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Time-Varying Risk Premium in Large Cross-Sectional Equity Data Set

Econometrica (2016)

Scaillet Olivier, Gagliardini Patrick, and Ossola Elisa

Nonparametric Instrumental Variables Estimation of Structural Quantile Effects

Econometrica (2012)

Scaillet Olivier and Gagliardini Patrick

Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach

Econometrica (2002)

Ait-Sahalia Yacine

Tests of Conditional Predictive Ability

Econometrica (2006)

White Halbert and Giacomini Raffaella

Determining the Number of Factors in Approximate Factor Models

Econometrica (2002)

Bai Jushan and Ng Serena

Maximum Likelihood Methods for Models of Markets in Disequilibrium

Econometrica (1974)

Maddala Gangadharrao and Nelson Forrest