Athey, Susan; Imbens, Guido W.; Metzger, Jonas; Munro, Evan Using Wasserstein generative adversarial networks for the design of Monte Carlo simulations. (English) Zbl 07822333 J. Econom. 240, No. 2, Article ID 105076, 21 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Athey} et al., J. Econom. 240, No. 2, Article ID 105076, 21 p. (2024; Zbl 07822333) Full Text: DOI arXiv
Ren, Yimeng; Li, Zhe; Zhu, Xuening; Gao, Yuan; Wang, Hansheng Distributed estimation and inference for spatial autoregression model with large scale networks. (English) Zbl 07803967 J. Econom. 238, No. 2, Article ID 105629, 17 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Ren} et al., J. Econom. 238, No. 2, Article ID 105629, 17 p. (2024; Zbl 07803967) Full Text: DOI arXiv
Jun, Sung Jae; Pinkse, Joris An information-theoretic approach to partially identified auction models. (English) Zbl 07803950 J. Econom. 238, No. 2, Article ID 105566, 39 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. J. Jun} and \textit{J. Pinkse}, J. Econom. 238, No. 2, Article ID 105566, 39 p. (2024; Zbl 07803950) Full Text: DOI
Zhou, Weilun; Gao, Jiti; Harris, David; Kew, Hsein Semi-parametric single-index predictive regression models with cointegrated regressors. (English) Zbl 07803942 J. Econom. 238, No. 1, Article ID 105577, 18 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{W. Zhou} et al., J. Econom. 238, No. 1, Article ID 105577, 18 p. (2024; Zbl 07803942) Full Text: DOI
Chen, Bin; Maung, Kenwin Time-varying forecast combination for high-dimensional data. (English) Zbl 07767735 J. Econom. 237, No. 2, Part C, Article ID 105418, 21 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. Chen} and \textit{K. Maung}, J. Econom. 237, No. 2, Part C, Article ID 105418, 21 p. (2023; Zbl 07767735) Full Text: DOI arXiv
Fan, Rui; Lee, Ji Hyung; Shin, Youngki Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach. (English) Zbl 07767730 J. Econom. 237, No. 2, Part C, Article ID 105372, 19 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R. Fan} et al., J. Econom. 237, No. 2, Part C, Article ID 105372, 19 p. (2023; Zbl 07767730) Full Text: DOI arXiv
Semenova, Vira Debiased machine learning of set-identified linear models. (English) Zbl 07704512 J. Econom. 235, No. 2, 1725-1746 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{V. Semenova}, J. Econom. 235, No. 2, 1725--1746 (2023; Zbl 07704512) Full Text: DOI arXiv
Chen, Elynn Y.; Fan, Jianqing; Zhu, Xuening Community network auto-regression for high-dimensional time series. (English) Zbl 07704491 J. Econom. 235, No. 2, 1239-1256 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{E. Y. Chen} et al., J. Econom. 235, No. 2, 1239--1256 (2023; Zbl 07704491) Full Text: DOI arXiv
Adamek, Robert; Smeekes, Stephan; Wilms, Ines Lasso inference for high-dimensional time series. (English) Zbl 07704486 J. Econom. 235, No. 2, 1114-1143 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R. Adamek} et al., J. Econom. 235, No. 2, 1114--1143 (2023; Zbl 07704486) Full Text: DOI arXiv
Perera, Indeewara; Silvapulle, Mervyn J. Bootstrap specification tests for dynamic conditional distribution models. (English) Zbl 07704480 J. Econom. 235, No. 2, 949-971 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{I. Perera} and \textit{M. J. Silvapulle}, J. Econom. 235, No. 2, 949--971 (2023; Zbl 07704480) Full Text: DOI
Ma, Yingying; Guo, Shaojun; Wang, Hansheng Sparse spatio-temporal autoregressions by profiling and bagging. (English) Zbl 07633060 J. Econom. 232, No. 1, 132-147 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Ma} et al., J. Econom. 232, No. 1, 132--147 (2023; Zbl 07633060) Full Text: DOI
Khismatullina, Marina; Vogt, Michael Nonparametric comparison of epidemic time trends: the case of COVID-19. (English) Zbl 07633058 J. Econom. 232, No. 1, 87-108 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. Khismatullina} and \textit{M. Vogt}, J. Econom. 232, No. 1, 87--108 (2023; Zbl 07633058) Full Text: DOI arXiv
