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GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
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Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
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Adverse selection, moral hazard and the demand for Medigap insurance
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Methods for measuring expectations and uncertainty in Markov-switching models
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Testing for monotonicity under endogeneity: An application to the reservation wage function
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Efficient shrinkage in parametric models
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Shrinkage estimation of dynamic panel data models with interactive fixed effects
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A tale of two option markets: Pricing kernels and volatility risk
–Zhaogang Song, Dacheng Xiu [Publisher] [Google Scholar]

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