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Quantile regression for duration models with time-varying regressors
Songnian Chen

Nearly weighted risk minimal unbiased estimation
Ulrich K. Müller, Yulong Wang

Model averaging based on leave-subject-out cross-validation for vector autoregressions
Jun Liao, Xianpeng Zong, Xinyu Zhang, Guohua Zou

Structured volatility matrix estimation for non-synchronized high-frequency financial data
Jianqing Fan, Donggyu Kim

New results on the identification of stochastic bargaining models
Antonio Merlo, Xun Tang

The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Chuhui Li, D.S. Poskitt, Xueyan Zhao

Bayesian estimation of dynamic asset pricing models with informative observations
Andras Fulop, Junye Li

Corrigendum to “Inference on impulse response functions in structural VAR models” [J. Econometrics 177 (2013) 1–13]
Atsushi Inoue, Lutz Kilian

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