Wang, Bin; Zheng, Xu Testing for the presence of jump components in jump diffusion models. (English) Zbl 07585125 J. Econom. 230, No. 2, 483-509 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. Wang} and \textit{X. Zheng}, J. Econom. 230, No. 2, 483--509 (2022; Zbl 07585125) Full Text: DOI
Tu, Yundong; Liang, Han-Ying; Wang, Qiying Nonparametric inference for quantile cointegrations with stationary covariates. (English) Zbl 07585124 J. Econom. 230, No. 2, 453-482 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Tu} et al., J. Econom. 230, No. 2, 453--482 (2022; Zbl 07585124) Full Text: DOI
Liu, Yanghui; Li, Yehua; Carroll, Raymond J.; Wang, Naisyin Predictive functional linear models with diverging number of semiparametric single-index interactions. (English) Zbl 07585113 J. Econom. 230, No. 2, 221-239 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Econom. 230, No. 2, 221--239 (2022; Zbl 07585113) Full Text: DOI
Tu, Yundong; Wang, Ying Spurious functional-coefficient regression models and robust inference with marginal integration. (English) Zbl 07557271 J. Econom. 229, No. 2, 396-421 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Tu} and \textit{Y. Wang}, J. Econom. 229, No. 2, 396--421 (2022; Zbl 07557271) Full Text: DOI
Saart, Patrick W.; Xia, Yingcun Functional time series approach to analyzing asset returns co-movements. (English) Zbl 07538793 J. Econom. 229, No. 1, 127-151 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{P. W. Saart} and \textit{Y. Xia}, J. Econom. 229, No. 1, 127--151 (2022; Zbl 07538793) Full Text: DOI
Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Klochkov, Yegor SONIC: social network analysis with influencers and communities. (English) Zbl 07538777 J. Econom. 228, No. 2, 177-220 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C. Y. H. Chen} et al., J. Econom. 228, No. 2, 177--220 (2022; Zbl 07538777) Full Text: DOI arXiv
Ai, Chunrong; Linton, Oliver; Zhang, Zheng Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models. (English) Zbl 07491176 J. Econom. 228, No. 1, 39-61 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C. Ai} et al., J. Econom. 228, No. 1, 39--61 (2022; Zbl 07491176) Full Text: DOI
Phillips, Peter C. B.; Wang, Ying Functional coefficient panel modeling with communal smoothing covariates. (English) Zbl 07491165 J. Econom. 227, No. 2, 371-407 (2022). MSC: 62M10 62G08 62G05 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{Y. Wang}, J. Econom. 227, No. 2, 371--407 (2022; Zbl 07491165) Full Text: DOI Link
Liu, Ruixuan; Yu, Zhengfei Sample selection models with monotone control functions. (English) Zbl 07471874 J. Econom. 226, No. 2, 321-342 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R. Liu} and \textit{Z. Yu}, J. Econom. 226, No. 2, 321--342 (2022; Zbl 07471874) Full Text: DOI
Hu, Yingyao; Schennach, Susanne; Shiu, Ji-Liang Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors. (English) Zbl 07471872 J. Econom. 226, No. 2, 269-294 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Hu} et al., J. Econom. 226, No. 2, 269--294 (2022; Zbl 07471872) Full Text: DOI
Chung, EunYi; Olivares, Mauricio Permutation test for heterogeneous treatment effects with a nuisance parameter. (English) Zbl 07414287 J. Econom. 225, No. 2, 148-174 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{E. Chung} and \textit{M. Olivares}, J. Econom. 225, No. 2, 148--174 (2021; Zbl 07414287) Full Text: DOI
Bravo, Francesco; Li, Degui; Tjøstheim, Dag Robust nonlinear regression estimation in null recurrent time series. (English) Zbl 07414274 J. Econom. 224, No. 2, 416-438 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. Bravo} et al., J. Econom. 224, No. 2, 416--438 (2021; Zbl 07414274) Full Text: DOI
Lu, Junwen; Qu, Zhongjun Sieve estimation of option-implied state price density. (English) Zbl 07376509 J. Econom. 224, No. 1, 88-112 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Lu} and \textit{Z. Qu}, J. Econom. 224, No. 1, 88--112 (2021; Zbl 07376509) Full Text: DOI
