This article considers the problem of inference for nested least squares averaging estimators. We study the asymptotic behavior of the Mallows model averaging estimator (MMA; Hansen, 2007) and the ...

Conditional quantile estimations are an essential ingredient in modern risk management, and many other applications, where the conditional heteroscedastic structure is usually assumed to capture the ...

Objectives This study uses nationally representative survey data from the USA to estimate the relationship between a history of heart attack or stroke with the prevalence of mental health symptoms.

The estimated real neutral rate shows a downward trend following 2008 starting from approximately 4 percent, reaching negative values during the onset of the pandemic in 2020, and since then, steadily ...