ÂÜÀòÉç¹ÙÍø

Nonparametric estimation and inference on conditional quantile processes
–Zhongjun Qu, Jungmo Yoon [] []

Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
–David M. Kaplan [] []

LM tests of spatial dependence based on bootstrap critical values
–Zhenlin Yang [] []

Estimation of affine term structure models with spanned or unspanned stochastic volatility
–Drew D. Creal, Jing Cynthia Wu [] []

Estimation of marginal effects in semiparametric selection models with binary outcomes
–Roger Klein, Chan Shen, Francis Vella [] []

Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
–Suyong Song [] []

Analysis of the bias of Matching and Difference-in-Difference under alternative earnings and selection processes
–Sylvain Chabé-Ferret [] []

A test for second order stationarity of a multivariate time series
–Carsten Jentsch, Suhasini Subba Rao [] []

Asymptotic theory for differentiated products demand models with many markets
–Joachim Freyberger [] []

Nonlinear regressions with nonstationary time series
–Nigel Chan, Qiying Wang [] []

Modeling and testing smooth structural changes with endogenous regressors
–Bin Chen [] []

Estimating dynamic equilibrium models with stochastic volatility
–Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Juan F. Rubio-Ramírez [] []

QML estimation of dynamic panel data models with spatial errors
–Liangjun Su, Zhenlin Yang [] []

Specification tests for partially identified models defined by moment inequalities
–Federico A. Bugni, Ivan A. Canay, Xiaoxia Shi [] []

High dimensional generalized empirical likelihood for moment restrictions with dependent data
–Jinyuan Chang, Song Xi Chen, Xiaohong Chen [] []

---