Andersen, Torben G.; Varneskov, Rasmus T. Consistent local spectrum inference for predictive return regressions. (English) Zbl 07636985 Econom. Theory 38, No. 6, 1253-1307 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Song, Kyungchul A decomposition analysis of diffusion over a large network. (English) Zbl 07636984 Econom. Theory 38, No. 6, 1221-1252 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bandi, Federico M.; Tamoni, Andrea Spectral financial econometrics. (English) Zbl 07636983 Econom. Theory 38, No. 6, 1175-1220 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Cattaneo, Matias D.; Jansson, Michael Average density estimators: efficiency and bootstrap consistency. (English) Zbl 07636982 Econom. Theory 38, No. 6, 1140-1174 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kasahara, Hiroyuki; Shimotsu, Katsumi Identification of regression models with a misclassified and endogenous binary regressor. (English) Zbl 07636981 Econom. Theory 38, No. 6, 1117-1139 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hillier, Grant; Kan, Raymond Properties of the inverse of a noncentral Wishart matrix. (English) Zbl 07636980 Econom. Theory 38, No. 6, 1092-1116 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Franguridi, Grigory; Moon, Hyungsik Roger A uniform bound on the operator norm of sub-Gaussian random matrices and its applications. (English) Zbl 07636979 Econom. Theory 38, No. 6, 1073-1091 (2022). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Andrews, D. W. K. (ed.); Kitamura, Y. (ed.); Kuersteiner, G. (ed.) Guest editors’ introduction. II: Special dual issue of Econometric Theory on Yale 2018 conference in honor of Peter C. B. Phillips. (English) Zbl 07636978 Econom. Theory 38, No. 6, 1069-1072 (2022). MSC: 00Bxx × Cite Format Result Cite Review PDF Full Text: DOI