| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A functional estimation approach to the first-price auction models
|
Enache, Andreea
|
|
|
235 |
2 |
p. 1564-1588
|
artikel
|
| 2 |
A GMM approach to estimate the roughness of stochastic volatility
|
Bolko, Anine E.
|
|
|
235 |
2 |
p. 745-778
|
artikel
|
| 3 |
Approximate factor models with weaker loadings
|
Bai, Jushan
|
|
|
235 |
2 |
p. 1893-1916
|
artikel
|
| 4 |
Asymptotic F test in regressions with observations collected at high frequency over long span
|
Pellatt, Daniel F.
|
|
|
235 |
2 |
p. 1281-1309
|
artikel
|
| 5 |
Binary response models for heterogeneous panel data with interactive fixed effects
|
Gao, Jiti
|
|
|
235 |
2 |
p. 1654-1679
|
artikel
|
| 6 |
Bootstrap specification tests for dynamic conditional distribution models
|
Perera, Indeewara
|
|
|
235 |
2 |
p. 949-971
|
artikel
|
| 7 |
Community network auto-regression for high-dimensional time series
|
Chen, Elynn Y.
|
|
|
235 |
2 |
p. 1239-1256
|
artikel
|
| 8 |
Comparing stochastic volatility specifications for large Bayesian VARs
|
Chan, Joshua C.C.
|
|
|
235 |
2 |
p. 1419-1446
|
artikel
|
| 9 |
Debiased machine learning of set-identified linear models
|
Semenova, Vira
|
|
|
235 |
2 |
p. 1725-1746
|
artikel
|
| 10 |
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
|
Fiorentini, Gabriele
|
|
|
235 |
2 |
p. 643-665
|
artikel
|
| 11 |
Distinguishing incentive from selection effects in auction-determined contracts
|
Lamy, Laurent
|
|
|
235 |
2 |
p. 1172-1202
|
artikel
|
| 12 |
Distribution-invariant differential privacy
|
Bi, Xuan
|
|
|
235 |
2 |
p. 444-453
|
artikel
|
| 13 |
Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model
|
Pettenuzzo, Davide
|
|
|
235 |
2 |
p. 1522-1541
|
artikel
|
| 14 |
Editorial Board
|
|
|
|
235 |
2 |
p. ii
|
artikel
|
| 15 |
Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators
|
Chen, Jiafeng
|
|
|
235 |
2 |
p. 1848-1875
|
artikel
|
| 16 |
Efficient peer effects estimators with group effects
|
Kuersteiner, Guido M.
|
|
|
235 |
2 |
p. 2155-2194
|
artikel
|
| 17 |
Estimation and identification of latent group structures in panel data
|
Mehrabani, Ali
|
|
|
235 |
2 |
p. 1464-1482
|
artikel
|
| 18 |
Estimation and inference in factor copula models with exogenous covariates
|
Mayer, Alexander
|
|
|
235 |
2 |
p. 1500-1521
|
artikel
|
| 19 |
ETF Basket-Adjusted Covariance estimation
|
Boudt, Kris
|
|
|
235 |
2 |
p. 1144-1171
|
artikel
|
| 20 |
GARCH density and functional forecasts
|
Abadir, Karim M.
|
|
|
235 |
2 |
p. 470-483
|
artikel
|
| 21 |
Global robust Bayesian analysis in large models
|
Ho, Paul
|
|
|
235 |
2 |
p. 608-642
|
artikel
|
| 22 |
Identification and inference of network formation games with misclassified links
|
Candelaria, Luis E.
|
|
|
235 |
2 |
p. 862-891
|
artikel
|
| 23 |
Identifying causal effects in experiments with spillovers and non-compliance
|
DiTraglia, Francis J.
|
|
|
235 |
2 |
p. 1589-1624
|
artikel
|
| 24 |
Identifying latent group structures in spatial dynamic panels
|
Su, Liangjun
|
|
|
235 |
2 |
p. 1955-1980
|
artikel
|
| 25 |
Indirect inference estimation of dynamic panel data models
|
Bao, Yong
|
|
|
235 |
2 |
p. 1027-1053
|
artikel
|
| 26 |
Inference on individual treatment effects in nonseparable triangular models
|
Ma, Jun
|
|
|
235 |
2 |
p. 2096-2124
|
artikel
|
| 27 |
Instrument strength in IV estimation and inference: A guide to theory and practice
|
Keane, Michael
|
|
|
235 |
2 |
p. 1625-1653
|
artikel
|
| 28 |
Intraday cross-sectional distributions of systematic risk
|
Andersen, Torben G.
