Vogt, Michael; Linton, Oliver Multiscale clustering of nonparametric regression curves. (English) Zbl 1456.62078 J. Econom. 216, No. 1, 305-325 (2020). MSC: 62G08 62H30 62M10 62P20 PDF BibTeX XML Cite \textit{M. Vogt} and \textit{O. Linton}, J. Econom. 216, No. 1, 305--325 (2020; Zbl 1456.62078) Full Text: DOI arXiv OpenURL
Otneim, Håkon; Jullum, Martin; Tjøstheim, Dag Pairwise local Fisher and naive Bayes: improving two standard discriminants. (English) Zbl 1456.62062 J. Econom. 216, No. 1, 284-304 (2020). MSC: 62G07 62G20 62H30 62P20 PDF BibTeX XML Cite \textit{H. Otneim} et al., J. Econom. 216, No. 1, 284--304 (2020; Zbl 1456.62062) Full Text: DOI OpenURL
Yang, Jui-Chung; Chuang, Hui-Ching; Kuan, Chung-Ming Double machine learning with gradient boosting and its application to the Big \(N\) audit quality effect. (English) Zbl 1456.62320 J. Econom. 216, No. 1, 268-283 (2020). MSC: 62R07 62J07 62P20 62-08 PDF BibTeX XML Cite \textit{J.-C. Yang} et al., J. Econom. 216, No. 1, 268--283 (2020; Zbl 1456.62320) Full Text: DOI OpenURL
Davis, Richard A.; Song, Li Noncausal vector AR processes with application to economic time series. (English) Zbl 1456.62186 J. Econom. 216, No. 1, 246-267 (2020). MSC: 62M10 62P05 PDF BibTeX XML Cite \textit{R. A. Davis} and \textit{L. Song}, J. Econom. 216, No. 1, 246--267 (2020; Zbl 1456.62186) Full Text: DOI OpenURL
Akashi, Fumiya; Taniguchi, Masanobu; Monti, Anna Clara Robust causality test of infinite variance processes. (English) Zbl 1456.62175 J. Econom. 216, No. 1, 235-245 (2020). MSC: 62M10 62M15 62G10 62E20 62P20 PDF BibTeX XML Cite \textit{F. Akashi} et al., J. Econom. 216, No. 1, 235--245 (2020; Zbl 1456.62175) Full Text: DOI OpenURL
Chan, N. H.; Cheung, Simon K. C.; Wong, Samuel P. S. Inference for the degree distributions of preferential attachment networks with zero-degree nodes. (English) Zbl 1456.62278 J. Econom. 216, No. 1, 220-234 (2020). MSC: 62P20 05C80 62-08 65F45 PDF BibTeX XML Cite \textit{N. H. Chan} et al., J. Econom. 216, No. 1, 220--234 (2020; Zbl 1456.62278) Full Text: DOI OpenURL
Huang, Danyang; Wang, Feifei; Zhu, Xuening; Wang, Hansheng Two-mode network autoregressive model for large-scale networks. (English) Zbl 1456.62193 J. Econom. 216, No. 1, 203-219 (2020). MSC: 62M10 62M30 62F12 62P20 PDF BibTeX XML Cite \textit{D. Huang} et al., J. Econom. 216, No. 1, 203--219 (2020; Zbl 1456.62193) Full Text: DOI OpenURL
Sabzikar, Farzad; Wang, Qiying; Phillips, Peter C. B. Asymptotic theory for near integrated processes driven by tempered linear processes. (English) Zbl 1456.62215 J. Econom. 216, No. 1, 192-202 (2020). MSC: 62M10 62P20 60G22 60F05 PDF BibTeX XML Cite \textit{F. Sabzikar} et al., J. Econom. 216, No. 1, 192--202 (2020; Zbl 1456.62215) Full Text: DOI Link OpenURL
Lin, Yingqian; Tu, Yundong; Yao, Qiwei Estimation for double-nonlinear cointegration. (English) Zbl 1456.62209 J. Econom. 216, No. 1, 175-191 (2020). MSC: 62M10 62G08 62G20 62P20 PDF BibTeX XML Cite \textit{Y. Lin} et al., J. Econom. 216, No. 1, 175--191 (2020; Zbl 1456.62209) Full Text: DOI OpenURL