Li, Shaoran; Linton, Oliver When will the Covid-19 pandemic peak? (English) Zbl 1464.62456 J. Econom. 220, No. 1, 130-157 (2021). MSC: 62P10 62M10 92-10 PDFBibTeX XMLCite \textit{S. Li} and \textit{O. Linton}, J. Econom. 220, No. 1, 130--157 (2021; Zbl 1464.62456) Full Text: DOI Link
Li, Jia; Liao, Zhipeng Uniform nonparametric inference for time series. (English) Zbl 1464.62386 J. Econom. 219, No. 1, 38-51 (2020). MSC: 62M10 62G20 62P20 PDFBibTeX XMLCite \textit{J. Li} and \textit{Z. Liao}, J. Econom. 219, No. 1, 38--51 (2020; Zbl 1464.62386) Full Text: DOI
Amengual, Dante; Carrasco, Marine; Sentana, Enrique Testing distributional assumptions using a continuum of moments. (English) Zbl 1464.62223 J. Econom. 218, No. 2, 655-689 (2020). MSC: 62F03 62E20 62F05 62P20 PDFBibTeX XMLCite \textit{D. Amengual} et al., J. Econom. 218, No. 2, 655--689 (2020; Zbl 1464.62223) Full Text: DOI
Hong, Seok Young; Linton, Oliver Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (English) Zbl 1464.62261 J. Econom. 219, No. 2, 389-424 (2020). MSC: 62G08 62G05 62G20 62M10 62P20 PDFBibTeX XMLCite \textit{S. Y. Hong} and \textit{O. Linton}, J. Econom. 219, No. 2, 389--424 (2020; Zbl 1464.62261) Full Text: DOI Link
Barone-Adesi, Giovanni; Fusari, Nicola; Mira, Antonietta; Sala, Carlo Option market trading activity and the estimation of the pricing kernel: a Bayesian approach. (English) Zbl 1456.62241 J. Econom. 216, No. 2, 430-449 (2020). MSC: 62P05 62G05 62M10 91G20 PDFBibTeX XMLCite \textit{G. Barone-Adesi} et al., J. Econom. 216, No. 2, 430--449 (2020; Zbl 1456.62241) Full Text: DOI
Dalderop, Jeroen Nonparametric filtering of conditional state-price densities. (English) Zbl 1456.62244 J. Econom. 214, No. 2, 295-325 (2020). MSC: 62P05 62G07 91G20 91G70 PDFBibTeX XMLCite \textit{J. Dalderop}, J. Econom. 214, No. 2, 295--325 (2020; Zbl 1456.62244) Full Text: DOI
Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre Autoregressive wild bootstrap inference for nonparametric trends. (English) Zbl 1456.62080 J. Econom. 214, No. 1, 81-109 (2020). MSC: 62G09 62M10 62G05 62G15 62G20 62P12 PDFBibTeX XMLCite \textit{M. Friedrich} et al., J. Econom. 214, No. 1, 81--109 (2020; Zbl 1456.62080) Full Text: DOI arXiv Link
Zhou, Ling; Lin, Huazhen; Chen, Kani; Liang, Hua Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models. (English) Zbl 1456.62079 J. Econom. 213, No. 2, 593-607 (2019). MSC: 62G08 62G05 62F12 62G20 62P20 PDFBibTeX XMLCite \textit{L. Zhou} et al., J. Econom. 213, No. 2, 593--607 (2019; Zbl 1456.62079) Full Text: DOI
Paolella, Marc S.; Polak, Paweł; Walker, Patrick S. Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. (English) Zbl 1456.62254 J. Econom. 213, No. 2, 493-515 (2019). MSC: 62P05 62M10 91G70 PDFBibTeX XMLCite \textit{M. S. Paolella} et al., J. Econom. 213, No. 2, 493--515 (2019; Zbl 1456.62254) Full Text: DOI
Chen, Xirong; Li, Degui; Li, Qi; Li, Zheng Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates. (English) Zbl 1452.62277 J. Econom. 212, No. 2, 433-450 (2019). MSC: 62G08 62G07 62P20 PDFBibTeX XMLCite \textit{X. Chen} et al., J. Econom. 212, No. 2, 433--450 (2019; Zbl 1452.62277) Full Text: DOI Link
Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, Wolfgang Karl Network quantile autoregression. (English) Zbl 1452.62688 J. Econom. 212, No. 1, 345-358 (2019). MSC: 62M10 62G08 62P05 91G45 PDFBibTeX XMLCite \textit{X. Zhu} et al., J. Econom. 212, No. 1, 345--358 (2019; Zbl 1452.62688) Full Text: DOI Link
Kuersteiner, Guido M. Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity. (English) Zbl 1452.62936 J. Econom. 211, No. 1, 243-261 (2019). MSC: 62P20 60F17 60F05 46E35 62F03 PDFBibTeX XMLCite \textit{G. M. Kuersteiner}, J. Econom. 211, No. 1, 243--261 (2019; Zbl 1452.62936) Full Text: DOI arXiv
Sant’Anna, Pedro H. C.; Song, Xiaojun Specification tests for the propensity score. (English) Zbl 1452.62957 J. Econom. 210, No. 2, 379-404 (2019). MSC: 62P20 62G10 62G05 62G20 PDFBibTeX XMLCite \textit{P. H. C. Sant'Anna} and \textit{X. Song}, J. Econom. 210, No. 2, 379--404 (2019; Zbl 1452.62957) Full Text: DOI arXiv
