Published Special Issue Papers 2014

Advances in Robust and Flexible Inference in Econometrics

A Special Issue celebrating the work and contributions of Joel L. Horowitz

Editorial Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz (pages Si-Sii)

  • Authors: Xiaohong Chen, Sokbae Lee, Oliver Linton and Elie Tamer.

An instrumental variable random‐coefficients model for binary outcomes (pages S1-S19)

  • Authors: Andrew Chesher and Adam M. Rosen

Backfitting and smooth backfitting in varying coefficient quantile regression (pages S20-S38)

  • Authors: Young K. Lee, Enno Mammen and Byeong U. Park

Confidence sets based on inverting Anderson–Rubin tests (pages S39-S58)

  • Authors: Russell Davidson and James G. MacKinnon

Testing for the stochastic dominance efficiency of a given portfolio (pages S59-S74)

  • Authors: Oliver Linton, Thierry Post and Yoon‐Jae Whang

Posterior inference in curved exponential families under increasing dimensions (pages S75-S100)

  • Authors: Alexandre Belloni and Victor Chernozhukov

Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series (pages S101-S131)

  • Authors: Song Song, Wolfgang K. Härdle and Ya'acov Ritov

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