two-sided measurement error: An application to intergenerational income mobility
by Callaway, Brantly & Li, Tong & Murtazashvili, Irina & Tsyawo, Emmanuel S.
- S0304407626000916 AIC for many-regressor heteroskedastic regressions
by Anatolyev, Stanislav
- S030440762600076X Singular vector autoregressions
by Eisenstat, Eric & Strachan, Rodney W.
- S030440762600093X Identification and estimation in a time-varying endogenous random coefficient panel data model
by Li, Ming
2026, Volume 255, Issue C
- S0304407626000370 A sorted penalty estimator: Inference for a correlation-robust shrinkage method
by Medeiros, Marcelo C. & Sun, Chuanping
- S0304407626000394 Consistency, distributional convergence, and optimality of time-varying parameters in score-driven models
by Beutner, Eric & Lin, Yicong & Lucas, Andre
- S0304407626000412 Inference on breaks in weak location time series models with the estimating function approach
by Francq, Christian & Trapani, Lorenzo & Zakoïan, Jean-Michel
- S0304407626000424 An empirical evaluation of some long-horizon macroeconomic forecasts
by Lunsford, Kurt G. & West, Kenneth D.
- S0304407626000436 Estimation and inference for unbalanced panel data models with interactive fixed effects
by Su, Liangjun & Wang, Fa & Wang, Yiren
- S0304407626000527 A uniformly valid test for instrument exogeneity
by Dovonon, Prosper & Gospodinov, Nikolay
- S0304407626000539 The modified conditional sum-of-squares estimator for fractionally integrated models
by Kılınç, Mustafa R. & Massmann, Michael
- S0304407626000540 Estimation and inference of the forecast error variance decomposition for set-identified SVARs
by Fusari, Francesco & Marlow, Joe & Volpicella, Alessio
- S0304407626000552 The information matrix test for Gaussian mixtures
by Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique
- S0304407626000564 Robust econometrics for growth-at-risk
by Adrian, Tobias & Sasaki, Yuya & Wang, Yulong
- S0304407626000576 Should we augment large covariance matrix estimation with auxiliary network information?
by Ge, Shuyi & Li, Shaoran & Linton, Oliver & Liu, Weiguang & Su, Wen
- S0304407626000588 Monitoring joint tail risks: An application to growth and inflation
by Corradi, Valentina & Llorens-Terrazas, Jordi
- S0304407626000618 LASSO inference for high dimensional predictive regressions
by Gao, Zhan & Lee, Ji Hyung & Mei, Ziwei & Shi, Zhentao
- S0304407626000655 Integrated variance estimation for assets traded in multiple venues
by Dias, Gustavo Fruet & Schweikert, Karsten
- S0304407626000667 Mixture matrix-valued autoregressive model
by Wu, Fei & Chan, Kung-Sik
- S0304407626000679 Nuclear norm regularized estimation of panel regression models
by Moon, Hyungsik Roger & Weidner, Martin
- S0304407626000680 Reduced rank multivariate spatial autoregressive model for large-scale networks
by Zhu, Tianyi & Pu, Dan & Ma, Yingying & Huang, Danyang & Lan, Wei
- S0304407626000692 Identification of first-price auctions with endogenous entry and possibly biased beliefs
by Li, Tong & Zhu, Yu
- S0304407626000709 Latent factor analysis in short panels
by Fortin, Alain-Philippe & Gagliardini, Patrick & Scaillet, Olivier
- S0304407626000710 Transfer estimates for causal effects across heterogeneous sites
by Menzel, Konrad
- S0304407626000722 Implicit score-driven filters for time-varying parameter models
by Lange, Rutger-Jan & van Os, Bram & van Dijk, Dick
- S030440762600062X Using spatial modeling to address covariate measurement error
by Schennach, Susanne M. & Starck, Vincent
2026, Volume 254, Issue PB
- S0304407626000023 GMM inference in the matrix exponential spatial specification
by Yang, Ye & Vijverberg, Wim P.M.
