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Zequn Jin, Min Xu, and Yahong Zhou provide a nonparametric identification and estimation of heterogeneous partial effects in a general setting with endogeneity and selection. tandfonline.com/doi/full/10.10…

Carlo A. Favero and Rubén Fernández-Fuertes demonstrate that data-congruent specification helps improve forecasts of US short-term rates. See this article. tandfonline.com/doi/full/10.10…

Lung-Fei Lee, Yanli Lin, and Yang Yang propose a novel estimator for the SARAR model that delivers both efficiency and computational speed. Check out this article! tandfonline.com/doi/full/10.10…

Hsin-Yi Lin, Yu-Hsiang Hsiao, and Yu-Min Yen introduce state-dependent local projections to forecast the dynamic effects of political regime transitions. Check out this article. tandfonline.com/doi/full/10.10…

Difang Huang (Difang Huang), Jiti Gao, and Tatsushi Oka propose a new semiparametric method to estimate average treatment effects under observational unconfoundedness, alleviating misspecification issues of the propensity score. Check out this article. tandfonline.com/doi/full/10.10…

This article by Lina Zhang, David T. Frazier (David T. Frazier), D.S. Poskitt, and Xueyan Zhao synthesizes existing results on the complex role of instrumental variables in identifying the average treatment effect and provides new insights. tandfonline.com/doi/full/10.10…

This article by Alain Hecq and Daniel Velásquez-Gaviria proposes a novel method for identifying and estimating mixed causal-noncausal autoregressive models using the third-order spectral density cumulant. tandfonline.com/doi/full/10.10…

Foued Saâdaoui formalizes multiresolution statistical causality tests for the analysis of multidimensional financial time series. tandfonline.com/doi/full/10.10…

Arkadiusz Szydłowski leverages the U-statistics literature to establish the root-N asymptotic normality of kernel density estimators for dyadic data. tandfonline.com/doi/full/10.10…

Zhan Gao (Zhan Gao) and Hyungsik Roger Moon (Hyungsik Roger Moon) propose a robust estimation method for regression models in the presence of endogenous outliers. Check out this article. tandfonline.com/doi/full/10.10…

He, Shirvani, Shao, Rachev, and Fabozzi offer valuable insights into the dynamics of financial markets, providing tools for developing trading strategies and managing systemic risk. tandfonline.com/doi/full/10.10…

Shiyuan Chen, Xiaojun Song, and Jihai Yu develop a novel estimator for partially linear additive spatial autoregressive models and its specification test. tandfonline.com/doi/full/10.10…

Xiaohui Liu, Yuzi Liu, Wei Long, and Peiwen Xiao propose a novel test for the predictability of stock returns that accommodates a broader range of persistence types. Check out this article. tandfonline.com/doi/full/10.10…

Badi H. Baltagi, Qu Feng, and Wei Wang generalize Bai and Perron (1998) to nonstationary panels and show that both the break points and slopes are consistently estimable. Check out this article. tandfonline.com/doi/full/10.10…

Lixiong Yang, Luyao Ren, and Yihang Ye develop a novel sparse group LASSO estimator for high-dimensional mixed-data sampling models with a covariate-dependent threshold. tandfonline.com/doi/full/10.10…

Charles M. Beach and Russell Davidson present distribution-free, easy-to-compute formulas for standard errors of quantile means and quantile shares. Check it out. tandfonline.com/doi/full/10.10…

Lukáš Malec develops a dynamic structural equation model estimated directly on raw macro data. Using analytical scores & a modified Newton method, he applies the framework to EU tourism data with CPI & trade shocks. tandfonline.com/doi/full/10.10…

Ming-Yu Deng, Yue Fu, Levent Kutlu & Mingxi Wang develop new goodness-of-fit tests for inefficiency in spatial autoregressive stochastic frontier models using characteristic functions. tandfonline.com/doi/full/10.10…