Breunig, Christoph; Mammen, Enno; Simoni, Anna Ill-posed estimation in high-dimensional models with instrumental variables. (English) Zbl 1464.62346 J. Econom. 219, No. 1, 171-200 (2020). MSC: 62J07 62G05 62E20 62P20 PDFBibTeX XMLCite \textit{C. Breunig} et al., J. Econom. 219, No. 1, 171--200 (2020; Zbl 1464.62346) Full Text: DOI arXiv
Miao, Ke; Li, Kunpeng; Su, Liangjun Panel threshold models with interactive fixed effects. (English) Zbl 1464.62517 J. Econom. 219, No. 1, 137-170 (2020). MSC: 62P20 62F03 62H25 62J05 62M10 PDFBibTeX XMLCite \textit{K. Miao} et al., J. Econom. 219, No. 1, 137--170 (2020; Zbl 1464.62517) Full Text: DOI
Sun, Yixiao; Yang, Jingjing Testing-optimal kernel choice in HAR inference. (English) Zbl 1464.62394 J. Econom. 219, No. 1, 123-136 (2020). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{J. Yang}, J. Econom. 219, No. 1, 123--136 (2020; Zbl 1464.62394) Full Text: DOI
Sant’Anna, Pedro H. C.; Zhao, Jun Doubly robust difference-in-differences estimators. (English) Zbl 1464.62254 J. Econom. 219, No. 1, 101-122 (2020). MSC: 62G05 62G35 62G20 62P20 PDFBibTeX XMLCite \textit{P. H. C. Sant'Anna} and \textit{J. Zhao}, J. Econom. 219, No. 1, 101--122 (2020; Zbl 1464.62254) Full Text: DOI arXiv
Bai, Jushan; Han, Xu; Shi, Yutang Estimation and inference of change points in high-dimensional factor models. (English) Zbl 1464.62315 J. Econom. 219, No. 1, 66-100 (2020). MSC: 62H25 62P20 PDFBibTeX XMLCite \textit{J. Bai} et al., J. Econom. 219, No. 1, 66--100 (2020; Zbl 1464.62315) Full Text: DOI
Lin, Yingqian; Tu, Yundong Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root. (English) Zbl 1464.62387 J. Econom. 219, No. 1, 52-65 (2020). MSC: 62M10 62E20 62P20 PDFBibTeX XMLCite \textit{Y. Lin} and \textit{Y. Tu}, J. Econom. 219, No. 1, 52--65 (2020; Zbl 1464.62387) Full Text: DOI
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
Hahn, Jinyong; Hausman, Jerry; Lustig, Josh Specification test on mixed logit models. (English) Zbl 1464.62504 J. Econom. 219, No. 1, 19-37 (2020). MSC: 62P20 PDFBibTeX XMLCite \textit{J. Hahn} et al., J. Econom. 219, No. 1, 19--37 (2020; Zbl 1464.62504) Full Text: DOI Link
Gimenes, Nathalie; Guerre, Emmanuel Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids. (English) Zbl 1464.91053 J. Econom. 219, No. 1, 1-18 (2020). MSC: 91B26 62G05 62P20 PDFBibTeX XMLCite \textit{N. Gimenes} and \textit{E. Guerre}, J. Econom. 219, No. 1, 1--18 (2020; Zbl 1464.91053) Full Text: DOI arXiv