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Large sample properties of the matrix exponential spatial specification with an application to FDI
–Nicolas Debarsy, Fei Jin, Lung-fei Lee [] []

Nonparametric identification and estimation of transformation models
–Pierre-André Chiappori, Ivana Komunjer, Dennis Kristensen [] []

Jackknife model averaging for quantile regressions
–Xun Lu, Liangjun Su [] []

New tools for understanding the local asymptotic power of panel unit root tests
–Joakim Westerlund, Rolf Larsson [] []

Higher-order improvements of the sieve bootstrap for fractionally integrated processes
–D.S. Poskitt, Simone D. Grose, Gael M. Martin [] []

Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
–Kazuhiko Hayakawa, M. Hashem Pesaran [] []

Identification and estimation in a correlated random coefficients binary response model
–Stefan Hoderlein, Robert Sherman [] []

Generalised density forecast combinations
–G. Kapetanios, J. Mitchell, S. Price, N. Fawcett [] []

Structural-break models under mis-specification: Implications for forecasting
–Bonsoo Koo, Myung Hwan Seo [] []

Two-step estimation of network-formation models with incomplete information
–Michael P. Leung [] []

Specification and structural break tests for additive models with applications to realized variance data
–M.R. Fengler, E. Mammen, M. Vogt [] []

Estimation of heterogeneous autoregressive parameters with short panel data
–Sophocles Mavroeidis, Yuya Sasaki, Ivo Welch [] []

Heterogeneity and selection in dynamic panel data
–Yuya Sasaki [] []

Extremum estimation and numerical derivatives
–Han Hong, Aprajit Mahajan, Denis Nekipelov [] []

Maximum likelihood estimation of a spatial autoregressive Tobit model
–Xingbai Xu, Lung-fei Lee [] []

Quantile cointegration in the autoregressive distributed-lag modeling framework
–Jin Seo Cho, Tae-hwan Kim, Yongcheol Shin [] []

Semiparametric single-index panel data models with cross-sectional dependence
–Chaohua Dong, Jiti Gao, Bin Peng [] []

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