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Title: Analytic and Bootstrap-after-Cross-Validation Methods for Selecting Penalty Parameters of High-Dimensional M-Estimators
Title: Sample selection without exclusion restrictions
Title: Shrinkage estimation of large covariance matrices: Keep it simple, statistician?
Title: Modelling regime switching with score-driven time series models
Title: The Spectral Approach to Linear Rational Expectations Models
Title: A (Plea) Offer You Can’t Refuse
Title: A General Test for Functional Inequalities
Title: Implied Weights of Estimators for (Conditional) (Local) Average Treatment Effects
Title: Detecting the Predictive Power of Imperfect Predictors with Slowly Varying Components
Title: Sparse High-Dimensional VAR bootstrap
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