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Misspecification test methods in econometrics
–Zongwu Cai, Yongmiao Hong, Qi Li [] []

Testing predictive regression models with nonstationary regressors
–Zongwu Cai, Yunfei Wang [] []

Testing overidentifying restrictions with many instruments and heteroskedasticity
–John C. Chao, Jerry A. Hausman, Whitney K. Newey, Norman R. Swanson, Tiemen Woutersen [] []

A unified approach to validating univariate and multivariate conditional distribution models in time series
–Bin Chen, Yongmiao Hong [] []

Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV
–Yanqin Fan, Sang Soo Park [] []

Testing cointegration relationship in a semiparametric varying coefficient model
–Jingping Gu, Zhongwen Liang [] []

Constructing smooth tests without estimating the eigenpairs of the limiting process
–Shih-Hsun Hsu, Chung-Ming Kuan [] []

Model specification test with correlated but not cointegrated variables
–Li Gan, Cheng Hsiao, Shu Xu [] []

Neglected heterogeneity in moment condition models
–Jinyong Hahn, Whitney K. Newey, Richard J. Smith [] []

Estimating and testing a quantile regression model with interactive effects
–Matthew Harding, Carlos Lamarche [] []

Estimating a semi-parametric duration model without specifying heterogeneity
–Jerry A. Hausman, Tiemen Woutersen [] []

An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
–Jae-Young Kim [] []

Testing a linear dynamic panel data model against nonlinear alternatives
–Yoon-Jin Lee [] []

A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
–Zhongjian Lin, Qi Li, Yiguo Sun [] []

Volatility activity: Specification and estimation
–Viktor Todorov, George Tauchen, Iaryna Grynkiv [] []

Robustness checks and robustness tests in applied economics
–Xun Lu, Halbert White [] []

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