ISSN 0735-0015 (Print); ISSN 1537-2707 (Online)
Publisher: Taylor and Francis Ltd
Cross-Correlation Matrices for Tests of Independence and Causality Between Two Multivariate Time Series pp. 459-473(15) Authors: Robbins, Michael W.; Fisher, Thomas J.
Identification and Inference With Many Invalid Instruments pp. 474-484(11) Authors: Kolesár, Michal; Chetty, Raj; Friedman, John; Glaeser, Edward; Imbens, Guido W.
Estimating Conditional Average Treatment Effects pp. 485-505(21) Authors: Abrevaya, Jason; Hsu, Yu-Chin; Lieli, Robert P.
A Covariate Selection Criterion for Estimation of Treatment Effects pp. 506-522(17) Author: Lu, Xun
Bounds on Treatment Effects in the Presence of Sample Selection and Noncompliance: The Wage Effects of Job Corps pp. 523-540(18) Authors: Chen, Xuan; Flores, Carlos A.
Adaptive Modeling Procedure Selection by Data Perturbation pp. 541-551(11) Authors: Zhang, Yongli; Shen, Xiaotong
A New Pearson-Type QMLE for Conditionally Heteroscedastic Models pp. 552-565(14) Authors: Zhu, Ke; Li, Wai Keung
Bayesian Inference in Regime-Switching ARMA Models With Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Regime Shifts pp. 566-578(13) Authors: Kim, Chang-Jin; Kim, Jaeho
Estimating the Parameters of Stochastic Volatility Models Using Option Price Data pp. 579-594(16) Authors: Hurn, A. S.; Lindsay, K. A.; McClelland, A. J.
Simulation-Based Density Estimation for Time Series Using Covariate Data pp. 595-606(12) Authors: Liao, Yin; Stachurski, John
Editorial Collaborators pp. 607-609(3)
Editorial Board EOV pp. 610-610(1)
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