Bayesian Inference on Fully and Partially Identified Structural Vector Autoregressions

JOURNAL ARTICLE published 2023 in SSRN Electronic Journal

Authors: Jetro Anttonen | Markku Lanne | Jani Luoto

Inference for VARs Identified with Sign Restrictions

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Hyungsik Roger Moon | Frank Schorfheide | Eleonora Granziera | Mihye Lee

Bringing Game Theory to Hypothesis Testing: Establishing Finite Sample Bounds on Inference

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Karl H. Schlag

Null Hypothesis Choices are a Problem, An Excess of False Positives is Not

JOURNAL ARTICLE published 2023 in SSRN Electronic Journal

Authors: William M. Cready

Noise Nuisance and Religious Freedom: Balancing Religious Activities and Religious Freedom when Activities of Religious Houses Bring Discomfort to the Neighourhood

JOURNAL ARTICLE published 2023 in SSRN Electronic Journal

Authors: Ekhorutomwen Gabriel Ekhator

The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Charles R. Nelson | Richard Startz

Testing White Noise When Some Parameters may be Weakly Identified

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: John Dennis

Parameter Estimation and Inference with Spatial Lags and Cointegration

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jan Mutl | Leopold Sögner

New Evidence of Stock Split When Uncertain Event Window is Identified

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Arnat Leemakdej

Robust Trend Inference with Series Variance Estimator and Testing-Optimal Smoothing Parameter

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Yixiao Sun

Variational Bayes Inference in High-Dimensional Time-Varying Parameter Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Gary Koop | Dimitris Korobilis

On Inference When Using State Corporate Laws for Identification

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Holger Spamann

Uncovering a flaw of bootstrap average tests for the null hypothesis of no threshold effects

JOURNAL ARTICLE published 2024 in SSRN Electronic Journal

Authors: Kaiji Motegi | John Dennis

Inference About Predictive Ability When There are Many Predictors

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Stanislav A. Anatolyev

The Countervailing Power Hypothesis When Dominant Retailers Function as Sales Promoters

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Noriaki Matsushima

Hypothesis Testing When a Linear Regression is Estimated by Biased Estimators

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Ai Deng

Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jiahui Wang | Eric Zivot

Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jonas Arias | Juan Francisco Rubio-Ramirez | Daniel F. Waggoner

When More is Less and Less is More: The Over Choice Hypothesis

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Valter Afonso Vieira

A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Morten Ørregaard Nielsen