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Permutation tests for equality of distributions of functional data (replicati...
Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. Such data are called... -
Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful f...
Induced sparsity in the factor loading matrix identifies the factor basis, while rotational identification is obtained ex post by clustering methods closely related to machine... -
Multivariate fractional integration tests allowing for conditional heterosked...
We introduce a new joint test for the order of fractional integration of a multivariate fractionally integrated vector autoregressive (FIVAR) time series based on applying the... -
Efficient minimum distance estimation of Pareto exponent from top income shar...
We propose an efficient estimation method for the income Pareto exponent when only certain top income shares are observable. Our estimator is based on the asymptotic theory of... -
Early child development and parents' labor supply (replication data)
The impact of children's early development status on parental labor market outcomes is not well established in the empirical literature. We combine an instrumental variable...