- S0304407626000072 Regularizing fairness in optimal policy learning with distributional targets
by Kock, Anders Bredahl & Preinerstorfer, David
- S0304407626000084 Minimax rates of convergence for nonparametric location-Scale models
by Zhao, Bingxin & Yang, Yuhong
- S0304407626000126 Estimating a conditional density ratio model for asset returns and option demand
by Dalderop, Jeroen & Linton, Oliver
- S0304407626000151 Time-varying macroeconomic announcement risk
by Johannes, Michael & Seeger, Norman J. & Stroud, Jonathan R.
- S0304407626000163 Semiparametric estimation of duration model with time-varying regressors and fixed effects
by Chen, Songnian & Wang, Qian
- S0304407626000242 High-dimensional conditional factor model
by Fu, Zhonghao & Gao, Shang & Su, Liangjun & Wang, Xia
- S0304407626000254 Diffusion index forecasting with tensor data
by Chen, Bin & Han, Yuefeng & Yu, Qiyang
- S0304407626000321 Sign-based tests for structural changes in multivariate volatility
by Wu, Jilin & Xiao, Zhijie & Zhang, Mengxi & Zhang, Zhenhuan
- S0304407626000333 Convolution-t distributions
by Hansen, Peter Reinhard & Tong, Chen
- S0304407626000382 Statistical inference of optimal allocations I: Regularities and their implications
by Feng, Kai & Hong, Han & Nekipelov, Denis
- S0304407626000400 The informativeness of combined experimental and observational data under dynamic selection
by Park, Yechan & Sasaki, Yuya
- S030440762600014X To be or not to be: Roughness or long memory in volatility?
by Bennedsen, Mikkel & Christensen, Kim & Christensen, Peter Korsbakke
2026, Volume 254, Issue PA
- S0304407623000131 Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
by Li, Yu-Ning & Chen, Jia & Linton, Oliver
- S0304407623003305 Robust estimation of integrated and spot volatility
by Li, Z. Merrick & Linton, Oliver
- S0304407624000782 Intraday volatility patterns from short-dated options
by Todorov, Viktor & Zhang, Yang
- S0304407624001568 Robust realized integrated beta estimator with application to dynamic analysis of integrated beta
by Oh, Minseog & Kim, Donggyu & Wang, Yazhen
- S0304407624001581 High dimensional regression coefficient test with high frequency data
by Chen, Dachuan & Feng, Long & Mykland, Per A. & Zhang, Lan
- S0304407624001593 Realized drift
by Laurent, Sébastien & Renò, Roberto & Shi, Shuping
- S0304407624002938 BUMVU estimators
by Kolokolov, Aleksey & Renò, Roberto & Zoi, Patrick
- S0304407625000089 Probability distributions for realized covariance measures
by Stollenwerk, Michael
- S0304407625000946 A multivariate realized GARCH model
by Archakov, Ilya & Hansen, Peter Reinhard & Lunde, Asger
- S0304407625001769 Bespoke realized volatility: Tailored measures of risk for volatility prediction
by Patton, Andrew J. & Zhang, Haozhe
- S0304407625002039 Efficient sampling for realized variance estimation in time-changed diffusion models
by Dimitriadis, Timo & Halbleib, Roxana & Polivka, Jeannine & Rennspies, Jasper & Streicher, Sina & Wolter, Axel Friedrich
- S0304407625002180 FX futures invariance
by Andersen, Torben G. & Bondarenko, Oleg & Gousgounis, Eleni & Onur, Esen
- S0304407625002283 Introduction to the Issue on High Frequency Econometrics
by Bauer, Lukas & Halbleib, Roxana & Olsen, Richard & Andersen, Torben G. & Nolte, Ingmar
- S0304407626000230 Reprint of: Nonparametric estimation for high-frequency data incorporating trading information
by Cui, Wenhao & Hu, Jie & Wang, Jiandong
- S030440762500185X Testing for jumps in a discretely observed price process with endogenous sampling times
by Li, Qiyuan & Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan
2026, Volume 253, Issue C
- S0304407625001587 Identification of incomplete information allocation-transfer games in monotone equilibrium
by Kline, Brendan
- S0304407625001745 Five lessons for applied researchers from twenty years of common correlated effects estimation
by Juodis, Artūras & Reese, Simon
- S0304407625001770 Large-scale model comparison with fast model confidence sets
by Barde, Sylvain
- S0304407625001782 Testing for peer effects without specifying the network structure
by Jung, Hyunseok & Liu, Xiaodong
- S0304407625001794 Enhancements of communication-efficient distributed statistical inference and its privacy preservation
by Yu, Miaomiao & Li, Jiaxuan & Zhou, Yong
- S0304407625001800 Quasi-Bayesian estimation and inference with control functions
by Liu, Ruixuan & Yu, Zhengfei
- S0304407625001812 Statistical inference for systemic risk-driven portfolio selection
by Fung, Tsz Chai & Li, Yinhuan & Peng, Liang & Qian, Linyi
- S0304407625001824 Decomposing informed trading in equity options
by Asencio, Felipe & Bernales, Alejandro & González, Daniel & Holowczak, Richard & Verousis, Thanos
- S0304407625001848 A jackknife bias correction for nonlinear network data models with fixed effects
by Hughes, David W.
