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Reinforced urn processes for credit risk models
–Stefano Peluso, Antonietta Mira, Pietro Muliere [] []

A semiparametric single index model with heterogeneous impacts on an unobserved variable
–Jiyon Lee [] []

Robust score and portmanteau tests of volatility spillover
–Mike Aguilar, Jonathan B. Hill [] []

Multi-scale tests for serial correlation
–Ramazan Gençay, Daniele Signori [] []

Specification testing for transformation models with an application to generalized accelerated failure-time models
–Arthur Lewbel, Xun Lu, Liangjun Su [] []

Improved likelihood ratio tests for cointegration rank in the VAR model
–H. Peter Boswijk, Michael Jansson, Morten Ørregaard Nielsen [] []

Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
–Francesco Bartolucci, Federico Belotti, Franco Peracchi [] []

Asymptotically distribution-free tests for the volatility function of a diffusion
–Qiang Chen, Xu Zheng, Zhiyuan Pan [] []

Inference on factor structures in heterogeneous panels
–Carolina Castagnetti, Eduardo Rossi, Lorenzo Trapani [] []

Risk-parameter estimation in volatility models
–Christian Francq, Jean-Michel Zakoïan [] []

Estimation of fixed effects panel regression models with separable and nonseparable space–time filters
–Lung-fei Lee, Jihai Yu [] []

Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs
–Monica Deza [] []

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