Empirical likelihood for high frequency data von Camponovo, Lorenzo, Matsushita, Yukitoshi, Otsu, Taisuke

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RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD von Camponovo, Lorenzo, Matsushita, Yukitoshi, Otsu, Taisuke

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Bootstrap inference for penalized GMM estimators with oracle properties von Camponovo, Lorenzo

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On Bartlett correctability of empirical likelihood in generalized power divergence family von Camponovo, Lorenzo, Otsu, Taisuke

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Extended Oracle Properties of Adaptive Lasso Estimators von Camponovo, Lorenzo

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Wild multiplicative bootstrap for M and GMM estimators in time series von Audrino, Francesco, Camponovo, Lorenzo, Roth, Constantin

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Testing the Lag Structure of Assets’ Realized Volatility Dynamics von Audrino, Francesco, Camponovo, Lorenzo, Roth, Constantin

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DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS von Camponovo, Lorenzo

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Oracle Properties, Bias Correction, and Bootstrap Inference for Adaptive Lasso for Time Series M‐Estimators von Audrino, Francesco, Camponovo, Lorenzo

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The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators von Bodory, Hugo, Camponovo, Lorenzo, Huber, Martin, Lechner, Michael

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Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators von Camponovo, Lorenzo

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Nonparametric bootstrap for propensity score matching estimators von Bodory, Hugo, Camponovo, Lorenzo, Huber, Martin, Lechner, Michael

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Predictability hidden by Anomalous Observations in Financial Data von Camponovo, Lorenzo, Scaillet, Olivier, Trojani, Fabio

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Robustness of Bootstrap in Instrumental Variable Regression von Camponovo, Lorenzo, Otsu, Taisuke

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Robust heart rate variability analysis by generalized entropy minimization von La Vecchia, Davide, Camponovo, Lorenzo, Ferrari, Davide

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Robust subsampling von Camponovo, Lorenzo, Scaillet, Olivier, Trojani, Fabio

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Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy von Camponovo, Lorenzo, Scaillet, Olivier, Trojani, Fabio

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Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy von Camponovo, Lorenzo, Scaillet, Olivier, Trojani, Fabio

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Robustness of bootstrap in instrumental variable regression von Camponovo, Lorenzo, Otsu, Taisuke

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Breakdown point theory for implied probability bootstrap von Camponovo, Lorenzo, Otsu, Taisuke

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