“...In Abadie and Imbens (2006), it was shown that simple nearest-neighbor matching estimators include a conditional bias term that converges to zero at a rate...”

“...We construct a framework for measuring economic activity at high frequency, potentially in real time. We use a variety of stock and flow data observed at mixed...”

“...Central banks and other forecasters are increasingly interested in various aspects of density forecasts. However, recent sharp changes in macroeconomic...”

“...We consider testing for structural changes in the trend function of a time series without any prior knowledge of whether the noise component is stationary or...”

“...Rounding is the familiar practice of reporting one value whenever a real number lies in an interval. Uncertainty about the extent of rounding is common when...”

“...We consider testing for multiple structural changes in cointegrated systems and derive the limiting distribution of the sup-Wald test under mild conditions on...”

“...This paper proposes a test statistic for the null hypothesis that a given time series is a stationary long-memory process against the alternative hypothesis...”

“...There has been interest in the possibility of confusing long memory and structural changes in level, and studies showed that when a short-memory process is...”

“...We propose a new nonparametric conditional cumulative distribution function kernel estimator that admits a mix of discrete and categorical data along with an...”