Liu, Lin; Mukherjee, Rajarshi; Robins, James M. Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators. (English) Zbl 07822343 J. Econom. 240, No. 2, Article ID 105500, 21 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{L. Liu} et al., J. Econom. 240, No. 2, Article ID 105500, 21 p. (2024; Zbl 07822343) Full Text: DOI arXiv
Arellano, Manuel; Blundell, Richard; Bonhomme, Stéphane; Light, Jack Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence. (English) Zbl 07822342 J. Econom. 240, No. 2, Article ID 105449, 45 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. Arellano} et al., J. Econom. 240, No. 2, Article ID 105449, 45 p. (2024; Zbl 07822342) Full Text: DOI
Abadie, Alberto; Gu, Jiaying; Shen, Shu Instrumental variable estimation with first-stage heterogeneity. (English) Zbl 07822341 J. Econom. 240, No. 2, Article ID 105425, 22 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Abadie} et al., J. Econom. 240, No. 2, Article ID 105425, 22 p. (2024; Zbl 07822341) Full Text: DOI
Kolokotrones, Thomas; Stock, James H.; Walker, Christopher D. Is Newey-West optimal among first-order kernels? (English) Zbl 07822340 J. Econom. 240, No. 2, Article ID 105399, 11 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{T. Kolokotrones} et al., J. Econom. 240, No. 2, Article ID 105399, 11 p. (2024; Zbl 07822340) Full Text: DOI
Angrist, Joshua; Kolesár, Michal One instrument to rule them all: the bias and coverage of just-ID IV. (English) Zbl 07822339 J. Econom. 240, No. 2, Article ID 105398, 18 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Angrist} and \textit{M. Kolesár}, J. Econom. 240, No. 2, Article ID 105398, 18 p. (2024; Zbl 07822339) Full Text: DOI arXiv
Graham, Bryan S.; Niu, Fengshi; Powell, James L. Kernel density estimation for undirected dyadic data. (English) Zbl 07822338 J. Econom. 240, No. 2, Article ID 105336, 22 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. S. Graham} et al., J. Econom. 240, No. 2, Article ID 105336, 22 p. (2024; Zbl 07822338) Full Text: DOI arXiv
Ai, Chunrong; Sun, Li-Hsien; Zhang, Zheng; Zhu, Liping Testing unconditional and conditional independence via mutual information. (English) Zbl 07822337 J. Econom. 240, No. 2, Article ID 105335, 31 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C. Ai} et al., J. Econom. 240, No. 2, Article ID 105335, 31 p. (2024; Zbl 07822337) Full Text: DOI
Khan, Shakeeb; Nekipelov, Denis On uniform inference in nonlinear models with endogeneity. (English) Zbl 07822336 J. Econom. 240, No. 2, Article ID 105261, 27 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Khan} and \textit{D. Nekipelov}, J. Econom. 240, No. 2, Article ID 105261, 27 p. (2024; Zbl 07822336) Full Text: DOI
Windmeijer, Frank Testing underidentification in linear models, with applications to dynamic panel and asset pricing models. (English) Zbl 07822335 J. Econom. 240, No. 2, Article ID 105104, 15 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. Windmeijer}, J. Econom. 240, No. 2, Article ID 105104, 15 p. (2024; Zbl 07822335) Full Text: DOI
Fernández-Val, Ivan; van Vuuren, Aico; Vella, Francis Nonseparable sample selection models with censored selection rules. (English) Zbl 07822334 J. Econom. 240, No. 2, Article ID 105088, 28 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{I. Fernández-Val} et al., J. Econom. 240, No. 2, Article ID 105088, 28 p. (2024; Zbl 07822334) Full Text: DOI arXiv
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
D’Haultfœuille, Xavier; Hoderlein, Stefan; Sasaki, Yuya Testing and relaxing the exclusion restriction in the control function approach. (English) Zbl 07822332 J. Econom. 240, No. 2, Article ID 105075, 22 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. D'Haultfœuille} et al., J. Econom. 240, No. 2, Article ID 105075, 22 p. (2024; Zbl 07822332) Full Text: DOI
Cattaneo, Matias D.; Jansson, Michael; Ma, Xinwei Local regression distribution estimators. (English) Zbl 07822331 J. Econom. 240, No. 2, Article ID 105074, 18 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. D. Cattaneo} et al., J. Econom. 240, No. 2, Article ID 105074, 18 p. (2024; Zbl 07822331) Full Text: DOI arXiv
