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Relevant ARCategory:

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Nonlinearity, nonstationarity, and spurious forecasts
–Vadim Marmer [] []

Symmetry-based inference in an instrumental variable setting
–Paul A. Bekker and Steve Lawford [] []

Testing slope homogeneity in large panels
–M. Hashem Pesaran and Takashi Yamagata [] []

Adaptive consistent unit-root tests based on autoregressive threshold model
–Frédérique Bec, Alain Guay and Emmanuel Guerre [] []

Generalized empirical likelihood tests in time series models with potential identification failure
–Patrik Guggenberger and Richard J. Smith [] []

Local rank tests in a multivariate nonparametric relationship
–Natércia Fortuna [] []

Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
–Donald W.K. Andrews and Vadim Marmer [] []

Sparse estimators and the oracle property, or the return of Hodges’ estimator
–Hannes Leeb and Benedikt M. Pötscher [] []

A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
–Ai Deng and Pierre Perron [] []

Nonparametric transformation to white noise
–Oliver B. Linton and Enno Mammen [] []

Adaptive estimation of autoregressive models with time-varying variances
–Ke-Li Xu and Peter C.B. Phillips [] []

Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions?
–Guohua Feng and Apostolos Serletis [] []

A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test
–Christian Francq, Svetlana Makarova and Jean-Michel Zako?¨an [] []

Robust estimation for structural spurious regressions and a Hausman-type cointegration test
–Chi-Young Choi, Ling Hu and Masao Ogaki [] []

Estimation and tests for power-transformed and threshold GARCH models?
–Jiazhu Pan, Hui Wang and Howell Tong [] []

Instrumental variable quantile regression: A robust inference approach?
–Victor Chernozhukov and Christian Hansen [] []

The multi-state latent factor intensity model for credit rating transitions
–Siem Jan Koopman, André Lucas and André Monteiro [] []

Estimation and testing of Euler equation models with time-varying reduced-form coefficients
–Hong Li [] []

Efficient estimation and inference in linear pseudo-panel data models
–Atsushi Inoue [] []

Temporal aggregation of multivariate GARCH processes
–Christian M. Hafner [] []

On Bayesian analysis and computation for functions with monotonicity and curvature restrictions
–William J. McCausland [] []

Conditional empirical likelihood estimation and inference for quantile regression models?
–Taisuke Otsu [] []

Fixed effects instrumental variables estimation in correlated random coefficient panel data models
–Irina Murtazashvili and Jeffrey M. Wooldridge [] []

Bayesian stochastic search for VAR model restrictions?
–Edward I. George, Dongchu Sun and Shawn Ni [] []

Testing for unit root processes in random coefficient autoregressive models
–Walter Distaso [] []

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