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Estimation and Inference for Varying-Coefficient Models with Nonstationary Regressors Using Penalized Splines

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A Joint Portmanteau Test for Conditional Mean and Variance Time-Series Models

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Statistical Inference for Panel Dnamic Simultaneous Equations Models

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Estimating the Conditional Single-Index Error Distribution with A Partial Linear Mean Regression

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Predictability Of Time-Varying Jump Premiums: Evidence Based On Calibration

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Cultural Border, Administrative Border, and Regional Economic Development: Evidence from Chinese Cities

Xiang Gao, Cheryl Xiaoning Long China Economic Review 20160221

Systemic Risk in An Interconnected Banking System with Endogenousasset Markets

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Testing Predictive Regression Models with Nonstationary Regressors

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Trade Liberalization and Competition Levels

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