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Kernel estimation of hazard functions when observations have dependent and common covariates
–James Lewis Wolter [] []

Inference theory for volatility functional dependencies
–Jia Li, Viktor Todorov, George Tauchen [] []

Double asymptotics for explosive continuous time models
–Xiaohu Wang, Jun Yu [] []

Statistical inference in a random coefficient panel model
–Lajos Horváth, Lorenzo Trapani [] []

Multivariate and multiple permutation tests
–EunYi Chung, Joseph P. Romano [] []

Smoothed quantile regression for panel data
–Antonio F. Galvao, Kengo Kato [] []

A discontinuity test for identification in triangular nonseparable models
–Carolina Caetano, Christoph Rothe, Nese Yildiz [] []

Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
–Xianyang Zhang [] []

S-values: Conventional context-minimal measures of the sturdiness of regression coefficients
–Edward E. Leamer [] []

Informational content of special regressors in heteroskedastic binary response models
–Songnian Chen, Shakeeb Khan, Xun Tang [] []

Testing for monotonicity in unobservables under unconfoundedness
–Stefan Hoderlein, Liangjun Su, Halbert White, Thomas Tao Yang [] []

A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous
–Shin S. Ikeda [] []

Goodness-of-fit test for specification of semiparametric copula dependence models
–Shulin Zhang, Ostap Okhrin, Qian M. Zhou, Peter X.-K. Song [] []

Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
–Liana Jacobi, Helga Wagner, Sylvia Frühwirth-Schnatter [] []

The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
–Heejoon Han, Oliver Linton, Tatsushi Oka, Yoon-Jae Whang [] []

Model averaging in semiparametric estimation of treatment effects
–Toru Kitagawa, Chris Muris [] []

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