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Recent advances in panel data, nonlinear and nonparametric models: A festschrift in honor of Peter C.B. Phillips
–Roberto S. Mariano, Zhijie Xiao, Jun Yu [] []

Nonparametric trending regression with cross-sectional dependence
–Peter M. Robinson [] []

Taking a new contour: A novel approach to panel unit root tests
–Yoosoon Chang [] []

Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
–H.R. Moon, B. Perron [] []

Sieve estimation of panel data models with cross section dependence
–Liangjun Su, Sainan Jin [] []

Asymptotic distribution of factor augmented estimators for panel regression
–Ryan Greenaway-McGrevy, Chirok Han, Donggyu Sul [] []

Bias in dynamic panel models under time series misspecification
–Yoonseok Lee [] []

Random walk or chaos: A formal test on the Lyapunov exponent
–Joon Y. Park, Yoon-Jae Whang [] []

Jump-robust volatility estimation using nearest neighbor truncation
–Torben G. Andersen, Dobrislav Dobrev, Ernst Schaumburg [] []

Time-varying leverage effects
–Federico M. Bandi, Roberto Renò [] []

Bias in the estimation of the mean reversion parameter in continuous time models
–Jun Yu [] []

Statistical tests for multiple forecast comparison
–Roberto S. Mariano, Daniel Preve [] []

Comparison of misspecified calibrated models: The minimum distance approach
–Viktoria Hnatkovska, Vadim Marmer, Yao Tang [] []

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