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Advance in theoretical econometrics—Essays in honor of Takeshi Amemiya
Zongwu Cai, Yongmiao Hong, Cheng Hsiao

Inference on trending panel data
Peter M. Robinson, Carlos Velasco

A quantile correlated random coefficients panel data model
Bryan S. Graham, Jinyong Hahn, Alexandre Poirier, James L. Powell

Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model
Fei Jin, Lung-fei Lee

A frequentist approach to Bayesian asymptotics
Tingting Cheng, Jiti Gao, Peter C.B. Phillips

The numerical delta method
Han Hong, Jessie Li

Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
Brantly Callaway, Tong Li, Tatsushi Oka

Threshold autoregressive models for interval-valued time series data
Yuying Sun, Ai Han, Yongmiao Hong, Shouyang Wang

Nonparametric tests for conditional symmetry
Miguel A. Delgado, Xiaojun Song

Nonparametric regression with multiple thresholds: Estimation and inference
Yan-Yu Chiou, Mei-Yuan Chen, Jau-er Chen

Semiparametric estimation of panel data models without monotonicity or separability
Songnian Chen, Xi Wang

A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Zongwu Cai, Linna Chen, Ying Fang

Identifying latent grouped patterns in panel data models with interactive fixed effects
Liangjun Su, Gaosheng Ju

Quasi maximum likelihood analysis of high dimensional constrained factor models
Kunpeng Li, Qi Li, Lina Lu

Estimation of random coefficients logit demand models with interactive fixed effects
Hyungsik Roger Moon, Matthew Shum, Martin Weidner

Panel models with interactive effects
Cheng Hsiao

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