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Editors’ introduction
S. Darolles, Alain Monfort, Eric Renault

Double instrumental variable estimation of interaction models with big data
Patrick Gagliardini, Christian Gouriéroux

Bayesian estimation of state space models using moment conditions
A. Ronald Gallant, Raffaella Giacomini, Giuseppe Ragusa

Efficient two-step estimation via targeting
David T. Frazier, Eric Renault

A discrete model for bootstrap iteration
Russell Davidson

Nonparametric estimation of non-exchangeable latent-variable models
Stéphane Bonhomme, Koen Jochmans, Jean-Marc Robin

Rationalization and identification of binary games with correlated types
Nianqing Liu, Quang Vuong, Haiqing Xu

Functional linear regression with functional response
David Benatia, Marine Carrasco, Jean-Pierre Florens

Sufficient forecasting using factor models
Jianqing Fan, Lingzhou Xue, Jiawei Yao

Generalized dynamic factor models and volatilities: estimation and forecasting
Matteo Barigozzi, Marc Hallin

Real-time forecast evaluation of DSGE models with stochastic volatility
Francis X. Diebold, Frank Schorfheide, Minchul Shin

Scenario generation for long run interest rate risk assessment
Robert Engle, Guillaume Roussellet, Emil Siriwardane

Staying at zero with affine processes: An application to term structure modelling
Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne, Guillaume Roussellet

Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows
Serge Darolles, Gaëlle Le Fol, Gulten Mero

Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Yacine Aït-Sahalia, Dacheng Xiu

Inference in continuous systems with mildly explosive regressors
Ye Chen, Peter C.B. Phillips, Jun Yu

Mixed-scale jump regressions with bootstrap inference
Jia Li, Viktor Todorov, George Tauchen, Rui Chen

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