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INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs

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Large-scale model comparison with fast model confidence sets
—Sylvain Barde []

Jump detection in high-frequency order prices
—Markus Bibinger, Nikolaus Hautsch, Alexander Ristig []

Enhancements of communication-efficient distributed statistical inference and its privacy preservation
—Miaomiao Yu, Jiaxuan Li, Yong Zhou []

Decomposing informed trading in equity options
—Felipe Asencio, Alejandro Bernales, Daniel González, Richard Holowczak, Thanos Verousis []

Quasi-Bayesian estimation and inference with control functions
—Ruixuan Liu, Zhengfei Yu []

Five lessons for applied researchers from twenty years of common correlated effects estimation
—ArtÅ«ras Juodis, Simon Reese []

Testing for peer effects without specifying the network structure
—Hyunseok Jung, Xiaodong Liu []

A jackknife bias correction for nonlinear network data models with fixed effects
—David W. Hughes []

Difference-in-Differences with compositional changes
—Pedro H.C. Sant’Anna, Qi Xu []

Functional semiparametric modeling for nonstationary and periodic time series data
—Shouxia Wang, Hua Liu, Jinhong You, Tao Huang []

Statistical inference for systemic risk-driven portfolio selection
—Tsz Chai Fung, Yinhuan Li, Liang Peng, Linyi Qian []

Bootstraps for dynamic panel threshold models
—Woosik Gong, Myung Hwan Seo []

Unobserved component models, approximate filters and dynamic adaptive mixture models
—Leopoldo Catania, Enzo D’Innocenzo, Alessandra Luati []

Decomposition and interpretation of treatment effects in settings with delayed outcomes
—Federico A. Bugni, Ivan A. Canay, Steve McBride []

Inference for time-varying factor models under local stationarity
—Weichi Wu, Zhou Zhou, Yongmiao Hong []

Quantile approach to intertemporal consumption with multiple assets
—Luciano de Castro, Antonio F. Galvao, Hirofumi Ota []

Identification of incomplete information allocation-transfer games in monotone equilibrium
—Brendan Kline []

Non-Parametric identification of stationary dynamic discrete choice models
—Adam Dearing []

Estimation and inference for CP tensor factor models
—Bin Chen, Yuefeng Han, Qiyang Yu []

Multivariate kernel regression in vector and product metric spaces
—Marcia Schafgans, Victoria Zinde-Walsh []

Empirical welfare maximization with constraints
—Liyang Sun []

Data-driven policy learning for continuous treatments
—Chunrong Ai, Yue Fang, Haitian Xie []

Robustness to missing data: breakdown point analysis
—Daniel Ober-Reynolds []

Multi-horizon test for market frictions
—Z. Merrick Li, Xiye Yang []

Exogenous consideration and extended random utility
—Roy Allen []

Uncovering mild drift in asset prices with intraday high-frequency data
—Shuping Shi, Peter C.B. Phillips []

Strategic network formation with many agents
—Konrad Menzel []

Estimation and inference for large-dimensional generalized matrix factor models
—Xinbing Kong, Tong Zhang []

Nonparametric treatment effect identification in school choice
—Jiafeng Chen []

Estimation and inference for causal functions with multi-way clustered data
—Nan Liu, Yanbo Liu, Yuya Sasaki []

A simple, robust identification approach for first-price auctions
—Serafin Grundl, Yu Zhu []

Doubly-robust inference for conditional average treatment effects with high-dimensional controls
—Adam Baybutt, Manu Navjeevan []

On generalized CCE estimation
—Xun Lu, Liangjun Su, Yinglong Ba []

Efficient estimation of structural models via sieves
—Yao Luo, Peijun Sang []

Identification in nonlinear dynamic panel models under partial stationarity
—Wayne Yuan Gao, Rui Wang []

Inference for two-stage experiments under covariate-adaptive randomization
—Jizhou Liu []

Dynamic panel data quantile regression with network-linked fixed effects
—Shiwei Huang, Yu Chen, Jie Hu, Weiping Zhang []

GLS estimation of local projections: Trading robustness for efficiency
—Ignace De Vos, Gerdie Everaert []