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Model checks for nonlinear cointegrating regression
Qiying Wang, Dongsheng Wu, Ke Zhu

Subvector inference when the true parameter vector may be near or at the boundary
Philipp Ketz

Portmanteau-type tests for unit-root and cointegration
Rongmao Zhang, Ngai Hang Chan

Modeling maxima with autoregressive conditional Fréchet model
Zifeng Zhao, Zhengjun Zhang, Rong Chen

ArCo: An artificial counterfactual approach for high-dimensional panel time-series data
Carlos Carvalho, Ricardo Masini, Marcelo C. Medeiros

Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Jungbin Hwang, Yixiao Sun

Controlling the size of autocorrelation robust tests
Benedikt M. Pötscher, David Preinerstorfer

Factor models for asset returns based on transformed factors
Jialiang Li, Wenyang Zhang, Efang Kong

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