Zhu, Xuening; Chang, Xiangyu; Li, Runze; Wang, Hansheng Portal nodes screening for large scale social networks. (English) Zbl 1452.62970 J. Econom. 209, No. 2, 145-157 (2019). MSC: 62P20 62M10 62M30 62F12 62E20 62-08 91D30 PDFBibTeX XMLCite \textit{X. Zhu} et al., J. Econom. 209, No. 2, 145--157 (2019; Zbl 1452.62970) Full Text: DOI Link
Chen, Yu; Wang, Zhicheng; Zhang, Zhengjun Mark to market value at risk. (English) Zbl 1452.62751 J. Econom. 208, No. 1, 299-321 (2019). MSC: 62P05 91G70 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Econom. 208, No. 1, 299--321 (2019; Zbl 1452.62751) Full Text: DOI
Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema Tail event driven networks of SIFIs. (English) Zbl 1452.62749 J. Econom. 208, No. 1, 282-298 (2019). MSC: 62P05 62G08 62M10 91G45 PDFBibTeX XMLCite \textit{C. Y. H. Chen} et al., J. Econom. 208, No. 1, 282--298 (2019; Zbl 1452.62749) Full Text: DOI Link
Liu, Xiaohui; Yang, Bingduo; Cai, Zongwu; Peng, Liang A unified test for predictability of asset returns regardless of properties of predicting variables. (English) Zbl 1452.62779 J. Econom. 208, No. 1, 141-159 (2019). MSC: 62P05 62M10 62P20 PDFBibTeX XMLCite \textit{X. Liu} et al., J. Econom. 208, No. 1, 141--159 (2019; Zbl 1452.62779) Full Text: DOI
Linton, Oliver (ed.); Zhang, Zhengjun (ed.) Editorial for the special issue on financial engineering and risk management for JoE. (English) Zbl 1411.00043 J. Econom. 208, No. 1, 1-4 (2019). MSC: 00B15 62-06 91-06 62P05 PDFBibTeX XMLCite \textit{O. Linton} (ed.) and \textit{Z. Zhang} (ed.), J. Econom. 208, No. 1, 1--4 (2019; Zbl 1411.00043) Full Text: DOI
Dong, Chaohua; Linton, Oliver Additive nonparametric models with time variable and both stationary and nonstationary regressors. (English) Zbl 1452.62628 J. Econom. 207, No. 1, 212-236 (2018). MSC: 62M10 62G08 62G20 62P20 PDFBibTeX XMLCite \textit{C. Dong} and \textit{O. Linton}, J. Econom. 207, No. 1, 212--236 (2018; Zbl 1452.62628) Full Text: DOI
Fan, Yanqin; Liu, Ruixuan Partial identification and inference in censored quantile regression. (English) Zbl 1398.62091 J. Econom. 206, No. 1, 1-38 (2018). MSC: 62G08 62N02 62P20 PDFBibTeX XMLCite \textit{Y. Fan} and \textit{R. Liu}, J. Econom. 206, No. 1, 1--38 (2018; Zbl 1398.62091) Full Text: DOI
Pei, Youquan; Huang, Tao; You, Jinhong Nonparametric fixed effects model for panel data with locally stationary regressors. (English) Zbl 1394.62125 J. Econom. 202, No. 2, 286-305 (2018). MSC: 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{Y. Pei} et al., J. Econom. 202, No. 2, 286--305 (2018; Zbl 1394.62125) Full Text: DOI
Lin, Huazhen; Pan, Lixian; Lv, Shaogao; Zhang, Wenyang Efficient estimation and computation for the generalised additive models with unknown link function. (English) Zbl 1394.62047 J. Econom. 202, No. 2, 230-244 (2018). MSC: 62G08 62G05 62G20 62P20 PDFBibTeX XMLCite \textit{H. Lin} et al., J. Econom. 202, No. 2, 230--244 (2018; Zbl 1394.62047) Full Text: DOI Link
Patra, Rohit Kumar; Seijo, Emilio; Sen, Bodhisattva A consistent bootstrap procedure for the maximum score estimator. (English) Zbl 1452.62254 J. Econom. 205, No. 2, 488-507 (2018). MSC: 62G05 62G09 62G20 62P20 PDFBibTeX XMLCite \textit{R. K. Patra} et al., J. Econom. 205, No. 2, 488--507 (2018; Zbl 1452.62254) Full Text: DOI arXiv
Lin, Huazhen; Zhou, Fanyin; Wang, Qiuxia; Zhou, Ling; Qin, Jing Robust and efficient estimation for the treatment effect in causal inference and missing data problems. (English) Zbl 1452.62340 J. Econom. 205, No. 2, 363-380 (2018). MSC: 62G35 62D10 62P20 PDFBibTeX XMLCite \textit{H. Lin} et al., J. Econom. 205, No. 2, 363--380 (2018; Zbl 1452.62340) Full Text: DOI
Kalli, Maria; Griffin, Jim E. Bayesian nonparametric vector autoregressive models. (English) Zbl 1386.62075 J. Econom. 203, No. 2, 267-282 (2018). MSC: 62P20 62F15 62M10 62G08 91B84 PDFBibTeX XMLCite \textit{M. Kalli} and \textit{J. E. Griffin}, J. Econom. 203, No. 2, 267--282 (2018; Zbl 1386.62075) Full Text: DOI
