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Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics
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Modeling multivariate extreme events using self-exciting point processes
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Instrumental variables estimation with many weak instruments using regularized JIVE
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Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
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Consistent estimation with many moment inequalities
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Tests based on t-statistics for IV regression with weak instruments
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Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
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Identification robust inference in cointegrating regressions
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Pricing default events: Surprise, exogeneity and contagion
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