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Editors’ introduction
–Marine Carrasco, Mehmet Caner, Yuichi Kitamura, Eric Renault []

Underidentification?
–Manuel Arellano, Lars Peter Hansen, Enrique Sentana [] []

Inference regarding multiple structural changes in linear models with endogenous regressors
–Alastair R. Hall, Sanggohn Han, Otilia Boldea [] []

Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
–Francisco Peñaranda, Enrique Sentana [] []

Proofs for large sample properties of generalized method of moments estimators
–Lars Peter Hansen [] []

GEL statistics under weak identification
–Patrik Guggenberger, Joaquim J.S. Ramalho, Richard J. Smith [] []

Efficient minimum distance estimation with multiple rates of convergence
–Bertille Antoine, Eric Renault [] []

Inference in regression models with many regressors
–Stanislav Anatolyev [] []

A regularization approach to the many instruments problem
–Marine Carrasco [] []

Kernel-weighted GMM estimators for linear time series models
–Guido M. Kuersteiner [] []

CUE with many weak instruments and nearly singular design
–Mehmet Caner, Nese Yildiz [] []

The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
–Chunrong Ai, Xiaohong Chen [] []

Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior
–Jean-Pierre Florens, Anna Simoni [] []

Local GMM estimation of time series models with conditional moment restrictions
–Nikolay Gospodinov, Taisuke Otsu [] []

Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
–Thomas A. Severini, Gautam Tripathi [] []

Information criteria for impulse response function matching estimation of DSGE models
–Alastair R. Hall, Atsushi Inoue, James M. Nason, Barbara Rossi [] []

Assessing misspecified asset pricing models with empirical likelihood estimators
–Caio Almeida, René Garcia [] []

Optimal comparison of misspecified moment restriction models under a chosen measure of fit
–Vadim Marmer, Taisuke Otsu [] []

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