Bayesian neural networks for macroeconomic analysis

2024-9-1

Tuning-parameter-free propensity score matching approach for causal inference under shape restriction

2024-8-1

Inequality and the zero lower bound

2024-8-1

Threshold spatial autoregressive model

2024-8-1

An unbounded intensity model for point processes

2024-8-1

A method of moments approach to asymptotically unbiased Synthetic Controls

2024-8-1

Measuring diagnostic test performance using imperfect reference tests: A partial identification approach

2024-8-1

Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation

2024-8-1

Fixed-<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si420.svg" display="inline" id="d1e5003"><mml:mi>b</mml:mi></mml:math> asymptotics for panel models with two-way clustering

2024-8-1

Testing for sparse idiosyncratic components in factor-augmented regression models

2024-8-1

Policy evaluation with multiple instrumental variables

2024-7-1

Introduction to the annals issue in honor of James J Heckman

2024-7-1

On superlevel sets of conditional densities and multivariate quantile regression

2024-7-1

Editorial Board

2024-7-1

Realized drift

2024-7-1

High dimensional regression coefficient test with high frequency data

2024-7-1

Reprint of: Profiling the plight of disconnected youth in America

2024-7-1

Testing heterogeneous treatment effect with quantile regression under covariate-adaptive randomization

2024-7-1

Robust realized integrated beta estimator with application to dynamic analysis of integrated beta

2024-7-1

Specification tests for non-Gaussian structural vector autoregressions

2024-7-1

Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis

2024-7-1

Scenario-based quantile connectedness of the U.S. interbank liquidity risk network

2024-6-1

Editorial Board

2024-6-1

Quantile control via random forest

2024-6-1

On LASSO for high dimensional predictive regression

2024-6-1

Nonparametric identification and estimation of stochastic block models from many small networks

2024-6-1

Semiparametrically optimal cointegration test

2024-6-1

Sequential quantile regression for stream data by least squares

2024-6-1

Identification and estimation of dynamic structural models with unobserved choices

2024-6-1

A Correlated Random Coefficient panel model with time-varying endogeneity

2024-6-1

Change-point analysis of time series with evolutionary spectra

2024-6-1

The chained difference-in-differences

2024-6-1

Some fixed-<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si454.svg" display="inline" id="d1e4211"><mml:mi>b</mml:mi></mml:math> results for regressions with high frequency data over long spans

2024-6-1

Bridging the Covid-19 data and the epidemiological model using the time-varying parameter SIRD model

2024-5-1

Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables

2024-5-1

On the performance of the Neyman Allocation with small pilots

2024-5-1

Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment

2024-5-1

Reprint of: Robust inference on correlation under general heterogeneity

2024-5-1

Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk

2024-5-1

Reprint of: The likelihood ratio test for structural changes in factor models

2024-5-1

Regularizing stock return covariance matrices via multiple testing of correlations

2024-5-1

Better the devil you know: Improved forecasts from imperfect models

2024-5-1

Modeling long cycles

2024-5-1

2SLS with multiple treatments

2024-5-1

Functional quantile autoregression

2024-5-1

Particle MCMC and the correlated particle hybrid sampler for state space models

2024-5-1

Editorial Board

2024-5-1

Prewhitened long-run variance estimation robust to nonstationarity

2024-5-1

Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors

2024-5-1

A simple specification test for models with many conditional moment inequalities

2024-5-1