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Relevant ARCategory:

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Optimal inference for instrumental variables regression with non-Gaussian errors
–Matias D. Cattaneo, Richard K. Crump, Michael Jansson [] []

Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration
–Jihai Yu, Robert de Jong, Lung-fei Lee [] []

Jackknife model averaging
–Bruce E. Hansen, Jeffrey S. Racine [] []

The dynamics of US inflation: Can monetary policy explain the changes?
–Fabio Canova, Filippo Ferroni [] []

Tikhonov regularization for nonparametric instrumental variable estimators
–Patrick Gagliardini, Olivier Scaillet [] []

Estimation of dynamic models with nonparametric simulated maximum likelihood
–Dennis Kristensen, Yongseok Shin [] []

ARCH/GARCH with persistent covariate: Asymptotic theory of MLE
–Heejoon Han, Joon Y. Park [] []

The econometrics of auctions with asymmetric anonymous bidders
–Laurent Lamy [] []

Hahn–Hausman test as a specification test
–Yoonseok Lee, Ryo Okui [] []

Unit root testing under a local break in trend
–David I. Harvey, Stephen J. Leybourne, A.M. Robert Taylor [] []

Inferring welfare maximizing treatment assignment under budget constraints
–Debopam Bhattacharya, Pascaline Dupas [] []

Robust subsampling
–Lorenzo Camponovo, Olivier Scaillet, Fabio Trojani [] []

The conditional autoregressive Wishart model for multivariate stock market volatility
–Vasyl Golosnoy, Bastian Gribisch, Roman Liesenfeld [] []

Nonparametric spatial regression under near-epoch dependence
–Nazgul Jenish [] []

On the least squares estimation of multiple-regime threshold autoregressive models
–Dong Li, Shiqing Ling [] []

Testing for a unit root in a random coefficient panel data model
–Joakim Westerlund, Rolf Larsson [] []

Likelihood estimation and inference in threshold regression
–Ping Yu [] []

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