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Nonparametric estimation of first-price auctions with risk-averse bidders
Federico Zincenko

Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
Kim Christensen, Ulrich Hounyo, Mark Podolskij

Robust and efficient estimation for the treatment effect in causal inference and missing data problems
Huazhen Lin, Fanyin Zhou, Qiuxia Wang, Ling Zhou, Jing Qin

Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Christian Francq, Jean-Michel Zakoïan

Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
Grant Hillier, Federico Martellosio

Unified image-estimation of fixed-effects spatial dynamic models with short panels
Zhenlin Yang

Bounds on treatment effects on transitions
Johan Vikström, Geert Ridder, Martin Weidner

Stochastic tail index model for high frequency financial data with Bayesian analysis
Guangyu Mao, Zhengjun Zhang

A consistent bootstrap procedure for the maximum score estimator
Rohit Kumar Patra, Emilio Seijo, Bodhisattva Sen

Inference on the tail process with application to financial time series modeling
Richard A. Davis, Holger Drees, Johan Segers, Michal Warchol

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