- S0304407625001861 Jump detection in high-frequency order prices
by Bibinger, Markus & Hautsch, Nikolaus & Ristig, Alexander
- S0304407625002003 Difference-in-Differences with compositional changes
by Sant’Anna, Pedro H.C. & Xu, Qi
- S0304407625002027 Functional semiparametric modeling for nonstationary and periodic time series data
by Wang, Shouxia & Liu, Hua & You, Jinhong & Huang, Tao
- S0304407625002040 Robustness to missing data: breakdown point analysis
by Ober-Reynolds, Daniel
- S0304407625002064 Bootstraps for dynamic panel threshold models
by Gong, Woosik & Seo, Myung Hwan
- S0304407625002076 Inference for time-varying factor models under local stationarity
by Wu, Weichi & Zhou, Zhou & Hong, Yongmiao
- S0304407625002088 Unobserved component models, approximate filters and dynamic adaptive mixture models
by Catania, Leopoldo & D’Innocenzo, Enzo & Luati, Alessandra
- S0304407625002131 Decomposition and interpretation of treatment effects in settings with delayed outcomes
by Bugni, Federico A. & Canay, Ivan A. & McBride, Steve
- S0304407625002143 Quantile approach to intertemporal consumption with multiple assets
by de Castro, Luciano & Galvao, Antonio F. & Ota, Hirofumi
- S0304407625002155 Corrigendum to “Robust mutual fund selection with false discovery rate control” [Journal of Econometrics 252 (2025) 106121]
by Wang, Hongfei & Zhao, Ping & Feng, Long & Wang, Zhaojun
- S0304407625002179 Non-Parametric identification of stationary dynamic discrete choice models
by Dearing, Adam
- S0304407625002192 Exogenous consideration and extended random utility
by Allen, Roy
- S0304407625002209 Estimation and inference for CP tensor factor models
by Chen, Bin & Han, Yuefeng & Yu, Qiyang
- S0304407625002210 Multivariate kernel regression in vector and product metric spaces
by Schafgans, Marcia & Zinde-Walsh, Victoria
- S0304407625002222 Empirical welfare maximization with constraints
by Sun, Liyang
- S0304407625002234 Data-driven policy learning for continuous treatments
by Ai, Chunrong & Fang, Yue & Xie, Haitian
- S0304407625002246 Multi-horizon test for market frictions
by Li, Z. Merrick & Yang, Xiye
- S0304407625002258 Nonparametric treatment effect identification in school choice
by Chen, Jiafeng
- S0304407625002271 Strategic network formation with many agents
by Menzel, Konrad
- S0304407625002301 Uncovering mild drift in asset prices with intraday high-frequency data
by Shi, Shuping & Phillips, Peter C.B.
