TOC: J Econometrics
Introduction
Journal of Econometrics, 137(2)
 : : : TOC
: : journals |
Relevant ARCategory: |
April, 2007
Gaussian semiparametric estimation of multivariate fractionally integrated processes
–Katsumi Shimotsu [] []
A robust version of the KPSS test based on indicators
–Robert M. de Jong, Christine Amsler and Peter Schmidt [] []
Granger causality and path diagrams for multivariate time series
–Michael Eichler [] []
A simple approach to the parametric estimation of potentially nonstationary diffusions?
–Federico M. Bandi and Peter C.B. Phillips [] []
Finite sample properties of maximum likelihood estimator in spatial models
–Yong Bao and Aman Ullah [] []
Decisionmetrics: A decision-based approach to econometric modelling
–Spyros Skouras [] []
Optimal statistical decisions about some alternative financial models
–Wolfgang Stummer and Igor Vajda [] []
Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
–Andrew P. Blake and George Kapetanios [] []
GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
–Lung-fei Lee [] []
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
–John Chao and Norman R. Swanson [] []
Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
–Ngai Hang Chan, Shi-Jie Deng, Liang Peng and Zhendong Xia [] []
On efficient estimation of the ordered response model
–Mark Coppejans [] []
MCMC maximum likelihood for latent state models
–Eric Jacquier, Michael Johannes and Nicholas Polson [] []
Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
–José T.A.S. Ferreira and Mark F.J. Steel [] []
Inference on inequality from household survey data
–Debopam Bhattacharya [] []
Marginal likelihood and unit roots
–Marc K. Francke and Aart F. de Vos [] []