Published Special Issue Papers - Tenth Anniversary


Tenth Anniversary Special Issue

Editorial

Richard J Smith

Goodness-of-fit tests for functional data

Federico A. Bugni, Peter Hall, Joel L. Horowitz and George R. Neumann

Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form

Elise Coudin and Jean-Marie Dufour

Copula-based nonlinear quantile autoregression

Xiaohong Chen, Roger Koenker and Zhijie Xiao

Large-sample inference on spatial dependence

P. M. Robinson

Semiparametric cointegrating rank selection

Xu Cheng and Peter C. B. Phillips

Distribution-free specification tests for dynamic linear models

Miguel A. Delgado, Javier Hidalgo and Carlos Velasco

Efficient GMM with nearly-weak instruments (pages S135–S171)

Bertille Antoine and Eric Renault

Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities

Donald W. K. Andrews and Sukjin Han

More on monotone instrumental variables

Charles F. Manski and John V. Pepper

Two-step series estimation of sample selection models

Whitney K. Newey

A note on adapting propensity score matching and selection models to choice based samples

James J. Heckman and Petra E. Todd

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