- S0304407625002313 Estimation and inference for causal functions with multi-way clustered data
by Liu, Nan & Liu, Yanbo & Sasaki, Yuya
- S0304407625002325 Estimation and inference for large-dimensional generalized matrix factor models
by Kong, Xinbing & Zhang, Tong
- S0304407626000011 Doubly-robust inference for conditional average treatment effects with high-dimensional controls
by Baybutt, Adam & Navjeevan, Manu
- S0304407626000035 GLS estimation of local projections: Trading robustness for efficiency
by De Vos, Ignace & Everaert, Gerdie
- S0304407626000047 On generalized CCE estimation
by Lu, Xun & Su, Liangjun & Ba, Yinglong
- S0304407626000059 Efficient estimation of structural models via sieves
by Luo, Yao & Sang, Peijun
- S0304407626000060 Identification in nonlinear dynamic panel models under partial stationarity
by Gao, Wayne Yuan & Wang, Rui
- S0304407626000096 Dynamic panel data quantile regression with network-linked fixed effects
by Huang, Shiwei & Chen, Yu & Hu, Jie & Zhang, Weiping
- S0304407626000102 Inference for two-stage experiments under covariate-adaptive randomization
by Liu, Jizhou
- S030440762500226X A simple, robust identification approach for first-price auctions
by Grundl, Serafin & Zhu, Yu
2025, Volume 252, Issue PB
- S0304407623003561 Phase transitions in nonparametric regressions
by Zhu, Ying
- S0304407623003597 Loss aversion and the welfare ranking of policy interventions
by Firpo, Sergio & Galvao, Antonio F. & Kobus, Martyna & Parker, Thomas & Rosa-Dias, Pedro
- S0304407624000794 Estimation of wage inequality in the UK by quantile regression with censored selection
by Chen, Songnian & Liu, Nianqing & Zhang, Hanghui & Zhou, Yahong
- S0304407624000824 Test of neglected heterogeneity in dyadic models
by Hahn, Jinyong & Moon, Hyungsik Roger & Shi, Ruoyao
- S0304407624001969 Statistical inference for the low dimensional parameters of linear regression models in the presence of high-dimensional data: An orthogonal projection approach
by Hsiao, Cheng & Zhou, Qiankun
- S0304407624002008 Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators
by Cattaneo, Matias D. & Farrell, Max H. & Jansson, Michael & Masini, Ricardo P.
- S0304407624002045 Nonlinear budget set regressions in random utility models: Theory and application to taxable income
by Blomquist, Soren & Kumar, Anil & Liang, Che-Yuan & Newey, Whitney K.
- S0304407624002057 Identification and estimation of partial effects in nonlinear semiparametric panel models
by Liu, Laura & Poirier, Alexandre & Shiu, Ji-Liang
- S0304407624002525 Estimating high dimensional monotone index models by iterative convex optimization
by Khan, Shakeeb & Lan, Xiaoying & Tamer, Elie & Yao, Qingsong
- S0304407625000600 Measuring the effects of segregation in the presence of social spillovers: A nonparametric approach
by Graham, Bryan S. & Imbens, Guido W. & Ridder, Geert
- S0304407625000624 Increasing the power of moment-based tests
by Woutersen, Tiemen
- S0304407625001058 Introduction to the Annals Issue in Honor of James Powell
by Graham, Bryan & Ichimura, Hidehiko & Jansson, Michael & Khan, Shakeeb
- S030440762300355X Identification of time-varying counterfactual parameters in nonlinear panel models
by Botosaru, Irene & Muris, Chris
- S030440762400085X Improved estimation of semiparametric dynamic copula models with filtered nonstationarity
by Chen, Xiaohong & Wang, Bo & Xiao, Zhijie & Yi, Yanping
2025, Volume 252, Issue PA
- S0304407625001435 On-line detection of changes in the shape of intraday volatility curves
by Andersen, Torben G. & Tan, Yingwen & Todorov, Viktor & Zhang, Zhiyuan
- S0304407625001514 Misspecification-robust bootstrap t-test for irrelevant factor in linear stochastic discount factor models
by Djogbenou, Antoine A. & Hounyo, Ulrich
- S0304407625001538 Structural periodic vector autoregressions
by Dzikowski, Daniel & Jentsch, Carsten
- S0304407625001551 Inference on model parameters with many L-moments
by Alvarez, Luis A.F. & Chiann, Chang & Morettin, Pedro A.