Higbee, Joshua D.; McDonald, James B. A comparison of the GB2 and skewed generalized log-t distributions with an application in finance. (English) Zbl 07822330 J. Econom. 240, No. 2, Article ID 105064, 14 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. D. Higbee} and \textit{J. B. McDonald}, J. Econom. 240, No. 2, Article ID 105064, 14 p. (2024; Zbl 07822330) Full Text: DOI
Chaudhuri, Shomesh E.; Lo, Andrew W. Financially adaptive clinical trials via option pricing analysis. (English) Zbl 07822329 J. Econom. 240, No. 2, Article ID 105026, 11 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. E. Chaudhuri} and \textit{A. W. Lo}, J. Econom. 240, No. 2, Article ID 105026, 11 p. (2024; Zbl 07822329) Full Text: DOI
Chernozhukov, Victor; Fernández-Val, Iván; Weidner, Martin Network and panel quantile effects via distribution regression. (English) Zbl 07822328 J. Econom. 240, No. 2, Article ID 105009, 28 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{V. Chernozhukov} et al., J. Econom. 240, No. 2, Article ID 105009, 28 p. (2024; Zbl 07822328) Full Text: DOI arXiv
Aït-Sahalia, Yacine; Li, Chenxu; Li, Chen Xu Maximum likelihood estimation of latent Markov models using closed-form approximations. (English) Zbl 07822327 J. Econom. 240, No. 2, Article ID 105008, 49 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Aït-Sahalia} et al., J. Econom. 240, No. 2, Article ID 105008, 49 p. (2024; Zbl 07822327) Full Text: DOI
Bai, Jushan; Choi, Sung Hoon; Liao, Yuan Standard errors for panel data models with unknown clusters. (English) Zbl 07822326 J. Econom. 240, No. 2, Article ID 105004, 15 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Bai} et al., J. Econom. 240, No. 2, Article ID 105004, 15 p. (2024; Zbl 07822326) Full Text: DOI arXiv
Chen, Dachuan High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times. (English) Zbl 07822324 J. Econom. 240, No. 1, Article ID 105701, 28 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{D. Chen}, J. Econom. 240, No. 1, Article ID 105701, 28 p. (2024; Zbl 07822324) Full Text: DOI
Chen, Qitong; Hong, Yongmiao; Li, Haiqi Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (English) Zbl 07822323 J. Econom. 240, No. 1, Article ID 105693, 19 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Q. Chen} et al., J. Econom. 240, No. 1, Article ID 105693, 19 p. (2024; Zbl 07822323) Full Text: DOI
Sentana, Enrique Finite underidentification. (English) Zbl 07822322 J. Econom. 240, No. 1, Article ID 105692, 24 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{E. Sentana}, J. Econom. 240, No. 1, Article ID 105692, 24 p. (2024; Zbl 07822322) Full Text: DOI
Giraitis, Liudas; Li, Yufei; Phillips, Peter C. B. Robust inference on correlation under general heterogeneity. (English) Zbl 07822321 J. Econom. 240, No. 1, Article ID 105691, 19 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{L. Giraitis} et al., J. Econom. 240, No. 1, Article ID 105691, 19 p. (2024; Zbl 07822321) Full Text: DOI
Cui, Wenhao; Hu, Jie; Wang, Jiandong Nonparametric estimation for high-frequency data incorporating trading information. (English) Zbl 07822320 J. Econom. 240, No. 1, Article ID 105690, 22 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{W. Cui} et al., J. Econom. 240, No. 1, Article ID 105690, 22 p. (2024; Zbl 07822320) Full Text: DOI
Hsieh, Chih-Sheng; Hsu, Yu-Chin; Ko, Stanley I. M.; Kovářík, Jaromír; Logan, Trevon D. Non-representative sampled networks: estimation of network structural properties by weighting. (English) Zbl 07822319 J. Econom. 240, No. 1, Article ID 105689, 20 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C.-S. Hsieh} et al., J. Econom. 240, No. 1, Article ID 105689, 20 p. (2024; Zbl 07822319) Full Text: DOI
Wang, Yiren; Phillips, Peter C. B.; Su, Liangjun Panel data models with time-varying latent group structures. (English) Zbl 07822318 J. Econom. 240, No. 1, Article ID 105685, 24 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Wang} et al., J. Econom. 240, No. 1, Article ID 105685, 24 p. (2024; Zbl 07822318) Full Text: DOI arXiv
