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INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs

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Predictive functional linear models with diverging number of semiparametric single-index interactions
—Yanghui Liu, Yehua Li, Raymond J. Carroll, Naisyin Wang []

Global temperatures and greenhouse gases: A common features approach
—Li Chen, Jiti Gao, Farshid Vahid []

Nonparametric jump variation measures from options
—Viktor Todorov []

Markov switching panel with endogenous synchronization effects
—Komla M. Agudze, Monica Billio, Roberto Casarin, Francesco Ravazzolo []

Sampling properties of the Bayesian posterior mean with an application to WALS estimation
—Giuseppe De Luca, Jan R. Magnus, Franco Peracchi []

Inference on covariance-mean regression
—Tao Zou, Wei Lan, Runze Li, Chih-Ling Tsai []

Fast and accurate variational inference for models with many latent variables
—Rubén Loaiza-Maya, Michael Stanley Smith, David J. Nott, Peter J. Danaher []

Estimation and inference about tail features with tail censored data
—Yulong Wang, Zhijie Xiao []

Estimation of varying coefficient models with measurement error
—Hao Dong, Taisuke Otsu, Luke Taylor []

Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
—Dongxiao Han, Jian Huang, Yuanyuan Lin, Guohao Shen []

GMM quantile regression
—Sergio Firpo, Antonio F. Galvao, Cristine Pinto, Alexandre Poirier, Graciela Sanroman []

Nonparametric inference for quantile cointegrations with stationary covariates
—Yundong Tu, Han-Ying Liang, Qiying Wang []

Testing for the presence of jump components in jump diffusion models
—Bin Wang, Xu Zheng []

Local mispricing and microstructural noise: A parametric perspective
—Torben G. Andersen, Ilya Archakov, Gökhan Cebiroglu, Nikolaus Hautsch []

How should parameter estimation be tailored to the objective?
—Peter Reinhard Hansen, Elena-Ivona Dumitrescu []