- S0304407625001563 Nonparametric regression under cluster sampling
by Shimizu, Yuya
- S0304407625001575 Cointegration with occasionally binding constraints
by Duffy, James A. & Mavroeidis, Sophocles & Wycherley, Sam
- S0304407625001599 Matrix-valued factor model with time-varying main effects
by Lam, Clifford & Cen, Zetai
- S0304407625001605 Addressing endogeneity issues in a spatial autoregressive model using copulas
by Lin, Yanli & Song, Yichun
- S0304407625001629 Risk premia from the cross-section of individual assets
by Kleibergen, Frank & Zhan, Zhaoguo
- S0304407625001642 GMM estimation with Brownian kernels applied to income inequality measurement
by Cho, Jin Seo & Phillips, Peter C.B.
- S0304407625001654 Weak identification with bounds in a class of minimum distance models
by Cox, Gregory Fletcher
- S0304407625001666 Estimation of spatial autoregressive panel data models with nonparametric endogenous effect
by Yang, Zixin & Song, Xiaojun & Yu, Jihai
- S0304407625001678 Weighted residual empirical processes, martingale transformations, and model specification tests for regressions with diverging number of parameters
by Tan, Falong & Guo, Xu & Zhu, Lixing
- S0304407625001691 Weighted-average quantile regression
by Chetverikov, Denis & Liu, Yukun & Tsyvinski, Aleh
- S0304407625001721 Making distributionally robust portfolios feasible in high dimension
by Wu, Ruike & Yang, Yanrong & Shang, Han Lin & Zhu, Huanjun
- S0304407625001733 Causal inference in network experiments: Regression-based analysis and design-based properties
by Gao, Mengsi & Ding, Peng
- S0304407625001757 Robust mutual fund selection with false discovery rate control
by Wang, Hongfei & Zhao, Ping & Feng, Long & Wang, Zhaojun
- S0304407625001836 Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations
by Shin, Minseok & Kim, Donggyu & Wang, Yazhen & Fan, Jianqing
- S030440762500140X High dimensional factor analysis with weak factors
by Choi, Jungjun & Yuan, Ming
- S030440762500154X Quantile graphical models: Prediction and conditional independence with applications to systemic risk
by Belloni, Alexandre & Chen, Mingli & Chernozhukov, Victor
- S030440762500168X Identification- and many moment-robust inference via invariant moment conditions
by Boot, Tom & Ligtenberg, Johannes W.
- S030440762500171X Shrinkage methods for treatment choice
by Ishihara, Takuya & Kurisu, Daisuke
2025, Volume 251, Issue C
- S0304407625000843 Distribution regression with censored selection
by Chen, Songnian & Liu, Nianqing & Zhang, Hanghui
- S0304407625000879 Multilevel matrix factor model
by Zhang, Yuteng & Hui, Yongchang & Song, Junrong & Zheng, Shurong
- S0304407625000892 Time-varying vector error-correction models: Estimation and inference
by Gao, Jiti & Peng, Bin & Yan, Yayi
- S0304407625000958 Multivariate stochastic volatility models based on generalized Fisher transformation
by Chen, Han & Fei, Yijie & Yu, Jun
- S0304407625001034 Asymptotic theory of the best-choice rerandomization using the Mahalanobis distance
by Wang, Yuhao & Li, Xinran
- S0304407625001071 Bias correction for quantile regression estimators
by Franguridi, Grigory & Gafarov, Bulat & Wüthrich, Kaspar
- S0304407625001083 Bernstein-type inequalities and nonparametric estimation under near-epoch dependence
by Yuan, Zihao & Spindler, Martin
- S0304407625001095 Generalized Lee bounds
by Semenova, Vira
- S0304407625001101 Fast computation of exact confidence intervals for randomized experiments with binary outcomes
by Aronow, P.M. & Chang, Haoge & Lopatto, Patrick
- S0304407625001113 Global identification, estimation and inference of structural impulse response functions in factor models: A unified framework
by Han, Xu
- S0304407625001125 High frequency factor analysis with partially observable factors