Li, Xingyu; Shen, Yan; Zhou, Qiankun Confidence intervals of treatment effects in panel data models with interactive fixed effects. (English) Zbl 07822317 J. Econom. 240, No. 1, Article ID 105684, 27 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Li} et al., J. Econom. 240, No. 1, Article ID 105684, 27 p. (2024; Zbl 07822317) Full Text: DOI arXiv
Choi, Jungjun; Kwon, Hyukjun; Liao, Yuan Inference for low-rank completion without sample splitting with application to treatment effect estimation. (English) Zbl 07822316 J. Econom. 240, No. 1, Article ID 105682, 23 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Choi} et al., J. Econom. 240, No. 1, Article ID 105682, 23 p. (2024; Zbl 07822316) Full Text: DOI arXiv
Startz, Richard; Steigerwald, Douglas G. The variance of regression coefficients when the population is finite. (English) Zbl 07822315 J. Econom. 240, No. 1, Article ID 105681, 21 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R. Startz} and \textit{D. G. Steigerwald}, J. Econom. 240, No. 1, Article ID 105681, 21 p. (2024; Zbl 07822315) Full Text: DOI
Han, Sukjin; Yang, Shenshen A computational approach to identification of treatment effects for policy evaluation. (English) Zbl 07822314 J. Econom. 240, No. 1, Article ID 105680, 37 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Han} and \textit{S. Yang}, J. Econom. 240, No. 1, Article ID 105680, 37 p. (2024; Zbl 07822314) Full Text: DOI arXiv
Kamat, Vishal Identifying the effects of a program offer with an application to head start. (English) Zbl 07822313 J. Econom. 240, No. 1, Article ID 105679, 13 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{V. Kamat}, J. Econom. 240, No. 1, Article ID 105679, 13 p. (2024; Zbl 07822313) Full Text: DOI arXiv
Kline, Brendan Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true. (English) Zbl 07822312 J. Econom. 240, No. 1, Article ID 105677, 16 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. Kline}, J. Econom. 240, No. 1, Article ID 105677, 16 p. (2024; Zbl 07822312) Full Text: DOI
Shi, Peng; Zhao, Zifeng Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction. (English) Zbl 07822311 J. Econom. 240, No. 1, Article ID 105676, 18 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{P. Shi} and \textit{Z. Zhao}, J. Econom. 240, No. 1, Article ID 105676, 18 p. (2024; Zbl 07822311) Full Text: DOI arXiv
Hou, Yanxi; Leng, Xuan; Peng, Liang; Zhou, Yinggang Panel quantile regression for extreme risk. (English) Zbl 07822310 J. Econom. 240, No. 1, Article ID 105674, 20 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Hou} et al., J. Econom. 240, No. 1, Article ID 105674, 20 p. (2024; Zbl 07822310) Full Text: DOI
Gao, Jiti; Peng, Bin; Wu, Wei Biao; Yan, Yayi Time-varying multivariate causal processes. (English) Zbl 07822309 J. Econom. 240, No. 1, Article ID 105671, 17 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Gao} et al., J. Econom. 240, No. 1, Article ID 105671, 17 p. (2024; Zbl 07822309) Full Text: DOI arXiv
Liao, Moyu Identification of a rational inattention discrete choice model. (English) Zbl 07822308 J. Econom. 240, No. 1, Article ID 105670, 17 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. Liao}, J. Econom. 240, No. 1, Article ID 105670, 17 p. (2024; Zbl 07822308) Full Text: DOI
Chong, Carsten H.; Todorov, Viktor Volatility of volatility and leverage effect from options. (English) Zbl 07822307 J. Econom. 240, No. 1, Article ID 105669, 21 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C. H. Chong} and \textit{V. Todorov}, J. Econom. 240, No. 1, Article ID 105669, 21 p. (2024; Zbl 07822307) Full Text: DOI arXiv
Herbst, Edward P.; Johannsen, Benjamin K. Bias in local projections. (English) Zbl 07822306 J. Econom. 240, No. 1, Article ID 105655, 24 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{E. P. Herbst} and \textit{B. K. Johannsen}, J. Econom. 240, No. 1, Article ID 105655, 24 p. (2024; Zbl 07822306) Full Text: DOI
De Vos, Ignace; Stauskas, Ovidijus Cross-section bootstrap for CCE regressions. (English) Zbl 07822305 J. Econom. 240, No. 1, Article ID 105648, 20 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{I. De Vos} and \textit{O. Stauskas}, J. Econom. 240, No. 1, Article ID 105648, 20 p. (2024; Zbl 07822305) Full Text: DOI
