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A spatial autoregressive model with a nonlinear transformation of the dependent variable
–Xingbai Xu, Lung-fei Lee [] []

Inference on higher-order spatial autoregressive models with increasingly many parameters
–Abhimanyu Gupta, Peter M. Robinson [] []

Regression-based analysis of cointegration systems
–Javier Gomez-Biscarri, Javier Hualde [] []

Asymptotically exact inference in conditional moment inequality models
–Timothy B. Armstrong [] []

Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake
–Hiroshi Fujiki, Cheng Hsiao [] []

What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio
–Jessica A. Wachter, Missaka Warusawitharana [] []

Empirical likelihood for regression discontinuity design
–Taisuke Otsu, Ke-Li Xu, Yukitoshi Matsushita [] []

Asset-pricing anomalies at the firm level
–Scott Cederburg, Michael S. O’Doherty [] []

Revealed preference tests for weak separability: An integer programming approach
–Laurens Cherchye, Thomas Demuynck, Bram De Rock, Per Hjertstrand [] []

Distribution theory of the least squares averaging estimator
–Chu-An Liu [] []

Nested forecast model comparisons: A new approach to testing equal accuracy
–Todd E. Clark, Michael W. McCracken [] []

A general method for third-order bias and variance corrections on a nonlinear estimator
–Zhenlin Yang [] []

Quantile regression with censoring and endogeneity
–Victor Chernozhukov, Iván Fernández-Val, Amanda E. Kowalski [] []

Specification test for panel data models with interactive fixed effects
–Liangjun Su, Sainan Jin, Yonghui Zhang [] []

The generalised autocovariance function
–Tommaso Proietti, Alessandra Luati [] []

Bad environments, good environments: A non-Gaussian asymmetric volatility model
–Geert Bekaert, Eric Engstrom, Andrey Ermolov [] []

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