by Chen, Dachuan & Lu, Wenqi & Xie, Siyu
- S0304407625001137 A comparative analysis of two-way fixed effects estimators in staggered treatment designs
by Aguilar-Loyo, Jhordano
- S0304407625001149 Layered policy analysis in program evaluation using the marginal treatment effect
by Mourifié, Ismael & Wan, Yuanyuan
- S0304407625001150 Neural Conformal Inference for jump diffusion processes
by Hyun, Hyeong Jin & Wang, Xiao
- S0304407625001174 A general test for functional inequalities
by Li, Jia & Liao, Zhipeng & Zhou, Wenyu
- S0304407625001186 Sieve estimation of state-varying factor models
by Su, Liangjun & Jin, Sainan & Wang, Xia
- S0304407625001198 Robust estimation for dynamic spatial autoregression models with nearly optimal rates
by Lu, Yin & Tao, Chunbai & Wang, Di & Uddin, Gazi Salah & Wu, Libo & Zhu, Xuening
- S0304407625001228 Taking advantage of biased proxies for forecast evaluation
by Buccheri, Giuseppe & Renò, Roberto & Vocalelli, Giorgio
- S0304407625001241 Factor-guided estimation of large covariance matrix function with conditional functional sparsity
by Li, Dong & Qiao, Xinghao & Wang, Zihan
- S0304407625001253 Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules
by Ghezzi, Fabrizio & Rossi, Eduardo & Trapani, Lorenzo
- S0304407625001277 An order-invariant score-driven dynamic factor model
by Artemova, Mariia
- S0304407625001289 A unified test for regression discontinuity designs
by Fusejima, Koki & Ishihara, Takuya & Sawada, Masayuki
- S0304407625001307 Bregman model averaging for forecast combination
by Chen, Yi-Ting & Liu, Chu-An & Su, Jiun-Hua
- S0304407625001320 Spatial panel data models with structural change
by Wang, Luya & Li, Kunpeng
- S0304407625001332 Quantile regression with group-level treatments
by Chen, Songnian
- S0304407625001344 On regression-adjusted imputation estimators of average treatment effects
by Lin, Zhexiao & Han, Fang
- S0304407625001368 Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure
by Dai, Siqi & Hong, Yongmiao & Li, Haiqi & Zheng, Chaowen
- S0304407625001381 Identification and inference for semiparametric single index transformation models
by Lin, Yingqian & Tu, Yundong
- S0304407625001411 Support vector decision making
by Sun, Yixiao
- S030440762500096X A robust residual-based test for structural changes in factor models
by Peng, Bin & Su, Liangjun & Yan, Yayi
- S030440762500106X Hedonic prices and quality adjusted price indices powered by AI
by Bajari, P. & Cen, Z. & Chernozhukov, V. & Manukonda, M. & Vijaykumar, S. & Wang, J. & Huerta, R. & Li, J. & Leng, L. & Monokroussos, G. & Wang, S.
- S030440762500123X High dimensional binary choice model with unknown heteroskedasticity or instrumental variables
by Ouyang, Fu & Yang, Thomas T.
- S030440762500137X Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio
by Caner, Mehmet & Daniele, Maurizio
2025, Volume 250, Issue C
- S0304407625000582 Faster estimation of dynamic discrete choice models using index invertibility
by Bunting, Jackson & Ura, Takuya
- S0304407625000636 Pairwise valid instruments
by Sun, Zhenting & Wüthrich, Kaspar
- S0304407625000648 Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties
by Bazylik, Sergei & Mogstad, Magne & Romano, Joseph P. & Shaikh, Azeem M. & Wilhelm, Daniel
- S0304407625000661 Dimension-agnostic change point detection
by Gao, Hanjia & Wang, Runmin & Shao, Xiaofeng
- S0304407625000673 Dynamic treatment effect estimation with interactive fixed effects and short panels
by Brown, Nicholas L. & Butts, Kyle
- S0304407625000685 Realized candlestick wicks
by Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan
- S0304407625000764 Inference for large dimensional factor models under general missing data patterns
by Su, Liangjun & Wang, Fa
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