Lee, Adam; Mesters, Geert Locally robust inference for non-Gaussian linear simultaneous equations models. (English) Zbl 07822304 J. Econom. 240, No. 1, Article ID 105647, 24 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Lee} and \textit{G. Mesters}, J. Econom. 240, No. 1, Article ID 105647, 24 p. (2024; Zbl 07822304) Full Text: DOI
Bai, Jushan Likelihood approach to dynamic panel models with interactive effects. (English) Zbl 07822303 J. Econom. 240, No. 1, Article ID 105636, 31 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Bai}, J. Econom. 240, No. 1, Article ID 105636, 31 p. (2024; Zbl 07822303) Full Text: DOI
Chen, Zhao; Cheng, Vivian Xinyi; Liu, Xu Reprint: Hypothesis testing on high dimensional quantile regression. (English) Zbl 07814022 J. Econom. 239, No. 2, Article ID 105651, 18 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Z. Chen} et al., J. Econom. 239, No. 2, Article ID 105651, 18 p. (2024; Zbl 07814022) Full Text: DOI
Guo, Xu; Li, Runze; Liu, Jingyuan; Zeng, Mudong Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic. (English) Zbl 07814021 J. Econom. 239, No. 2, Article ID 105650, 13 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Guo} et al., J. Econom. 239, No. 2, Article ID 105650, 13 p. (2024; Zbl 07814021) Full Text: DOI
Wang, Weichen; An, Ran; Zhu, Ziwei Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective. (English) Zbl 07814020 J. Econom. 239, No. 2, Article ID 105633, 29 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{W. Wang} et al., J. Econom. 239, No. 2, Article ID 105633, 29 p. (2024; Zbl 07814020) Full Text: DOI arXiv
Cattaneo, Matias D. (ed.); Fan, Yingying (ed.); Li, Runze (ed.); Song, Rui (ed.) Data science in economics and finance: introduction. (English) Zbl 07814019 J. Econom. 239, No. 2, Article ID 105627, 6 p. (2024). MSC: 00B15 01A70 62-XX 91-XX PDFBibTeX XMLCite \textit{M. D. Cattaneo} (ed.) et al., J. Econom. 239, No. 2, Article ID 105627, 6 p. (2024; Zbl 07814019) Full Text: DOI
Hao, Siteng; Lin, Shu-Chin; Wang, Jane-Ling; Zhong, Qixian Dynamic modeling for multivariate functional and longitudinal data. (English) Zbl 07814018 J. Econom. 239, No. 2, Article ID 105573, 12 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Hao} et al., J. Econom. 239, No. 2, Article ID 105573, 12 p. (2024; Zbl 07814018) Full Text: DOI
Wu, Yujia; Lan, Wei; Fan, Xinyan; Fang, Kuangnan Bipartite network influence analysis of a two-mode network. (English) Zbl 07814017 J. Econom. 239, No. 2, Article ID 105562, 13 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Wu} et al., J. Econom. 239, No. 2, Article ID 105562, 13 p. (2024; Zbl 07814017) Full Text: DOI
Wei, Waverly; Zhou, Yuqing; Zheng, Zeyu; Wang, Jingshen Inference on the best policies with many covariates. (English) Zbl 07814016 J. Econom. 239, No. 2, Article ID 105460, 14 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{W. Wei} et al., J. Econom. 239, No. 2, Article ID 105460, 14 p. (2024; Zbl 07814016) Full Text: DOI arXiv
Man, Rebeka; Tan, Kean Ming; Wang, Zian; Zhou, Wen-Xin Retire: robust expectile regression in high dimensions. (English) Zbl 07814015 J. Econom. 239, No. 2, Article ID 105459, 16 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R. Man} et al., J. Econom. 239, No. 2, Article ID 105459, 16 p. (2024; Zbl 07814015) Full Text: DOI arXiv
Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou Power enhancement for testing multi-factor asset pricing models via Fisher’s method. (English) Zbl 07814014 J. Econom. 239, No. 2, Article ID 105458, 22 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Yu} et al., J. Econom. 239, No. 2, Article ID 105458, 22 p. (2024; Zbl 07814014) Full Text: DOI
Chen, Dachuan; Mykland, Per A.; Zhang, Lan Realized regression with asynchronous and noisy high frequency and high dimensional data. (English) Zbl 07814013 J. Econom. 239, No. 2, Article ID 105446, 20 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{D. Chen} et al., J. Econom. 239, No. 2, Article ID 105446, 20 p. (2024; Zbl 07814013) Full Text: DOI
Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; Zaffaroni, Paolo Inferential theory for generalized dynamic factor models. (English) Zbl 07814012 J. Econom. 239, No. 2, Article ID 105422, 41 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. Barigozzi} et al., J. Econom. 239, No. 2, Article ID 105422, 41 p. (2024; Zbl 07814012) Full Text: DOI
Aït-Sahalia, Yacine; Sağlam, Mehmet High frequency market making: the role of speed. (English) Zbl 07814011 J. Econom. 239, No. 2, Article ID 105421, 29 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Aït-Sahalia} and \textit{M. Sağlam}, J. Econom. 239, No. 2, Article ID 105421, 29 p. (2024; Zbl 07814011) Full Text: DOI
Ding, Yi; Li, Yingying; Liu, Guoli; Zheng, Xinghua Stock co-jump networks. (English) Zbl 07814010 J. Econom. 239, No. 2, Article ID 105420, 12 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Ding} et al., J. Econom. 239, No. 2, Article ID 105420, 12 p. (2024; Zbl 07814010) Full Text: DOI
Zhou, He; Zou, Hui The nonparametric Box-Cox model for high-dimensional regression analysis. (English) Zbl 07814009 J. Econom. 239, No. 2, Article ID 105419, 19 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{H. Zhou} and \textit{H. Zou}, J. Econom. 239, No. 2, Article ID 105419, 19 p. (2024; Zbl 07814009) Full Text: DOI
Zhu, Changbo; Müller, Hans-Georg Spherical autoregressive models, with application to distributional and compositional time series. (English) Zbl 07814008 J. Econom. 239, No. 2, Article ID 105389, 16 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C. Zhu} and \textit{H.-G. Müller}, J. Econom. 239, No. 2, Article ID 105389, 16 p. (2024; Zbl 07814008) Full Text: DOI arXiv
Petukhina, Alla; Klochkov, Yegor; Härdle, Wolfgang Karl; Zhivotovskiy, Nikita Robustifying Markowitz. (English) Zbl 07814007 J. Econom. 239, No. 2, Article ID 105387, 24 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Petukhina} et al., J. Econom. 239, No. 2, Article ID 105387, 24 p. (2024; Zbl 07814007) Full Text: DOI arXiv
Wan, Runzhe; Li, Yingying; Lu, Wenbin; Song, Rui Mining the factor zoo: estimation of latent factor models with sufficient proxies. (English) Zbl 07814006 J. Econom. 239, No. 2, Article ID 105386, 16 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R. Wan} et al., J. Econom. 239, No. 2, Article ID 105386, 16 p. (2024; Zbl 07814006) Full Text: DOI arXiv
Chang, Jinyuan; Chen, Cheng; Qiao, Xinghao; Yao, Qiwei An autocovariance-based learning framework for high-dimensional functional time series. (English) Zbl 07814005 J. Econom. 239, No. 2, Article ID 105385, 25 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Chang} et al., J. Econom. 239, No. 2, Article ID 105385, 25 p. (2024; Zbl 07814005) Full Text: DOI arXiv
Jin, Jiashun; Ke, Zheng Tracy; Luo, Shengming Mixed membership estimation for social networks. (English) Zbl 07814004 J. Econom. 239, No. 2, Article ID 105369, 17 p. (2024). MSC: 62-XX 91-XX 62H30 91C20 62P25 PDFBibTeX XMLCite \textit{J. Jin} et al., J. Econom. 239, No. 2, Article ID 105369, 17 p. (2024; Zbl 07814004) Full Text: DOI arXiv
Zhang, Yaowu; Zhou, Yeqing; Zhu, Liping A post-screening diagnostic study for ultrahigh dimensional data. (English) Zbl 07814003 J. Econom. 239, No. 2, Article ID 105354, 13 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Zhang} et al., J. Econom. 239, No. 2, Article ID 105354, 13 p. (2024; Zbl 07814003) Full Text: DOI
Pei, Youquan; Peng, Heng; Xu, Jinfeng A latent class Cox model for heterogeneous time-to-event data. (English) Zbl 07814002 J. Econom. 239, No. 2, Article ID 105351, 16 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Pei} et al., J. Econom. 239, No. 2, Article ID 105351, 16 p. (2024; Zbl 07814002) Full Text: DOI
Fan, Qingliang; Wu, Ruike; Yang, Yanrong; Zhong, Wei Time-varying minimum variance portfolio. (English) Zbl 07814001 J. Econom. 239, No. 2, Article ID 105339, 16 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Q. Fan} et al., J. Econom. 239, No. 2, Article ID 105339, 16 p. (2024; Zbl 07814001) Full Text: DOI
Liu, Jingyuan; Sun, Ao; Ke, Yuan A generalized knockoff procedure for FDR control in structural change detection. (English) Zbl 07814000 J. Econom. 239, No. 2, Article ID 105331, 17 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Liu} et al., J. Econom. 239, No. 2, Article ID 105331, 17 p. (2024; Zbl 07814000) Full Text: DOI arXiv
