ÂÜÀòÉç¹ÙÍø

Model selection tests for moment inequality models
–Xiaoxia Shi [] []

Learning, confidence, and option prices
–Ivan Shaliastovich [] []

A Quadratic Kalman Filter
–Alain Monfort, Jean-Paul Renne, Guillaume Roussellet [] []

Explicit form of approximate transition probability density functions of diffusion processes
–Seungmoon Choi [] []

Sharp bounds on treatment effects in a binary triangular system
–Ismael Mourifie [] [] switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?

K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?
–Sylvia Kaufmann [] []

Cross-validation for selecting a model selection procedure
–Yongli Zhang, Yuhong Yang [] []

A bootstrapped spectral test for adequacy in weak ARMA models
–Ke Zhu, Wai Keung Li [] []

Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies
–Donghoon Lee, Kyungchul Song [] []

Nonparametric tests for constant tail dependence with an application to energy and finance
–Axel Bucher, Stefan Jaschke, Dominik Wied [] []

VAR for VaR: Measuring tail dependence using multivariate regression quantiles
–Halbert White, Tae-Hwan Kim, Simone Manganelli [] []

Semiparametric model building for regression models with time-varying parameters
–Ting Zhang [] []

Classical Laplace estimation for -consistent estimators: Improved convergence rates and rate-adaptive inference
–Sung Jae Jun, Joris Pinkse, Yuanyuan Wan [] []

A test of the null of integer integration against the alternative of fractional integration
–Cheol-Keun Cho, Christine Amsler, Peter Schmidt [] []

Estimation in generalised varying-coefficient models with unspecified link functions
–Wenyang Zhang, Degui Li, Yingcun Xia [] []

Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso
–Mehmet Caner, Qingliang Fan [] []

Diagnostic analysis and computational strategies for estimating discrete time duration models—A Monte Carlo study
–Xianghong Li, Barry Smith [] []

Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
–Lily Y. Liu, Andrew J. Patton, Kevin Sheppard [] []

IV, GMM or likelihood approach to estimate dynamic panel models when either or or both are large
–Cheng Hsiao, Junwei Zhang [] []

Nonparametric specification tests for stochastic volatility models based on volatility density
–Yang Zu [] []

A flexible semiparametric forecasting model for time series
–Degui Li, Oliver Linton, Zudi Lu [] []

Instrumental variable and variable addition based inference in predictive regressions
–Jorg Breitung, Matei Demetrescu [] []

Testing linearity using power transforms of regressors
–Yae In Baek, Jin Seo Cho, Peter C.B. Phillips [] []

Non-nested testing of spatial correlation
–Miguel A. Delgado, Peter M. Robinson [] []

---