ET INTERVIEW
THE ET INTERVIEW: PROFESSOR CHARLES MANSKI
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- 08 May 2018, pp. 233-294
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COMBINING ESTIMATES OF CONDITIONAL TREATMENT EFFECTS
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- 06 November 2018, pp. 1089-1110
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ET INTERVIEW
THE ET INTERVIEW: PROFESSOR MAX KING
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- 08 May 2018, pp. 1-36
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THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS
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- 22 August 2018, pp. 465-509
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INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS
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- 19 October 2018, pp. 901-942
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ET INTERVIEW
THE ET INTERVIEW: PROFESSOR HASHEM PESARAN
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- 27 November 2018, pp. 685-728
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STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL
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- 22 November 2018, pp. 943-977
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TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
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- 18 September 2018, pp. 729-776
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QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES
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- 01 February 2018, pp. 37-72
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CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS
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- 22 May 2018, pp. 510-546
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SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT
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- 26 December 2018, pp. 1111-1145
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UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS
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- 24 May 2018, pp. 295-359
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COMPUTING LIMITING LOCAL POWERS AND POWER ENVELOPES OF PANEL MA UNIT ROOT TESTS AND STATIONARITY TESTS
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- 18 September 2018, pp. 978-1011
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ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY
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- 07 May 2018, pp. 73-110
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A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA
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- 25 April 2018, pp. 360-416
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DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
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- 10 September 2018, pp. 777-815
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TESTING GENERALIZED REGRESSION MONOTONICITY
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- 18 December 2018, pp. 1146-1200
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A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN
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- 20 July 2018, pp. 547-600
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ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES
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- 03 May 2018, pp. 417-463
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TESTING GARCH-X TYPE MODELS
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- 18 October 2018, pp. 1012-1047
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