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INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs

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Identification, inference and risk
—Bertille Antoine, Patrick Gagliardini, René Garcia, Enrique Sentana []

Efficiency bounds for moment condition models with mixed identification strength
—Prosper Dovonon, Yves F. Atchadé, Firmin Doko Tchatoka []

Reprint of: Finite underidentification
—Enrique Sentana

Weak identification in discrete choice models
—David T. Frazier, Eric Renault, Lina Zhang, Xueyan Zhao []

Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation
—Firmin Doko Tchatoka, Jean-Marie Dufour []

Functional ecological inference
—Christian Bontemps, Jean-Pierre Florens, Nour Meddahi []

Identification robust inference for the risk premium in term structure models
—Frank Kleibergen, Lingwei Kong []

Identification-robust and simultaneous inference in multifactor asset pricing models
—Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf []

Uncovering asset market participation from household consumption and income
—Veronika Czellar, René Garcia, François Le Grand []

Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis
—Bertille Antoine, Wenqian Sun []

Regularizing stock return covariance matrices via multiple testing of correlations
—Richard Luger []

Score-type tests for normal mixtures
—Dante Amengual, Xinyue Bei, Marine Carrasco, Enrique Sentana []

The chained difference-in-differences
—Christophe Bellégo, David Benatia, Vincent Dortet-Bernadet []

Identifying the volatility risk price through the leverage effect
—Xu Cheng, Eric Renault, Paul Sangrey []

When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance
—Yacine Aït-Sahalia, Felix Matthys, Emilio Osambela, Ronnie Sircar []

Spanning latent and observable factors
—E. Andreou, P. Gagliardini, E. Ghysels, M. Rubin []

The term structure of macroeconomic risks at the effective lower bound
—Guillaume Roussellet []

Long-run risk in stationary vector autoregressive models
—Christian Gourieroux, Joann Jasiak []

Conditional spectral methods
—Federico M. Bandi, Yinan Su []