http://www.sciencedirect.com/science/journal/03044076/197/2

QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
Xi Qu, Lung-fei Lee, Jihai Yu

Testing identifying assumptions in nonseparable panel data models
Dalia Ghanem

Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Bent Jesper Christensen, Rasmus Tangsgaard Varneskov

Inference from high-frequency data: A subsampling approach
K. Christensen, M. Podolskij, N. Thamrongrat, B. Veliyev

Bayesian mode regression using mixtures of triangular densities
Chi-san Ho, Paul Damien, Stephen Walker

Testing for non-correlation between price and volatility jumps
Jean Jacod, Claudia Klüppelberg, Gernot Müller

A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Min Seong Kim, Yixiao Sun, Jingjing Yang

Spatial dynamic panel data models with interactive fixed effects
Wei Shi, Lung-fei Lee

Fitting a two phase threshold multiplicative error model
Indeewara Perera, Hira L. Koul

Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
Yaxing Yang, Shiqing Ling

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