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Sequentially testing polynomial model hypotheses using power transforms of re...
We provide a methodology for testing a polynomial model hypothesis by generalizing the approach and results of Baek, Cho, and Phillips (Journal of Econometrics, 2015, 187,... -
Difference-in-differences when the treatment status is observed in only one p...
This paper considers the difference-in-differences (DID) method when the data come from repeated cross-sections and the treatment status is observed either before or after the... -
A sequential Monte Carlo approach to inference in multiple‐equation Markov‐sw...
Vector autoregressions with Markov-switching parameters (MS-VARs) offer substantial gains in data fit over VARs with constant parameters. However, Bayesian inference for MS-VARs...