Čížek, Pavel; Lei, Jinghua Identification and estimation of nonseparable single-index models in panel data with correlated random effects. (English) Zbl 1386.62026 J. Econom. 203, No. 1, 113-128 (2018). MSC: 62M10 62G05 62G20 62P20 PDFBibTeX XMLCite \textit{P. Čížek} and \textit{J. Lei}, J. Econom. 203, No. 1, 113--128 (2018; Zbl 1386.62026) Full Text: DOI
Yu, Ping; Phillips, Peter C. B. Threshold regression with endogeneity. (English) Zbl 1386.62077 J. Econom. 203, No. 1, 50-68 (2018). MSC: 62P20 62G08 62G07 62G20 PDFBibTeX XMLCite \textit{P. Yu} and \textit{P. C. B. Phillips}, J. Econom. 203, No. 1, 50--68 (2018; Zbl 1386.62077) Full Text: DOI Link
Su, Liangjun; Wang, Xia On time-varying factor models: estimation and testing. (English) Zbl 1456.62220 J. Econom. 198, No. 1, 84-101 (2017). MSC: 62M10 62H25 62M07 62P20 PDFBibTeX XMLCite \textit{L. Su} and \textit{X. Wang}, J. Econom. 198, No. 1, 84--101 (2017; Zbl 1456.62220) Full Text: DOI
Chen, Tao; Tripathi, Gautam A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models. (English) Zbl 1456.62084 J. Econom. 198, No. 1, 29-40 (2017). MSC: 62G10 62J05 62P20 PDFBibTeX XMLCite \textit{T. Chen} and \textit{G. Tripathi}, J. Econom. 198, No. 1, 29--40 (2017; Zbl 1456.62084) Full Text: DOI Link
Horowitz, Joel L.; Lee, Sokbae Nonparametric estimation and inference under shape restrictions. (English) Zbl 1391.62059 J. Econom. 201, No. 1, 108-126 (2017). MSC: 62G07 62G15 62P20 PDFBibTeX XMLCite \textit{J. L. Horowitz} and \textit{S. Lee}, J. Econom. 201, No. 1, 108--126 (2017; Zbl 1391.62059) Full Text: DOI
Racine, Jeffrey S.; Li, Kevin Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach. (English) Zbl 1391.62061 J. Econom. 201, No. 1, 72-94 (2017). MSC: 62G07 PDFBibTeX XMLCite \textit{J. S. Racine} and \textit{K. Li}, J. Econom. 201, No. 1, 72--94 (2017; Zbl 1391.62061) Full Text: DOI
Dong, Chaohua; Gao, Jiti; Tjøstheim, Dag; Yin, Jiying Specification testing for nonlinear multivariate cointegrating regressions. (English) Zbl 1388.62250 J. Econom. 200, No. 1, 104-117 (2017). MSC: 62M10 62G08 62G10 62G20 62E20 PDFBibTeX XMLCite \textit{C. Dong} et al., J. Econom. 200, No. 1, 104--117 (2017; Zbl 1388.62250) Full Text: DOI Link
Parente, Paulo M. D. C.; Smith, Richard J. Tests of additional conditional moment restrictions. (English) Zbl 1388.62374 J. Econom. 200, No. 1, 1-16 (2017). MSC: 62P20 62G10 62G20 PDFBibTeX XMLCite \textit{P. M. D. C. Parente} and \textit{R. J. Smith}, J. Econom. 200, No. 1, 1--16 (2017; Zbl 1388.62374) Full Text: DOI Link
Ho, Chi-san; Damien, Paul; Walker, Stephen Bayesian mode regression using mixtures of triangular densities. (English) Zbl 1422.62105 J. Econom. 197, No. 2, 273-283 (2017). MSC: 62F15 62J05 62G05 PDFBibTeX XMLCite \textit{C.-s. Ho} et al., J. Econom. 197, No. 2, 273--283 (2017; Zbl 1422.62105) Full Text: DOI
Inoue, Atsushi; Jin, Lu; Rossi, Barbara Rolling window selection for out-of-sample forecasting with time-varying parameters. (English) Zbl 1443.62470 J. Econom. 196, No. 1, 55-67 (2017). MSC: 62P20 91B84 62G05 62M20 PDFBibTeX XMLCite \textit{A. Inoue} et al., J. Econom. 196, No. 1, 55--67 (2017; Zbl 1443.62470) Full Text: DOI Link
Lewbel, Arthur; Yang, Thomas Tao Identifying the average treatment effect in ordered treatment models without unconfoundedness. (English) Zbl 1443.62485 J. Econom. 195, No. 1, 1-22 (2016). MSC: 62P20 62G05 PDFBibTeX XMLCite \textit{A. Lewbel} and \textit{T. T. Yang}, J. Econom. 195, No. 1, 1--22 (2016; Zbl 1443.62485) Full Text: DOI
Liu, Xialu; Xiao, Han; Chen, Rong Convolutional autoregressive models for functional time series. (English) Zbl 1443.62277 J. Econom. 194, No. 2, 263-282 (2016). MSC: 62M10 62G08 62R10 62P05 PDFBibTeX XMLCite \textit{X. Liu} et al., J. Econom. 194, No. 2, 263--282 (2016; Zbl 1443.62277) Full Text: DOI
Zhang, Zhengjun; Zhu, Bin Copula structured M4 processes with application to high-frequency financial data. (English) Zbl 1443.62295 J. Econom. 194, No. 2, 231-241 (2016). MSC: 62M10 62G32 60G70 62H05 62P05 PDFBibTeX XMLCite \textit{Z. Zhang} and \textit{B. Zhu}, J. Econom. 194, No. 2, 231--241 (2016; Zbl 1443.62295) Full Text: DOI
