ÂÜÀòÉç¹ÙÍø

Residual-based rank specification tests for AR–GARCH type models
–Elena Andreou, Bas J.M. Werker [] []

Jackknife instrumental variable estimation with heteroskedasticity
–Paul A. Bekker, Federico Crudu [] []

Through the looking glass: Indirect inference via simple equilibria
–Laurent E. Calvet, Veronika Czellar [] []

Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
–Mario Forni, Marc Hallin, Marco Lippi, Paolo Zaffaroni [] []

Cross-sectional averages versus principal components
–Joakim Westerlund, Jean-Pierre Urbain [] []

Nonparametric rank tests for non-stationary panels
–Peter L. Pedroni, Timothy J. Vogelsang, Martin Wagner, Joakim Westerlund [] []

Closed-form estimation of nonparametric models with non-classical measurement errors
–Yingyao Hu, Yuya Sasaki [] []

Bayesian regression with nonparametric heteroskedasticity
–Andriy Norets [] []

Asymptotics for nonparametric and semiparametric fixed effects panel models
–Cong Li, Zhongwen Liang [] []

Efficient inference on fractionally integrated panel data models with fixed effects
–Peter M. Robinson, Carlos Velasco [] []

The effect of recursive detrending on panel unit root tests
–Joakim Westerlund [] []

Nonparametric predictive regression
–Ioannis Kasparis, Elena Andreou, Peter C.B. Phillips [] []

The power of PANIC
–Joakim Westerlund [] []

Infinite order cross-validated local polynomial regression
–Peter G. Hall, Jeffrey S. Racine [] []

IV estimation of panels with factor residuals
–Donald Robertson, Vasilis Sarafidis [] []

Comment on ‘IV estimation of panels with factor residuals’ by D. Robertson and V. Sarafidis
–Seung C. Ahn [] []

---