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INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs

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Locally robust inference for non-Gaussian linear simultaneous equations models
—Adam Lee, Geert Mesters []

Likelihood approach to dynamic panel models with interactive effects
—Jushan Bai []

Cross-section bootstrap for CCE regressions
—Ignace De Vos, Ovidijus Stauskas []

Volatility of volatility and leverage effect from options
—Carsten H. Chong, Viktor Todorov []

Time-varying multivariate causal processes
—Jiti Gao, Bin Peng, Wei Biao Wu, Yayi Yan []

A computational approach to identification of treatment effects for policy evaluation
—Sukjin Han, Shenshen Yang []

Inference for low-rank completion without sample splitting with application to treatment effect estimation
—Jungjun Choi, Hyukjun Kwon, Yuan Liao []

Panel data models with time-varying latent group structures
—Yiren Wang, Peter C.B. Phillips, Liangjun Su []

Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
—Peng Shi, Zifeng Zhao []

Identification of a rational inattention discrete choice model
—Moyu Liao []

Panel quantile regression for extreme risk
—Yanxi Hou, Xuan Leng, Liang Peng, Yinggang Zhou []

Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true
—Brendan Kline []

Confidence intervals of treatment effects in panel data models with interactive fixed effects
—Xingyu Li, Yan Shen, Qiankun Zhou []

High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times
—Dachuan Chen []

The variance of regression coefficients when the population is finite
—Richard Startz, Douglas G. Steigerwald []

Non-representative sampled networks: Estimation of network structural properties by weighting
—Chih-Sheng Hsieh, Yu-Chin Hsu, Stanley I.M. Ko, Jaromír Kovářík, Trevon D. Logan []

Identifying the effects of a program offer with an application to Head Start
—Vishal Kamat []

Time-varying forecast combination for factor-augmented regressions with smooth structural changes
—Qitong Chen, Yongmiao Hong, Haiqi Li []

Bias in local projections
—Edward P. Herbst, Benjamin K. Johannsen []

Finite underidentification
—Enrique Sentana []

Nonparametric estimation for high-frequency data incorporating trading information
—Wenhao Cui, Jie Hu, Jiandong Wang []

Robust inference on correlation under general heterogeneity
—Liudas Giraitis, Yufei Li, Peter C.B. Phillips []