Li, Hongjun; Li, Qi; Liu, Ruixuan Consistent model specification tests based on \(k\)-nearest-neighbor estimation method. (English) Zbl 1431.62189 J. Econom. 194, No. 1, 187-202 (2016). MSC: 62G10 62G20 62G09 62P20 PDFBibTeX XMLCite \textit{H. Li} et al., J. Econom. 194, No. 1, 187--202 (2016; Zbl 1431.62189) Full Text: DOI
Li, Degui; Li, Runze Local composite quantile regression smoothing for Harris recurrent Markov processes. (English) Zbl 1431.62397 J. Econom. 194, No. 1, 44-56 (2016). MSC: 62M10 62G08 62G07 62G20 62P20 PDFBibTeX XMLCite \textit{D. Li} and \textit{R. Li}, J. Econom. 194, No. 1, 44--56 (2016; Zbl 1431.62397) Full Text: DOI
Zhang, Shulin; Okhrin, Ostap; Zhou, Qian M.; Song, Peter X.-K. Goodness-of-fit test for specification of semiparametric copula dependence models. (English) Zbl 1420.62210 J. Econom. 193, No. 1, 215-233 (2016). MSC: 62G10 62G20 62E20 62P05 PDFBibTeX XMLCite \textit{S. Zhang} et al., J. Econom. 193, No. 1, 215--233 (2016; Zbl 1420.62210) Full Text: DOI
Härdle, Wolfgang Karl; Wang, Weining; Yu, Lining TENET: tail-event driven network risk. (English) Zbl 1420.62443 J. Econom. 192, No. 2, 499-513 (2016). MSC: 62P05 62G08 62G20 62J12 91G70 PDFBibTeX XMLCite \textit{W. K. Härdle} et al., J. Econom. 192, No. 2, 499--513 (2016; Zbl 1420.62443) Full Text: DOI Link
Su, Liangjun; Hoshino, Tadao Sieve instrumental variable quantile regression estimation of functional coefficient models. (English) Zbl 1390.62049 J. Econom. 191, No. 1, 231-254 (2016). MSC: 62G05 62G10 62G20 62P20 PDFBibTeX XMLCite \textit{L. Su} and \textit{T. Hoshino}, J. Econom. 191, No. 1, 231--254 (2016; Zbl 1390.62049) Full Text: DOI Link
Fan, Yanqin; Liu, Ruixuan A direct approach to inference in nonparametric and semiparametric quantile models. (English) Zbl 1390.62038 J. Econom. 191, No. 1, 196-216 (2016). MSC: 62F25 62G15 PDFBibTeX XMLCite \textit{Y. Fan} and \textit{R. Liu}, J. Econom. 191, No. 1, 196--216 (2016; Zbl 1390.62038) Full Text: DOI
Dette, Holger; Hoderlein, Stefan; Neumeyer, Natalie Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness. (English) Zbl 1390.62071 J. Econom. 191, No. 1, 129-144 (2016). MSC: 62G10 91B02 PDFBibTeX XMLCite \textit{H. Dette} et al., J. Econom. 191, No. 1, 129--144 (2016; Zbl 1390.62071) Full Text: DOI Link
Gao, Jiti; Kim, Nam Hyun; Saart, Patrick W. A misspecification test for multiplicative error models of non-negative time series processes. (English) Zbl 1337.62261 J. Econom. 189, No. 2, 346-359 (2015). MSC: 62M10 62G10 62G20 62P20 91G70 PDFBibTeX XMLCite \textit{J. Gao} et al., J. Econom. 189, No. 2, 346--359 (2015; Zbl 1337.62261) Full Text: DOI
Porter, Jack; Yu, Ping Regression discontinuity designs with unknown discontinuity points: testing and estimation. (English) Zbl 1337.62082 J. Econom. 189, No. 1, 132-147 (2015). MSC: 62G08 62G07 62G09 62G20 62P20 PDFBibTeX XMLCite \textit{J. Porter} and \textit{P. Yu}, J. Econom. 189, No. 1, 132--147 (2015; Zbl 1337.62082) Full Text: DOI
Zu, Yang Nonparametric specification tests for stochastic volatility models based on volatility density. (English) Zbl 1337.62336 J. Econom. 187, No. 1, 323-344 (2015). MSC: 62P05 91B70 62G07 62G10 62G20 PDFBibTeX XMLCite \textit{Y. Zu}, J. Econom. 187, No. 1, 323--344 (2015; Zbl 1337.62336) Full Text: DOI Link
Zhang, Wenyang; Li, Degui; Xia, Yingcun Estimation in generalised varying-coefficient models with unspecified link functions. (English) Zbl 1337.62086 J. Econom. 187, No. 1, 238-255 (2015). MSC: 62G08 62G20 62J12 62G05 65C60 PDFBibTeX XMLCite \textit{W. Zhang} et al., J. Econom. 187, No. 1, 238--255 (2015; Zbl 1337.62086) Full Text: DOI
Zhang, Yongli; Yang, Yuhong Cross-validation for selecting a model selection procedure. (English) Zbl 1337.62387 J. Econom. 187, No. 1, 95-112 (2015). MSC: 62P20 62J05 62G08 62J99 65C60 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{Y. Yang}, J. Econom. 187, No. 1, 95--112 (2015; Zbl 1337.62387) Full Text: DOI
Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo Some new asymptotic theory for least squares series: pointwise and uniform results. (English) Zbl 1331.62250 J. Econom. 186, No. 2, 345-366 (2015). MSC: 62G20 62G08 62P20 PDFBibTeX XMLCite \textit{A. Belloni} et al., J. Econom. 186, No. 2, 345--366 (2015; Zbl 1331.62250) Full Text: DOI arXiv
Lin, Wei; Cai, Zongwu; Li, Zheng; Su, Li Optimal smoothing in nonparametric conditional quantile derivative function estimation. (English) Zbl 1337.62079 J. Econom. 188, No. 2, 502-513 (2015). MSC: 62G08 62G05 62G07 62G20 62P20 PDFBibTeX XMLCite \textit{W. Lin} et al., J. Econom. 188, No. 2, 502--513 (2015; Zbl 1337.62079) Full Text: DOI
Gao, Yichen; Li, Cong; Liang, Zhongwen Binary response correlated random coefficient panel data models. (English) Zbl 1337.62362 J. Econom. 188, No. 2, 421-434 (2015). MSC: 62P20 62G05 62M10 62G07 62G20 PDFBibTeX XMLCite \textit{Y. Gao} et al., J. Econom. 188, No. 2, 421--434 (2015; Zbl 1337.62362) Full Text: DOI
Fengler, M. R.; Mammen, E.; Vogt, M. Specification and structural break tests for additive models with applications to realized variance data. (English) Zbl 1337.62092 J. Econom. 188, No. 1, 196-218 (2015). MSC: 62G10 62M10 62G07 62G08 62G20 PDFBibTeX XMLCite \textit{M. R. Fengler} et al., J. Econom. 188, No. 1, 196--218 (2015; Zbl 1337.62092) Full Text: DOI
Chiappori, Pierre-André; Komunjer, Ivana; Kristensen, Dennis Nonparametric identification and estimation of transformation models. (English) Zbl 1337.62072 J. Econom. 188, No. 1, 22-39 (2015). MSC: 62G08 62M10 62G05 62G07 62G20 PDFBibTeX XMLCite \textit{P.-A. Chiappori} et al., J. Econom. 188, No. 1, 22--39 (2015; Zbl 1337.62072) Full Text: DOI Link
Su, Liangjun; Jin, Sainan; Zhang, Yonghui Specification test for panel data models with interactive fixed effects. (English) Zbl 1331.62485 J. Econom. 186, No. 1, 222-244 (2015). MSC: 62P20 62M10 62G10 62G20 62E20 91B62 PDFBibTeX XMLCite \textit{L. Su} et al., J. Econom. 186, No. 1, 222--244 (2015; Zbl 1331.62485) Full Text: DOI Link
Qu, Zhongjun; Yoon, Jungmo Nonparametric estimation and inference on conditional quantile processes. (English) Zbl 1331.62204 J. Econom. 185, No. 1, 1-19 (2015). MSC: 62G05 62G20 62P20 PDFBibTeX XMLCite \textit{Z. Qu} and \textit{J. Yoon}, J. Econom. 185, No. 1, 1--19 (2015; Zbl 1331.62204) Full Text: DOI
Jochmans, Koen Multiplicative-error models with sample selection. (English) Zbl 1331.62474 J. Econom. 184, No. 2, 315-327 (2015). MSC: 62P20 62G05 62F12 62J02 PDFBibTeX XMLCite \textit{K. Jochmans}, J. Econom. 184, No. 2, 315--327 (2015; Zbl 1331.62474) Full Text: DOI Link
Fengler, Matthias R.; Hin, Lin-Yee Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints. (English) Zbl 1331.91205 J. Econom. 184, No. 2, 242-261 (2015). MSC: 91G70 62G07 62G08 62P05 PDFBibTeX XMLCite \textit{M. R. Fengler} and \textit{L.-Y. Hin}, J. Econom. 184, No. 2, 242--261 (2015; Zbl 1331.91205) Full Text: DOI
Lewbel, Arthur; Lu, Xun; Su, Liangjun Specification testing for transformation models with an application to generalized accelerated failure-time models. (English) Zbl 1331.62247 J. Econom. 184, No. 1, 81-96 (2015). MSC: 62G10 62N05 62P20 PDFBibTeX XMLCite \textit{A. Lewbel} et al., J. Econom. 184, No. 1, 81--96 (2015; Zbl 1331.62247) Full Text: DOI
Lee, Jiyon A semiparametric single index model with heterogeneous impacts on an unobserved variable. (English) Zbl 1331.62479 J. Econom. 184, No. 1, 13-36 (2015). MSC: 62P20 62G05 62G20 91G70 PDFBibTeX XMLCite \textit{J. Lee}, J. Econom. 184, No. 1, 13--36 (2015; Zbl 1331.62479) Full Text: DOI
Chen, Ying; Niu, Linlin Adaptive dynamic Nelson-Siegel term structure model with applications. (English) Zbl 1298.62179 J. Econom. 180, No. 1, 98-115 (2014). MSC: 62P05 62M20 91G30 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{L. Niu}, J. Econom. 180, No. 1, 98--115 (2014; Zbl 1298.62179) Full Text: DOI
