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Showing below up to 50 results in range #51 to #100.

51. A residual bootstrap for conditional value-at-risk: Label: en
52. Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions: Label: en
53. Matching points: supplementing instruments with covariates in triangular models: Label: en
54. Rank-based max-sum tests for mutual independence of high-dimensional random vectors: Label: en
55. Semi-parametric single-index predictive regression models with cointegrated regressors: Label: en
56. Maximum likelihood estimation for non-stationary location models with mixture of normal distributions: Label: en
57. Asset pricing with neural networks: significance tests: Label: en
58. Tuning parameter-free nonparametric density estimation from tabulated summary data: Label: en
59. Endogeneity in weakly separable models without monotonicity: Label: en
60. Population interference in panel experiments: Label: en
61. Identification of multi-valued treatment effects with unobserved heterogeneity: Label: en
62. Nonparametric Gini-Frisch bounds: Label: en
63. Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity: Label: en
64. Bounding program benefits when participation is misreported: Label: en
65. Causal inference of general treatment effects using neural networks with a diverging number of confounders: Label: en
66. Inference in models with partially identified control functions: Label: en
67. Detecting identification failure in moment condition models: Label: en
68. Optimal nonparametric range-based volatility estimation: Label: en
69. Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model: Label: en
70. Common volatility shocks driven by the global carbon transition: Label: en
71. Modelling circular time series: Label: en
72. The validity of bootstrap testing for threshold autoregression: Label: en
73. Sieve bootstrap inference for linear time-varying coefficient models: Label: en
74. Modelling cycles in climate series: the fractional sinusoidal waveform process: Label: en
75. Beyond RCP8.5: marginal mitigation using quasi-representative concentration pathways: Label: en
76. Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property: Label: en
77. Testing equality of several distributions in separable metric spaces: a maximum mean discrepancy based approach: Label: en
78. Testing specification of distribution in stochastic frontier analysis: Label: en
79. Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume: Label: en
80. Introduction to the themed issue on climate econometrics: Label: en
81. Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change: Label: en
82. Testing many restrictions under heteroskedasticity: Label: en
83. Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models: Label: en
84. Large stochastic volatility in mean VARs: Label: en
85. High-dimensional conditionally Gaussian state space models with missing data: Label: en
86. We modeled long memory with just one lag!: Label: en
87. Structural VAR models in the frequency domain: Label: en
88. Logical differencing in dyadic network formation models with nontransferable utilities: Label: en
89. Model averaging prediction by \(K\)-fold cross-validation: Label: en
90. The effects of training incidence and planned training duration on labor market transitions: Label: en
91. Bootstrap analysis of mutual fund performance: Label: en
92. A condition for the identification of multivariate models with binary instruments: Label: en
93. Asymptotic properties of Bayesian inference in linear regression with a structural break: Label: en
94. Time series estimation of the dynamic effects of disaster-type shocks: Label: en
95. Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic: Label: en
96. Bootstrap inference for Hawkes and general point processes: Label: en
97. A corrected Clarke test for model selection and beyond: Label: en
98. On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference: Label: en
99. A higher-order correct fast moving-average bootstrap for dependent data: Label: en
100. Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model: Label: en