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20152026
most citedUniform convergence rates over maximal domains in structural nonparametric cointegrating regression

1 citations · 1 across the 2 of their papers we have counts for

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econ.EM2026

Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think

James A. Duffy, Sophocles Mavroeidis

We study identification in structural vector autoregressions (SVARs) in which the endogenous variables enter nonlinearly on the left-hand side of the model, a feature we term endog…

econ.EM2023

Stationarity with Occasionally Binding Constraints

James A. Duffy, Sophocles Mavroeidis, Sam Wycherley

This paper studies a class of multivariate threshold autoregressive models, known as censored and kinked structural vector autoregressions (CKSVAR), which are notably able to accom…