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INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs

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Stationary vine copula models for multivariate time series
—Thomas Nagler, Daniel Krüger, Aleksey Min []

Maximum likelihood estimation for score-driven models
—Francisco Blasques, Janneke van Brummelen, Siem Jan Koopman, André Lucas []

Semiparametric testing with highly persistent predictors
—Bas J.M. Werker, Bo Zhou []

Functional coefficient panel modeling with communal smoothing covariates
—Peter C.B. Phillips, Ying Wang []

Simultaneous inference for time-varying models
—Sayar Karmakar, Stefan Richter, Wei Biao Wu []

Residual-augmented IVX predictive regression
—Matei Demetrescu, Paulo M.M. Rodrigues []

The drift burst hypothesis
—Kim Christensen, Roel Oomen, Roberto Renò []

Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”
—Mark Bognanni []

Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154]
—Andrea Carriero, Joshua Chan, Todd E. Clark, Massimiliano Marcellino []

Corrigendum to “Predictability of stock returns and asset allocation under structural breaks” [J. Econometrics 164 (2011) 60–78]
—Davide Pettenuzzo, Yong Song, Allan Timmermann []