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Semiparametric identification of binary decision games of incomplete information with correlated private signals
–Yuanyuan Wan, Haiqing Xu [] []

Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics
–Mehmet Caner [] []

Modeling multivariate extreme events using self-exciting point processes
–Oliver Grothe, Volodymyr Korniichuk, Hans Manner [] []

Instrumental variables estimation with many weak instruments using regularized JIVE
–Christian Hansen, Damian Kozbur [] []

Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
–Jie Hou, Pierre Perron [] []

Consistent estimation with many moment inequalities
–Konrad Menzel [] []

Tests based on t-statistics for IV regression with weak instruments
–Benjamin Mills, Marcelo J. Moreira, Lucas P. Vilela [] []

Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
–Matteo Barigozzi, Christian Brownlees, Giampiero M. Gallo, David Veredas [] []

Identification robust inference in cointegrating regressions
–Lynda Khalaf, Giovanni Urga [] []

Pricing default events: Surprise, exogeneity and contagion
–C. Gouriéroux, A. Monfort, J.P. Renne [] []

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