ÂÜÀòÉç¹ÙÍø

Partial identification and inference in censored quantile regression
Yanqin Fan, Ruixuan Liu

Best subset binary prediction
Le-Yu Chen, Sokbae Lee

Confidence regions for entries of a large precision matrix
Jinyuan Chang, Yumou Qiu, Qiwei Yao, Tao Zou

Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
Fabian Dunker, Stefan Hoderlein, Hiroaki Kaido, Robert Sherman

Efficient asymptotic variance reduction when estimating volatility in high frequency data
Simon Clinet, Yoann Potiron

Comparing distributions by multiple testing across quantiles or CDF values
Matt Goldman, David M. Kaplan

Portfolio optimization based on stochastic dominance and empirical likelihood
Thierry Post, Selçuk Karabati, Stelios Arvanitis

Simultaneous multiple change-point and factor analysis for high-dimensional time series
Matteo Barigozzi, Haeran Cho, Piotr Fryzlewicz

A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Clifford Lam, Phoenix Feng

A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
Ke-Li Xu

---