|
|
|
235 |
2 |
p. 1394-1418
|
artikel
|
| 29 |
IV methods for Tobit models
|
Chesher, Andrew
|
|
|
235 |
2 |
p. 1700-1724
|
artikel
|
| 30 |
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
|
Chao, John C.
|
|
|
235 |
2 |
p. 1747-1769
|
artikel
|
| 31 |
Joint inference based on Stein-type averaging estimators in the linear regression model
|
Boot, Tom
|
|
|
235 |
2 |
p. 1542-1563
|
artikel
|
| 32 |
Large volatility matrix analysis using global and national factor models
|
Choi, Sung Hoon
|
|
|
235 |
2 |
p. 1917-1933
|
artikel
|
| 33 |
Lasso inference for high-dimensional time series
|
Adamek, Robert
|
|
|
235 |
2 |
p. 1114-1143
|
artikel
|
| 34 |
Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models
|
Arias, Jonas E.
|
|
|
235 |
2 |
p. 1054-1086
|
artikel
|
| 35 |
Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model
|
Yu, Tao
|
|
|
235 |
2 |
p. 454-469
|
artikel
|
| 36 |
Model averaging for asymptotically optimal combined forecasts
|
Chen, Yi-Ting
|
|
|
235 |
2 |
p. 592-607
|
artikel
|
| 37 |
News-implied linkages and local dependency in the equity market
|
Ge, Shuyi
|
|
|
235 |
2 |
p. 779-815
|
artikel
|
| 38 |
Nonparametric identification and estimation of the extended Roy model
|
Lee, Ji Hyung
|
|
|
235 |
2 |
p. 1087-1113
|
artikel
|
| 39 |
Nonparametric identification and estimation with discrete instruments and regressors
|
Loh, Isaac
|
|
|
235 |
2 |
p. 1257-1279
|
artikel
|
| 40 |
One-way or two-way factor model for matrix sequences?
|
He, Yong
|
|
|
235 |
2 |
p. 1981-2004
|
artikel
|
| 41 |
Parametric estimation of long memory in factor models
|
Ergemen, Yunus Emre
|
|
|
235 |
2 |
p. 1483-1499
|
artikel
|
| 42 |
Partial identification and inference in moment models with incomplete data
|
Fan, Yanqin
|
|
|
235 |
2 |
p. 418-443
|
artikel
|
| 43 |
Partial identification in nonseparable binary response models with endogenous regressors
|
Gu, Jiaying
|
|
|
235 |
2 |
p. 528-562
|
artikel
|
| 44 |
Peer effects and endogenous social interactions
|
Jochmans, Koen
|
|
|
235 |
2 |
p. 1203-1214
|
artikel
|
| 45 |
Penalized time-varying model averaging
|
Sun, Yuying
|
|
|
235 |
2 |
p. 1355-1377
|
artikel
|
| 46 |
Prices, profits, proxies, and production
|
Aguiar, Victor H.
|
|
|
235 |
2 |
p. 666-693
|
artikel
|
| 47 |
Profile GMM estimation of panel data models with interactive fixed effects
|
Hong, Shengjie
|
|
|
235 |
2 |
p. 927-948
|
artikel
|
| 48 |
Refining set-identification in VARs through independence
|
Drautzburg, Thorsten
|
|
|
235 |
2 |
p. 1827-1847
|
artikel
|
| 49 |
Reproducibility and transparency versus privacy and confidentiality: Reflections from a data editor
|
Vilhuber, Lars
|
|
|
235 |
2 |
p. 2285-2294
|
artikel
|
| 50 |
Robust inference in first-price auctions: Overbidding as an identifying restriction
|
Grundl, Serafin
|
|
|
235 |
2 |
p. 484-506
|
artikel
|
| 51 |
Robust inference with stochastic local unit root regressors in predictive regressions
|
Liu, Yanbo
|
|
|
235 |
2 |
p. 563-591
|
artikel
|
| 52 |
Semi-nonparametric estimation of random coefficients logit model for aggregate demand
|
Lu, Zhentong
|
|
|
235 |
2 |
p. 2245-2265
|
artikel
|
| 53 |
Semiparametric partially linear varying coefficient modal regression
|
Ullah, Aman
|
|
|
235 |
2 |
p. 1001-1026
|
artikel
|
| 54 |
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models
|
Caner, Mehmet
|
|
|
235 |
2 |
p. 393-417
|
artikel
|
| 55 |
Shrinkage estimation of multiple threshold factor models
|
Ma, Chenchen
|
|
|
235 |
2 |
p. 1876-1892
|
artikel
|
| 56 |
Sieve BLP: A semi-nonparametric model of demand for differentiated products
|
Wang, Ao
|
|
|
235 |
2 |
p. 325-351
|
artikel
|
| 57 |
Social threshold regression
|
Konstantinidi, Antri
|
|
|
235 |
2 |
p. 2057-2081
|
artikel
|
| 58 |
Sparse quantile regression
|
Chen, Le-Yu
|
|
|
235 |
2 |
p. 2195-2217
|
artikel
|
| 59 |
Spatial autoregressions with an extended parameter space and similarity-based weights
|
Rossi, Francesca
|
|
|
235 |
2 |
p. 1770-1798
|
artikel
|
| 60 |
Specification tests for time-varying coefficient models
|
Fu, Zhonghao
|
|
|
235 |
2 |
p. 720-744
|
artikel
|
| 61 |
Stochastic properties of nonlinear locally-nonstationary filters
|
Blasques, Francisco
|
|
|
235 |
2 |
p. 2082-2095
|
artikel
|
| 62 |
Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics
|
Nicolau, João
|
|
|
235 |
2 |
p. 2266-2284
|
artikel
|
| 63 |
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
|
Chen, Song Xi
|
|
|
235 |
2 |
p. 1337-1354
|
artikel
|
| 64 |
Testing for the appropriate level of clustering in linear regression models
|
MacKinnon, James G.