Hansen, Lars Peter; Szőke, Bálint; Han, Lloyd S.; Sargent, Thomas J. Twisted probabilities, uncertainty, and prices. (English) Zbl 1456.91049 J. Econom. 216, No. 1, 151-174 (2020). MSC: 91B16 62P20 PDF BibTeX XML Cite \textit{L. P. Hansen} et al., J. Econom. 216, No. 1, 151--174 (2020; Zbl 1456.91049) Full Text: DOI OpenURL
Jarjour, Riad; Chan, Kung-Sik Dynamic conditional angular correlation. (English) Zbl 1456.62196 J. Econom. 216, No. 1, 137-150 (2020). MSC: 62M10 62P05 PDF BibTeX XML Cite \textit{R. Jarjour} and \textit{K.-S. Chan}, J. Econom. 216, No. 1, 137--150 (2020; Zbl 1456.62196) Full Text: DOI OpenURL
Chiou, Hai-Tang; Guo, Meihui; Ing, Ching-Kang Variable selection for high-dimensional regression models with time series and heteroscedastic errors. (English) Zbl 1456.62140 J. Econom. 216, No. 1, 118-136 (2020). MSC: 62J05 62M10 PDF BibTeX XML Cite \textit{H.-T. Chiou} et al., J. Econom. 216, No. 1, 118--136 (2020; Zbl 1456.62140) Full Text: DOI OpenURL
Tsay, Ruey S. Testing serial correlations in high-dimensional time series via extreme value theory. (English) Zbl 1456.62222 J. Econom. 216, No. 1, 106-117 (2020). MSC: 62M10 60G70 62G10 62H20 PDF BibTeX XML Cite \textit{R. S. Tsay}, J. Econom. 216, No. 1, 106--117 (2020; Zbl 1456.62222) Full Text: DOI OpenURL
Aït-Sahalia, Yacine; Kalnina, Ilze; Xiu, Dacheng High-frequency factor models and regressions. (English) Zbl 1456.62239 J. Econom. 216, No. 1, 86-105 (2020). MSC: 62P05 62G08 62M10 PDF BibTeX XML Cite \textit{Y. Aït-Sahalia} et al., J. Econom. 216, No. 1, 86--105 (2020; Zbl 1456.62239) Full Text: DOI OpenURL
Fan, Jianqing; Ke, Yuan; Wang, Kaizheng Factor-adjusted regularized model selection. (English) Zbl 1456.62114 J. Econom. 216, No. 1, 71-85 (2020). MSC: 62H25 62J05 62J07 62-08 62M10 62P20 PDF BibTeX XML Cite \textit{J. Fan} et al., J. Econom. 216, No. 1, 71--85 (2020; Zbl 1456.62114) Full Text: DOI arXiv OpenURL
Liu, Xialu; Chen, Rong Threshold factor models for high-dimensional time series. (English) Zbl 1456.62210 J. Econom. 216, No. 1, 53-70 (2020). MSC: 62M10 62H25 62P20 PDF BibTeX XML Cite \textit{X. Liu} and \textit{R. Chen}, J. Econom. 216, No. 1, 53--70 (2020; Zbl 1456.62210) Full Text: DOI arXiv OpenURL
Alonso, Andrés M.; Galeano, Pedro; Peña, Daniel A robust procedure to build dynamic factor models with cluster structure. (English) Zbl 1456.62176 J. Econom. 216, No. 1, 35-52 (2020). MSC: 62M10 62H25 62H30 62P20 PDF BibTeX XML Cite \textit{A. M. Alonso} et al., J. Econom. 216, No. 1, 35--52 (2020; Zbl 1456.62176) Full Text: DOI OpenURL
Barigozzi, Matteo; Hallin, Marc Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals. (English) Zbl 1456.62179 J. Econom. 216, No. 1, 4-34 (2020). MSC: 62M10 62H25 62P05 62P20 PDF BibTeX XML Cite \textit{M. Barigozzi} and \textit{M. Hallin}, J. Econom. 216, No. 1, 4--34 (2020; Zbl 1456.62179) Full Text: DOI arXiv OpenURL
Chen, Rong (ed.); Tsay, Ruey S. (ed.) Introduction of the annals issue: Statistical learning for dependent data – a celebration of the 85th birthday of Professor George C. Tiao. (English) Zbl 1432.00049 J. Econom. 216, No. 1, 1-3 (2020). MSC: 00B30 00B15 62-06 PDF BibTeX XML Cite \textit{R. Chen} (ed.) and \textit{R. S. Tsay} (ed.), J. Econom. 216, No. 1, 1--3 (2020; Zbl 1432.00049) Full Text: DOI OpenURL