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Nonparametric errors in variables models with measurement errors on both sides of the equation
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Long memory affine term structure models
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Testing for (in)finite moments
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Inference in VARs with conditional heteroskedasticity of unknown form
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Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
–Junhui Qian, Liangjun Su [Publisher] [Google Scholar]

Information theory for maximum likelihood estimation of diffusion models
–Hwan-sik Choi [Publisher] [Google Scholar]

Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness
–Holger Dette, Stefan Hoderlein, Natalie Neumeyer [Publisher] [Google Scholar]

Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers
–Szabolcs Blazsek, Alvaro Escribano [Publisher] [Google Scholar]

Intergenerational long-term effects of preschool-structural estimates from a discrete dynamic programming model
–James J. Heckman, Lakshmi K. Raut [Publisher] [Google Scholar]

Estimation of heterogeneous panels with structural breaks
–Badi H. Baltagi, Qu Feng, Chihwa Kao [Publisher] [Google Scholar]

A direct approach to inference in nonparametric and semiparametric quantile models
–Yanqin Fan, Ruixuan Liu [Publisher] [Google Scholar]

Variation-based tests for volatility misspecification
–Alex Papanicolaou, Kay Giesecke [Publisher] [Google Scholar]

Sieve instrumental variable quantile regression estimation of functional coefficient models
–Liangjun Su, Tadao Hoshino [Publisher] [Google Scholar]

l1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
–Marcelo C. Medeiros, Eduardo F. Mendes [Publisher] [Google Scholar]

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