Chang, Jinyuan; Hu, Qiao; Liu, Cheng; Tang, Cheng Yong Optimal covariance matrix estimation for high-dimensional noise in high-frequency data. (English) Zbl 07813999 J. Econom. 239, No. 2, Article ID 105329, 39 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Chang} et al., J. Econom. 239, No. 2, Article ID 105329, 39 p. (2024; Zbl 07813999) Full Text: DOI arXiv
Sun, Yan; Wan, Chuang; Zhang, Wenyang; Zhong, Wei A multi-kink quantile regression model with common structure for panel data analysis. (English) Zbl 07813998 J. Econom. 239, No. 2, Article ID 105304, 12 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Sun} et al., J. Econom. 239, No. 2, Article ID 105304, 12 p. (2024; Zbl 07813998) Full Text: DOI
Cai, Zhanrui; Li, Changcheng; Wen, Jiawei; Yang, Songshan Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property. (English) Zbl 07813997 J. Econom. 239, No. 2, Article ID 105291, 11 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Z. Cai} et al., J. Econom. 239, No. 2, Article ID 105291, 11 p. (2024; Zbl 07813997) Full Text: DOI
Zhang, Jin-Ting; Guo, Jia; Zhou, Bu Testing equality of several distributions in separable metric spaces: a maximum mean discrepancy based approach. (English) Zbl 07813996 J. Econom. 239, No. 2, Article ID 105286, 11 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J.-T. Zhang} et al., J. Econom. 239, No. 2, Article ID 105286, 11 p. (2024; Zbl 07813996) Full Text: DOI
Cheng, Ming-Yen; Wang, Shouxia; Xia, Lucy; Zhang, Xibin Testing specification of distribution in stochastic frontier analysis. (English) Zbl 07813995 J. Econom. 239, No. 2, Article ID 105280, 16 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M.-Y. Cheng} et al., J. Econom. 239, No. 2, Article ID 105280, 16 p. (2024; Zbl 07813995) Full Text: DOI
Diebold, Francis X.; Rudebusch, Glenn D.; Göbel, Maximilian; Goulet Coulombe, Philippe; Zhang, Boyuan Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume. (English) Zbl 07813993 J. Econom. 239, No. 1, Article ID 105645, 17 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. X. Diebold} et al., J. Econom. 239, No. 1, Article ID 105645, 17 p. (2024; Zbl 07813993) Full Text: DOI
Jiao, Xiyu; Pretis, Felix; Schwarz, Moritz Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (English) Zbl 07813991 J. Econom. 239, No. 1, Article ID 105547, 33 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Jiao} et al., J. Econom. 239, No. 1, Article ID 105547, 33 p. (2024; Zbl 07813991) Full Text: DOI
Reuvers, Hanno; Wijler, Etienne Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data. (English) Zbl 07813990 J. Econom. 239, No. 1, Article ID 105520, 28 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{H. Reuvers} and \textit{E. Wijler}, J. Econom. 239, No. 1, Article ID 105520, 28 p. (2024; Zbl 07813990) Full Text: DOI arXiv
Cui, Xiaomeng; Gafarov, Bulat; Ghanem, Dalia; Kuffner, Todd On model selection criteria for climate change impact studies. (English) Zbl 07813989 J. Econom. 239, No. 1, Article ID 105511, 21 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Cui} et al., J. Econom. 239, No. 1, Article ID 105511, 21 p. (2024; Zbl 07813989) Full Text: DOI arXiv
He, Changli; Kang, Jian; Silvennoinen, Annastiina; Teräsvirta, Timo Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model. (English) Zbl 07813988 J. Econom. 239, No. 1, Article ID 105494, 17 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C. He} et al., J. Econom. 239, No. 1, Article ID 105494, 17 p. (2024; Zbl 07813988) Full Text: DOI
Campos-Martins, Susana; Hendry, David F. Common volatility shocks driven by the global carbon transition. (English) Zbl 07813987 J. Econom. 239, No. 1, Article ID 105472, 19 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Campos-Martins} and \textit{D. F. Hendry}, J. Econom. 239, No. 1, Article ID 105472, 19 p. (2024; Zbl 07813987) Full Text: DOI
Harvey, Andrew; Hurn, Stan; Palumbo, Dario; Thiele, Stephen Modelling circular time series. (English) Zbl 07813986 J. Econom. 239, No. 1, Article ID 105450, 15 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Harvey} et al., J. Econom. 239, No. 1, Article ID 105450, 15 p. (2024; Zbl 07813986) Full Text: DOI