|
|
|
235 |
2 |
p. 2027-2056
|
artikel
|
| 65 |
Testing for time stochastic dominance
|
Lee, Kyungho
|
|
|
235 |
2 |
p. 352-371
|
artikel
|
| 66 |
Testing stochastic dominance with many conditioning variables
|
Linton, Oliver
|
|
|
235 |
2 |
p. 507-527
|
artikel
|
| 67 |
Testing the martingale difference hypothesis in high dimension
|
Chang, Jinyuan
|
|
|
235 |
2 |
p. 972-1000
|
artikel
|
| 68 |
The distribution of rolling regression estimators
|
Cai, Zongwu
|
|
|
235 |
2 |
p. 1447-1463
|
artikel
|
| 69 |
Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models
|
Casini, Alessandro
|
|
|
235 |
2 |
p. 372-392
|
artikel
|
| 70 |
The role of score and information bias in panel data likelihoods
|
Schumann, Martin
|
|
|
235 |
2 |
p. 1215-1238
|
artikel
|
| 71 |
The spread of COVID-19 in London: Network effects and optimal lockdowns
|
Julliard, Christian
|
|
|
235 |
2 |
p. 2125-2154
|
artikel
|
| 72 |
Threshold regression with nonparametric sample splitting
|
Lee, Yoonseok
|
|
|
235 |
2 |
p. 816-842
|
artikel
|
| 73 |
Time-varying unobserved heterogeneity in earnings shocks
|
Botosaru, Irene
|
|
|
235 |
2 |
p. 1378-1393
|
artikel
|
| 74 |
Two-step estimation of censored quantile regression for duration models with time-varying regressors
|
Chen, Songnian
|
|
|
235 |
2 |
p. 1310-1336
|
artikel
|
| 75 |
Uniform and L p convergences for nonparametric continuous time regressions with semiparametric applications
|
Bu, Ruijun
|
|
|
235 |
2 |
p. 1934-1954
|
artikel
|
| 76 |
Uniform inference for value functions
|
Firpo, Sergio
|
|
|
235 |
2 |
p. 1680-1699
|
artikel
|
| 77 |
Uniform inference in linear panel data models with two-dimensional heterogeneity
|
Lu, Xun
|
|
|
235 |
2 |
p. 694-719
|
artikel
|
| 78 |
Using large samples in econometrics
|
MacKinnon, James G.
|
|
|
235 |
2 |
p. 922-926
|
artikel
|
| 79 |
Using monotonicity restrictions to identify models with partially latent covariates
|
Bang, Minji
|
|
|
235 |
2 |
p. 892-921
|
artikel
|
| 80 |
Variance–covariance from a metropolis chain on a curved, singular manifold
|
Gallant, A. Ronald
|
|
|
235 |
2 |
p. 843-861
|
artikel
|
| 81 |
Wald, QLR, and score tests when parameters are subject to linear inequality constraints
|
Fan, Yanqin
|
|
|
235 |
2 |
p. 2005-2026
|
artikel
|
| 82 |
What’s trending in difference-in-differences? A synthesis of the recent econometrics literature
|
Roth, Jonathan
|
|
|
235 |
2 |
p. 2218-2244
|
artikel
|
| 83 |
Wild bootstrap inference for penalized quantile regression for longitudinal data
|
Lamarche, Carlos
|
|
|
235 |
2 |
p. 1799-1826
|
artikel
|
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