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Terkko 2005-2021
Shrinkage Estimation of Factor Models With Global and Group-Specific Factors
Journal of business and economic statistics
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Disentangling Sources of High Frequency Market Microstructure Noise
Journal of business and economic statistics
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Multi-Horizon Forecast Comparison
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Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure
Journal of business and economic statistics
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GMM Estimation of Non-Gaussian Structural Vector Autoregression
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Sequential Text-Term Selection in Vector Space Models
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Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
Journal of business and economic statistics
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Spatial Modeling Approach for Dynamic Network Formation and Interactions
Journal of business and economic statistics
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Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data
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Testing for Changes in Forecasting Performance
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Dealing With Endogeneity in Threshold Models Using Copulas
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Regression Analysis with Individual-Specific Patterns of Missing Covariates
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Improved Nonparametric Bootstrap Tests of Lorenz Dominance
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Measurement Error Without the Proxy Exclusion Restriction
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From Local to Global: External Validity in a Fertility Natural Experiment
Journal of business and economic statistics
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Exploring Encouragement, Treatment, and Spillover Effects Using Principal Stratification, With Application to a Field Experiment on Teens’ Museum Attendance
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A Dynamic Model of Vaccine Compliance: How Fake News Undermined the Danish HPV Vaccine Program
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Causal Interpretations of Black-Box Models
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Empirical Likelihood Ratio Tests of Conditional Moment Restrictions With Unknown Functions
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Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels
Journal of business and economic statistics
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Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models
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Statistical Inference on Panel Data Models: A Kernel Ridge Regression Method
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Smoothing Quantile Regressions
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Multivalued Treatments and Decomposition Analysis: An Application to the WIA Program
Journal of business and economic statistics
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Dynamic Discrete Mixtures for High-Frequency Prices
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Network-Based Clustering for Varying Coefficient Panel Data Models
Journal of business and economic statistics
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Sequential Scaled Sparse Factor Regression
Journal of business and economic statistics
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A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations
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Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices
Journal of business and economic statistics
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Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes
Journal of business and economic statistics
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Nonparametric Copula Estimation for Mixed Insurance Claim Data
Journal of business and economic statistics
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Homogeneity and Structure Identification in Semiparametric Factor Models
Journal of business and economic statistics
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Can GDP Measurement Be Further Improved? Data Revision and Reconciliation
Journal of business and economic statistics
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Functional Linear Regression: Dependence and Error Contamination
Journal of business and economic statistics
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A Projective Approach to Conditional Independence Test for Dependent Processes
Journal of business and economic statistics
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Direct and Indirect Effects based on Changes-in-Changes
Journal of business and economic statistics
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Modeling Tail Index With Autoregressive Conditional Pareto Model
Journal of business and economic statistics
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Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions
Journal of business and economic statistics
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Identification of Structural Vector Autoregressions by Stochastic Volatility
Journal of business and economic statistics
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Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors
Journal of business and economic statistics
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Substitution Bias in Multilateral Methods for CPI Construction
Journal of business and economic statistics
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Prediction in Locally Stationary Time Series
Journal of business and economic statistics
74 days
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On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models
Journal of business and economic statistics
74 days
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Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model
Journal of business and economic statistics
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Large-Dimensional Factor Analysis Without Moment Constraints
Journal of business and economic statistics
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Estimation of Conditional Average Treatment Effects With High-Dimensional Data
Journal of business and economic statistics
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Counterfactual Analysis and Inference With Nonstationary Data
Journal of business and economic statistics
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Counterfactual Treatment Effects: Estimation and Inference
Journal of business and economic statistics
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Latent Dirichlet Analysis of Categorical Survey Responses
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Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation
Journal of business and economic statistics
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