Andrews, Donald W. K.; Shi, Xiaoxia Nonparametric inference based on conditional moment inequalities. (English) Zbl 1293.62065 J. Econom. 179, No. 1, 31-45 (2014). MSC: 62G05 62G15 62N01 PDFBibTeX XMLCite \textit{D. W. K. Andrews} and \textit{X. Shi}, J. Econom. 179, No. 1, 31--45 (2014; Zbl 1293.62065) Full Text: DOI Link
Chen, Song Xi; Xu, Zheng On implied volatility for options – some reasons to smile and more to correct. (English) Zbl 1293.91193 J. Econom. 179, No. 1, 1-15 (2014). MSC: 91G70 91G20 62P05 62G07 60H30 PDFBibTeX XMLCite \textit{S. X. Chen} and \textit{Z. Xu}, J. Econom. 179, No. 1, 1--15 (2014; Zbl 1293.91193) Full Text: DOI
Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao Sieve inference on possibly misspecified semi-nonparametric time series models. (English) Zbl 1293.62182 J. Econom. 178, Part 3, 639-658 (2014). MSC: 62M10 62G20 62G05 62G10 PDFBibTeX XMLCite \textit{X. Chen} et al., J. Econom. 178, Part 3, 639--658 (2014; Zbl 1293.62182) Full Text: DOI
Song, Kyungchul Semiparametric models with single-index nuisance parameters. (English) Zbl 1293.62094 J. Econom. 178, Part 3, 471-483 (2014). MSC: 62G08 62G20 PDFBibTeX XMLCite \textit{K. Song}, J. Econom. 178, Part 3, 471--483 (2014; Zbl 1293.62094) Full Text: DOI arXiv
Lin, Zhongjian; Li, Qi; Sun, Yiguo A consistent nonparametric test of parametric regression functional form in fixed effects panel data models. (English) Zbl 1293.62196 J. Econom. 178, Part 1, 167-179 (2014). MSC: 62M10 62G10 62G20 PDFBibTeX XMLCite \textit{Z. Lin} et al., J. Econom. 178, Part 1, 167--179 (2014; Zbl 1293.62196) Full Text: DOI
Fan, Yanqin; Park, Sang Soo Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV. (English) Zbl 1293.62054 J. Econom. 178, Part 1, 45-56 (2014). MSC: 62F15 62G05 62G20 62P25 PDFBibTeX XMLCite \textit{Y. Fan} and \textit{S. S. Park}, J. Econom. 178, Part 1, 45--56 (2014; Zbl 1293.62054) Full Text: DOI
Daouia, Abdelaati; Girard, Stéphane; Guillou, Armelle A \(\Gamma\)-moment approach to monotonic boundary estimation. (English) Zbl 1293.62110 J. Econom. 178, No. 2, 727-740 (2014). MSC: 62G32 62G20 62P20 62P30 PDFBibTeX XMLCite \textit{A. Daouia} et al., J. Econom. 178, No. 2, 727--740 (2014; Zbl 1293.62110) Full Text: DOI HAL
Lee, Tae-Hwy; Tu, Yundong; Ullah, Aman Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting. (English) Zbl 1311.62059 J. Econom. 182, No. 1, 196-210 (2014). MSC: 62G08 62M20 PDFBibTeX XMLCite \textit{T.-H. Lee} et al., J. Econom. 182, No. 1, 196--210 (2014; Zbl 1311.62059) Full Text: DOI
Su, Liangjun; White, Halbert Testing conditional independence via empirical likelihood. (English) Zbl 1311.62069 J. Econom. 182, No. 1, 27-44 (2014). MSC: 62G10 62G20 62P20 91B84 PDFBibTeX XMLCite \textit{L. Su} and \textit{H. White}, J. Econom. 182, No. 1, 27--44 (2014; Zbl 1311.62069) Full Text: DOI Link
Gagliardini, Patrick; Ronchetti, Diego Semi-parametric estimation of American option prices. (English) Zbl 1443.62349 J. Econom. 173, No. 1, 57-82 (2013). MSC: 62P05 91G20 60G40 62G07 PDFBibTeX XMLCite \textit{P. Gagliardini} and \textit{D. Ronchetti}, J. Econom. 173, No. 1, 57--82 (2013; Zbl 1443.62349) Full Text: DOI Link Link
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-Jae Testing functional inequalities. (English) Zbl 1443.62101 J. Econom. 172, No. 1, 14-32 (2013). MSC: 62G08 62G10 62G07 62G20 62P20 PDFBibTeX XMLCite \textit{S. Lee} et al., J. Econom. 172, No. 1, 14--32 (2013; Zbl 1443.62101) Full Text: DOI arXiv Link
Su, Liangjun; Lu, Xun Nonparametric dynamic panel data models: kernel estimation and specification testing. (English) Zbl 1284.62268 J. Econom. 176, No. 2, 112-133 (2013). MSC: 62G08 62G09 62G20 62M10 62P20 PDFBibTeX XMLCite \textit{L. Su} and \textit{X. Lu}, J. Econom. 176, No. 2, 112--133 (2013; Zbl 1284.62268) Full Text: DOI Link
Gayle, Wayne-Roy Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects. (English) Zbl 1283.62149 J. Econom. 175, No. 2, 71-83 (2013). MSC: 62J12 62G05 62G20 PDFBibTeX XMLCite \textit{W.-R. Gayle}, J. Econom. 175, No. 2, 71--83 (2013; Zbl 1283.62149) Full Text: DOI