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Estimating a spatial autoregressive model with an endogenous spatial weight matrix
–Xi Qu, Lung-fei Lee [] []

Gradient-based smoothing parameter selection for nonparametric regression estimation
–Daniel J. Henderson, Qi Li, Christopher F. Parmeter, Shuang Yao [] []

Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
–Matthias R. Fengler, Lin-Yee Hin [] []

Confidence sets for the date of a break in level and trend when the order of integration is unknown
–David I. Harvey, Stephen J. Leybourne [] []

A residual-based ADF test for stationary cointegration in settings
–Javier Gomez-Biscarri, Javier Hualde [] []

On the bootstrap for Moran’s test for spatial dependence
–Fei Jin, Lung-fei Lee [] []

Multiplicative-error models with sample selection
–Koen Jochmans [] []

Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
–Christoph Breunig [] []

Inference in semiparametric binary response models with interval data
–Yuanyuan Wan, Haiqing Xu [] []

Econometrics of co-jumps in high-frequency data with noise
–Markus Bibinger, Lars Winkelmann [] []

Frontier estimation in the presence of measurement error with unknown variance
–Alois Kneip, Léopold Simar, Ingrid Van Keilegom [] []

Tests for overidentifying restrictions in Factor-Augmented VAR models
–Xu Han [] []

The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models
–Martin M. Andreasen, Bent Jesper Christensen [] []

Model averaging estimation of generalized linear models with imputed covariates
–Valentino Dardanoni, Giuseppe De Luca, Salvatore Modica, Franco Peracchi [] []

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