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Efficient estimation of approximate factor models via penalized maximum likelihood
–Jushan Bai, Yuan Liao [] []

Nonparametric errors in variables models with measurement errors on both sides of the equation
–Michele De Nadai, Arthur Lewbel [] []

Long memory affine term structure models
–Adam Golinski, Paolo Zaffaroni [] []

Testing for (in)finite moments
–Lorenzo Trapani [] []

Inference in VARs with conditional heteroskedasticity of unknown form
–Ralf Brüggemann, Carsten Jentsch, Carsten Trenkler [] []

Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
–Junhui Qian, Liangjun Su [] []

Information theory for maximum likelihood estimation of diffusion models
–Hwan-sik Choi [] []

Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness
–Holger Dette, Stefan Hoderlein, Natalie Neumeyer [] []

Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers
–Szabolcs Blazsek, Alvaro Escribano [] []

Intergenerational long-term effects of preschool-structural estimates from a discrete dynamic programming model
–James J. Heckman, Lakshmi K. Raut [] []

Estimation of heterogeneous panels with structural breaks
–Badi H. Baltagi, Qu Feng, Chihwa Kao [] []

A direct approach to inference in nonparametric and semiparametric quantile models
–Yanqin Fan, Ruixuan Liu [] []

Variation-based tests for volatility misspecification
–Alex Papanicolaou, Kay Giesecke [] []

Sieve instrumental variable quantile regression estimation of functional coefficient models
–Liangjun Su, Tadao Hoshino [] []

l1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
–Marcelo C. Medeiros, Eduardo F. Mendes [] []

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