Extensions to IVX Methods of Inference for Return Predictability
Matei Demetrescu, Iliyan Georgiev, Paulo M. M. Rodrigues, A M Robert Taylor
vol. 237, 2023, p. .

Tail Index Estimation in the Presence of Covariates: Stock Returns' Tail Risk Dynamics
João Nicolau, Paulo M. M. Rodrigues, Marian Z. Stoykov
vol. 235, 2023, p. 2266-2284.

The Persistence of Wages
Anabela Carneiro, Pedro Portugal, Pedro Raposo, Paulo M. M. Rodrigues
vol. 233, 2023, p. 596-611.

Transformed Regression-Based Long-Horizon Predictability Tests
Matei Demetrescu, Paulo M. M. Rodrigues, A M Robert Taylor
vol. 237, 2023, p. .

Union Membership Density and Wages: The Role of Worker, Firm, and Job-Title Heterogeneity
John Addison, Pedro Portugal, Hugo Vilares
vol. 233, 2023, p. 612-632.

Residual-Augmented IVX Predictive Regression
Matei Demetrescu, Paulo M. M. Rodrigues
vol. 227, 2022, p. 429-460.

Testing for Episodic Predictability in Stock Returns
Matei Demetrescu, Iliyan Georgiev, Paulo M. M. Rodrigues, A M Robert Taylor
vol. 227, 2022, p. 85-113.

Bootstrapping Factor Models with Cross Sectional Dependence
Silvia Goncalves, Benoit Perron
vol. 218, 2020, p. 476-495.

Quantiles via Moments
José Machado, João Santos Silva
vol. 213, 2019, p. 145-173.

Bootstrapping the GMM Overidentification Test under First-Order Underidentification
Prosper Dovonon, Silvia Goncalves
vol. 201, 2017, p. 43-71.

Tests of Additional Conditional Moment Restrictions
Paulo Parente, Richard J. Smith
vol. 200, 2017, p. 1-16.

Tests of Equal Accuracy for Nested Models with Estimated Factors
Silvia Goncalves, Michael W. McCracken, Benoit Perron
vol. 198, 2017, p. 231-252.

Bootstrapping Factor-Augmented Regression Models
Silvia Goncalves, Benoit Perron
vol. 182, 2014, p. 156-173.

Bootstrapping Realized Multivariate Volatility Measures
Silvia Goncalves, Nour Meddahi, Prosper Dovonon
vol. 172, 2013, p. 49-65.

Modelling Volatility by Variance Decomposition
Cristina Amado, Timo Teräsvirta
vol. 175, 2013, p. 142-153.

GEL Statistics under Weak Identification
Joaquim Ramalho, Patrik Guggenberger, Richard J. Smith
vol. 170, 2012, p. 331-349.

Regression towards the Mode
João Santos Silva, Gordon C. R. Kemp
vol. 170, 2012, p. 92-101.

Box-Cox Transforms for Realized Volatility
Silvia Goncalves, Nour Meddahi
vol. 160, 2011, p. 129-144.

Fourth Order Pseudo Maximum Likelihood Methods
Alberto Holly, Alain Monfort, Michael Rockinger
vol. 162, 2011, p. 278-293.

Model-Based Asymptotic Inference on the Effect of Infrequent Large Shocks on Cointegrated Variables
Iliyan Georgiev
vol. 158, 2010, p. 37-50.

Estimating Distributions of Potential Outcomes Using Local Instrumental Variables with an Application to Changes in College Enrollment and Wage Inequality
Pedro Carneiro, Sokbae Lee
vol. 149, 2009, p. 191-208.

Local Rank Tests in a Multivariate Nonparametric Relationship
Natércia Fortuna
vol. 142, 2008, p. 162-182.

The Multi-state Latent Factor Intensity Model for Credit Rating Transitions
Jan Koopman, André Lucas, André Monteiro
vol. 142, 2008, p. 399-424.

Efficient Tests of the Seasonal Unit Root Hypothesis
Paulo M. M. Rodrigues, A M Robert Taylor
vol. 141, 2007, p. 548-573.

Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers
José Tomé Ferreira, Mark Steel
vol. 137, 2007, p. 641-673.

Testing the Markov Property with High Frequency Data
João Amaro de Matos, Marcelo Fernandes
vol. 141, 2007, p. 44-64.

Predicting Volatility: Getting the Most Out of Return Data Sampled at Different Frequencies
Eric Ghysels, Pedro Santa Clara, Rossen Valkanov
vol. 131, 2006, p. 59-95.

A Consistent Estimator for the Binomial Distribution in the Presence of "Incidental Parameters": An Application to Patent Data
Matilde Machado
vol. 119, 2004, p. 73-98.

Alternative Estimators and Unit Root Tests for Seasonal Autoregressive Processes
Paulo M. M. Rodrigues, A M Robert Taylor
vol. 120, 2004, p. 35-73.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
Silvia Goncalves, Lutz Kilian
vol. 123, 2004, p. 89-120.

Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
Silvia Goncalves, Halbert White
vol. 119, 2004, p. 199-219.

Duration Response Measurement Error
Andrew Chesher, Montezuma Dumangane, Richard Smith
vol. 111, 2002, p. 169-194.

Generalized Empirical Likelihood Non-nested Tests
Joaquim Ramalho, Richard Smith
vol. 107, 2002, p. 99-125.

Regression Models for Choice-Based Samples with Misclassification in the Response Variable
Esmeralda Arranhado
vol. 106, 2002, p. 171-201.

Two-Part Multiple Spell Models for Health Care Demand
João Santos Silva, Frank Windmeijer
vol. 104, 2001, p. 67-89.

Glejser's Test Revisited
José Machado, João Santos Silva
vol. 97, 2000, p. 189-202.

GMM Inference When the Number of Moment Conditions Is Large
Roger Koenker, José Machado
vol. 93, 1999, p. 327-344.

The Detection and Estimation of Long Memory in Stochastic Volatility
Jay Breidt, Nuno Crato, Pedro Lima
vol. 83, 1998, p. 325-348.

On the Robustness of Nonlinearity Tests to Moment Condition Failure
Pedro Lima
vol. 76, 1997, p. 251-280.

Labour Supply and Intertemporal Substitution
Richard Blundell, Costas Meghir, Pedro Neves
vol. 59, 1993, p. 137-160.