Giannerini, Simone; Goracci, Greta; Rahbek, Anders The validity of bootstrap testing for threshold autoregression. (English) Zbl 07813985 J. Econom. 239, No. 1, Article ID 105379, 24 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Giannerini} et al., J. Econom. 239, No. 1, Article ID 105379, 24 p. (2024; Zbl 07813985) Full Text: DOI
Friedrich, Marina; Lin, Yicong Sieve bootstrap inference for linear time-varying coefficient models. (English) Zbl 07813984 J. Econom. 239, No. 1, Article ID 105345, 29 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. Friedrich} and \textit{Y. Lin}, J. Econom. 239, No. 1, Article ID 105345, 29 p. (2024; Zbl 07813984) Full Text: DOI
Proietti, Tommaso; Maddanu, Federico Modelling cycles in climate series: the fractional sinusoidal waveform process. (English) Zbl 07813983 J. Econom. 239, No. 1, Article ID 105299, 24 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{T. Proietti} and \textit{F. Maddanu}, J. Econom. 239, No. 1, Article ID 105299, 24 p. (2024; Zbl 07813983) Full Text: DOI
Miller, J. Isaac; Brock, William A. Beyond RCP8.5: marginal mitigation using quasi-representative concentration pathways. (English) Zbl 07813982 J. Econom. 239, No. 1, Article ID 105152, 15 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. I. Miller} and \textit{W. A. Brock}, J. Econom. 239, No. 1, Article ID 105152, 15 p. (2024; Zbl 07813982) Full Text: DOI
Norets, Andriy; Shimizu, Kenichi Semiparametric Bayesian estimation of dynamic discrete choice models. (English) Zbl 07803976 J. Econom. 238, No. 2, Article ID 105642, 21 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Norets} and \textit{K. Shimizu}, J. Econom. 238, No. 2, Article ID 105642, 21 p. (2024; Zbl 07803976) Full Text: DOI arXiv
Centorrino, Samuele; Parmeter, Christopher F. Nonparametric estimation of stochastic frontier models with weak separability. (English) Zbl 07803975 J. Econom. 238, No. 2, Article ID 105641, 19 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Centorrino} and \textit{C. F. Parmeter}, J. Econom. 238, No. 2, Article ID 105641, 19 p. (2024; Zbl 07803975) Full Text: DOI
Forneron, Jean-Jacques Estimation and inference by stochastic optimization. (English) Zbl 07803974 J. Econom. 238, No. 2, Article ID 105638, 23 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J.-J. Forneron}, J. Econom. 238, No. 2, Article ID 105638, 23 p. (2024; Zbl 07803974) Full Text: DOI arXiv
Li, Tong; Sasaki, Yuya Identification of heterogeneous elasticities in gross-output production functions. (English) Zbl 07803973 J. Econom. 238, No. 2, Article ID 105637, 22 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{T. Li} and \textit{Y. Sasaki}, J. Econom. 238, No. 2, Article ID 105637, 22 p. (2024; Zbl 07803973) Full Text: DOI
Creal, Drew; Koopman, Siem Jan; Lucas, André; Zamojski, Marcin Observation-driven filtering of time-varying parameters using moment conditions. (English) Zbl 07803972 J. Econom. 238, No. 2, Article ID 105635, 14 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{D. Creal} et al., J. Econom. 238, No. 2, Article ID 105635, 14 p. (2024; Zbl 07803972) Full Text: DOI
Antolín-Díaz, Juan; Drechsel, Thomas; Petrella, Ivan Advances in nowcasting economic activity: the role of heterogeneous dynamics and fat tails. (English) Zbl 07803971 J. Econom. 238, No. 2, Article ID 105634, 25 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Antolín-Díaz} et al., J. Econom. 238, No. 2, Article ID 105634, 25 p. (2024; Zbl 07803971) Full Text: DOI
Lange, Rutger-Jan Bellman filtering and smoothing for state-space models. (English) Zbl 07803970 J. Econom. 238, No. 2, Article ID 105632, 26 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R.-J. Lange}, J. Econom. 238, No. 2, Article ID 105632, 26 p. (2024; Zbl 07803970) Full Text: DOI arXiv
Bai, Jushan; Duan, Jiangtao; Han, Xu The likelihood ratio test for structural changes in factor models. (English) Zbl 07803969 J. Econom. 238, No. 2, Article ID 105631, 23 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Bai} et al., J. Econom. 238, No. 2, Article ID 105631, 23 p. (2024; Zbl 07803969) Full Text: DOI arXiv
