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Relevant ARCategory:

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Uniform confidence bands for functions estimated nonparametrically with instrumental variables
–Joel L. Horowitz, Sokbae Lee [] []

The HESSIAN method: Highly efficient simulation smoothing, in a nutshell
–William J. McCausland [] []

Testing for jumps in noisy high frequency data
–Yacine Aït-Sahalia, Jean Jacod, Jia Li [] []

Treatment effect bounds: An application to Swan–Ganz catheterization
–Jay Bhattacharya, Azeem M. Shaikh, Edward Vytlacil [] []

Asymptotics of the principal components estimator of large factor models with weakly influential factors
–Alexei Onatski [] []

Well-posedness of measurement error models for self-reported data
–Yonghong An, Yingyao Hu [] []

Dynamic misspecification in nonparametric cointegrating regression
–Ioannis Kasparis, Peter C.B. Phillips [] []

Regularization of nonparametric frontier estimators
–Abdelaati Daouia, Jean-Pierre Florens, Léopold Simar [] []

Nonparametric identification in nonseparable panel data models with generalized fixed effects
–Stefan Hoderlein, Halbert White [] []

Identification and estimation of Gaussian affine term structure models
–James D. Hamilton, Jing Cynthia Wu [] []

Bayesian modeling of joint and conditional distributions
–Andriy Norets, Justinas Pelenis [] []

Semiparametric robust estimation of truncated and censored regression models
–Pavel Cí?ek [] []

Segmenting mean-nonstationary time series via trending regressions
–Alexander Aue, Lajos Horváth, Marie Hušková [] []

Quantile treatment effects in the regression discontinuity design
–Brigham R. Frandsen, Markus Frölich, Blaise Melly [] []

Jumps in equilibrium prices and market microstructure noise
–Suzanne S. Lee, Per A. Mykland [] [] HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">

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