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Optimal Smoothing Parameter Selection in Single-Index Model Derivative Estimation

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Semiparametric Estimation and Model Selection for Conditional Mixture Copula Models

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A Multi-Stage Market Game that Implements any Walrasian Allocation in any Pure-Exchange Environment

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A Regime Shift Model with Nonparametric Switching Mechanism

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A new approach to test predictability in quantile regression with persistent predictors

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Does E-Commerce Crowd Out Consumer Spending at Brick-and-Mortar Stores?

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A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations

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The Impact of Options Introduction on the Underlying Stock: Evidence from Chinese Stock Markets

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