Blasques, F.; Francq, Christian; Laurent, Sébastien Autoregressive conditional betas. (English) Zbl 07803968 J. Econom. 238, No. 2, Article ID 105630, 22 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. Blasques} et al., J. Econom. 238, No. 2, Article ID 105630, 22 p. (2024; Zbl 07803968) Full Text: DOI
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
Lui, Yiu Lim; Phillips, Peter C. B.; Yu, Jun Robust testing for explosive behavior with strongly dependent errors. (English) Zbl 07803965 J. Econom. 238, No. 2, Article ID 105626, 25 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. L. Lui} et al., J. Econom. 238, No. 2, Article ID 105626, 25 p. (2024; Zbl 07803965) Full Text: DOI
Casini, Alessandro The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity. (English) Zbl 07803964 J. Econom. 238, No. 2, Article ID 105625, 16 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Casini}, J. Econom. 238, No. 2, Article ID 105625, 16 p. (2024; Zbl 07803964) Full Text: DOI arXiv
Phillips, Peter C. B.; Kheifets, Igor L. High-dimensional IV cointegration estimation and inference. (English) Zbl 07803963 J. Econom. 238, No. 2, Article ID 105622, 20 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{I. L. Kheifets}, J. Econom. 238, No. 2, Article ID 105622, 20 p. (2024; Zbl 07803963) Full Text: DOI
Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; Vilandt, Frederik Tail behavior of ACD models and consequences for likelihood-based estimation. (English) Zbl 07803962 J. Econom. 238, No. 2, Article ID 105613, 14 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{G. Cavaliere} et al., J. Econom. 238, No. 2, Article ID 105613, 14 p. (2024; Zbl 07803962) Full Text: DOI
Hou, Li; Jin, Baisuo; Wu, Yuehua Estimation and variable selection for high-dimensional spatial dynamic panel data models. (English) Zbl 07803961 J. Econom. 238, No. 2, Article ID 105605, 20 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{L. Hou} et al., J. Econom. 238, No. 2, Article ID 105605, 20 p. (2024; Zbl 07803961) Full Text: DOI
Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca An identification and testing strategy for proxy-SVARs with weak proxies. (English) Zbl 07803960 J. Econom. 238, No. 2, Article ID 105604, 18 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{G. Angelini} et al., J. Econom. 238, No. 2, Article ID 105604, 18 p. (2024; Zbl 07803960) Full Text: DOI arXiv
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan; Sun, Jiajing; Wang, Shouyang Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach. (English) Zbl 07803959 J. Econom. 238, No. 2, Article ID 105603, 19 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y. Hong} et al., J. Econom. 238, No. 2, Article ID 105603, 19 p. (2024; Zbl 07803959) Full Text: DOI
Lim, Dennis; Wang, Wenjie; Zhang, Yichong A conditional linear combination test with many weak instruments. (English) Zbl 07803958 J. Econom. 238, No. 2, Article ID 105602, 20 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{D. Lim} et al., J. Econom. 238, No. 2, Article ID 105602, 20 p. (2024; Zbl 07803958) Full Text: DOI arXiv
Enache, Andreea; Florens, Jean-Pierre Quantile analysis of “hazard-rate” game models. (English) Zbl 07803957 J. Econom. 238, No. 2, Article ID 105582, 11 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Enache} and \textit{J.-P. Florens}, J. Econom. 238, No. 2, Article ID 105582, 11 p. (2024; Zbl 07803957) Full Text: DOI
Celhay, Pablo; Meyer, Bruce D.; Mittag, Nikolas What leads to measurement errors? Evidence from reports of program participation in three surveys. (English) Zbl 07803956 J. Econom. 238, No. 2, Article ID 105581, 19 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{P. Celhay} et al., J. Econom. 238, No. 2, Article ID 105581, 19 p. (2024; Zbl 07803956) Full Text: DOI
Blevins, Jason R.; Kim, Minhae Nested pseudo likelihood estimation of continuous-time dynamic discrete games. (English) Zbl 07803955 J. Econom. 238, No. 2, Article ID 105576, 32 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. R. Blevins} and \textit{M. Kim}, J. Econom. 238, No. 2, Article ID 105576, 32 p. (2024; Zbl 07803955) Full Text: DOI arXiv