A Unified Framework for Dynamic Treatment Effect Estimation in Interactive Fixed Effect Models Author(s) Nicholas Brown Kyle Butts Read more about A Unified Framework for Dynamic Treatment Effect Estimation in Interactive Fixed Effect Models
Using Large Samples in Econometrics Author(s) James G. MacKinnon Read more about Using Large Samples in Econometrics
Adaptive Inference In Heteroskedastic Fractional Time Series Models Author(s) Giuseppe Cavaliere Morten Ø. Nielsen A.M. Robert Taylor Read more about Adaptive Inference In Heteroskedastic Fractional Time Series Models
Instrument-free Identification And Estimation Of Differentiated Products Models Author(s) David Byrne Masayuki Hirukawa Susumu Imai Vasilis Sarafidis Read more about Instrument-free Identification And Estimation Of Differentiated Products Models
Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form Author(s) Giuseppe Cavaliere Morten Ø. Nielsen A.M. Robert Taylor Read more about Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence Author(s) Allan Gregory Jean-Francois Lamarche Gregor W. Smith Read more about Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence
Sequential Estimation Of Structural Models With A Fixed Point Constraint Author(s) Hiroyuki Kasahara Katsumi Shimotsu Read more about Sequential Estimation Of Structural Models With A Fixed Point Constraint
Nonparametric Identification And Estimation Of Multivariate Mixtures Author(s) Hiroyuki Kasahara Katsumi Shimotsu Read more about Nonparametric Identification And Estimation Of Multivariate Mixtures
Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test Author(s) Yu Ren Katsumi Shimotsu Read more about Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks Author(s) Katsumi Shimotsu Read more about Simple (but Effective) Tests Of Long Memory Versus Structural Breaks