FirstView articles
ARTICLES
A NONPARAMETRIC TEST FOR INSTANTANEOUS CAUSALITY WITH TIME-VARYING VARIANCES
-
- Published online by Cambridge University Press:
- 21 February 2025, pp. 1-29
-
- Article
- Export citation
MISCELLANEA
PARAMETERS ON THE BOUNDARY IN PREDICTIVE REGRESSION
-
- Published online by Cambridge University Press:
- 21 February 2025, pp. 1-31
-
- Article
- Export citation
ARTICLES
TESTING FOR COEFFICIENT RANDOMNESS IN LOCAL-TO-UNITY AUTOREGRESSIONS
-
- Published online by Cambridge University Press:
- 18 February 2025, pp. 1-27
-
- Article
- Export citation
LEAST TRIMMED SQUARES: NUISANCE PARAMETER FREE ASYMPTOTICS
-
- Published online by Cambridge University Press:
- 17 February 2025, pp. 1-39
-
- Article
-
- You have access
- Open access
- Export citation
REGRESSION DISCONTINUITY DESIGN WITH POTENTIALLY MANY COVARIATES
-
- Published online by Cambridge University Press:
- 14 February 2025, pp. 1-36
-
- Article
- Export citation
ET INTERVIEW
THE ET INTERVIEW: PROFESSOR JOEL L. HOROWITZ
-
- Published online by Cambridge University Press:
- 13 February 2025, pp. 1-48
-
- Article
- Export citation
ARTICLES
LEARNING MARKOV PROCESSES WITH LATENT VARIABLES
-
- Published online by Cambridge University Press:
- 13 February 2025, pp. 1-13
-
- Article
- Export citation
OPTIMAL MODEL AVERAGING FOR JOINT VALUE-AT-RISK AND EXPECTED SHORTFALL REGRESSION
-
- Published online by Cambridge University Press:
- 12 February 2025, pp. 1-34
-
- Article
- Export citation
CHRONOLOGICALLY TRIMMED LS FOR NONLINEAR PREDICTIVE REGRESSIONS WITH PERSISTENCE OF UNKNOWN FORM
-
- Published online by Cambridge University Press:
- 07 February 2025, pp. 1-39
-
- Article
- Export citation
FROM MODEL SELECTION TO MODEL AVERAGING: A COMPARISON FOR NESTED LINEAR MODELS
-
- Published online by Cambridge University Press:
- 07 January 2025, pp. 1-33
-
- Article
- Export citation
FASTER UNIFORM CONVERGENCE RATES FOR DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS
-
- Published online by Cambridge University Press:
- 27 December 2024, pp. 1-33
-
- Article
-
- You have access
- Open access
- Export citation
THEORY OF LOW FREQUENCY CONTAMINATION FROM NONSTATIONARITY AND MISSPECIFICATION: CONSEQUENCES FOR HAR INFERENCE
-
- Published online by Cambridge University Press:
- 27 December 2024, pp. 1-42
-
- Article
-
- You have access
- Export citation
NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF A GENERALIZED ADDITIVE MODEL WITH A FLEXIBLE ADDITIVE STRUCTURE AND UNKNOWN LINK
-
- Published online by Cambridge University Press:
- 04 December 2024, pp. 1-27
-
- Article
-
- You have access
- Export citation
A GENERAL LIMIT THEORY FOR NONLINEAR FUNCTIONALS OF NONSTATIONARY TIME SERIES
-
- Published online by Cambridge University Press:
- 25 November 2024, pp. 1-58
-
- Article
-
- You have access
- Open access
- Export citation
THE SPECTRAL APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS
-
- Published online by Cambridge University Press:
- 12 November 2024, pp. 1-57
-
- Article
-
- You have access
- Open access
- Export citation
LARGE GLOBAL VOLATILITY MATRIX ANALYSIS BASED ON OBSERVATION STRUCTURAL INFORMATION
-
- Published online by Cambridge University Press:
- 08 November 2024, pp. 1-16
-
- Article
-
- You have access
- Export citation
FUNCTIONAL INSTRUMENTAL VARIABLE REGRESSION WITH AN APPLICATION TO ESTIMATING THE IMPACT OF IMMIGRATION ON NATIVE WAGES
-
- Published online by Cambridge University Press:
- 07 November 2024, pp. 1-36
-
- Article
-
- You have access
- Open access
- Export citation
ET INTERVIEW
THE ET INTERVIEW: BENEDIKT M. PÖTSCHER
-
- Published online by Cambridge University Press:
- 18 September 2024, pp. 1-40
-
- Article
-
- You have access
- Export citation
ARTICLES
INFERENCE IN MILDLY EXPLOSIVE AUTOREGRESSIONS UNDER UNCONDITIONAL HETEROSKEDASTICITY
-
- Published online by Cambridge University Press:
- 18 September 2024, pp. 1-36
-
- Article
-
- You have access
- Export citation
EFFICIENCY IN ESTIMATION UNDER MONOTONIC ATTRITION
-
- Published online by Cambridge University Press:
- 16 September 2024, pp. 1-34
-
- Article
-
- You have access
- Export citation