TOC: J Econometrics
Introduction
Journal of Econometrics, 141(1)
 : : : TOC
: : journals |
Relevant ARCategory: |
Semiparametric methods in econometrics
–Marcelo Fernandes, Oliver Linton and Olivier Scaillet [] []
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
–Chunrong Ai and Xiaohong Chen [] []
Testing the Markov property with high frequency data
–João Amaro de Matos and Marcelo Fernandes [] []
Censored regression quantiles with endogenous regressors
–Richard Blundell and James L. Powell [] []
Semiparametric identification and estimation in multi-object, English auctions
–Bjarne Brendstrup and Harry J. Paarsch [] []
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
–Xiaohong Chen, Han Hong and Matthew Shum [] []
Asymptotic and bootstrap inference for inequality and poverty measures
–Russell Davidson and Emmanuel Flachaire [] []
Consistent estimator for basis selection based on a proxy of the Kullback–Leibler distance
–Ronaldo Dias and Nancy L. Garcia [] []
Root-N consistent semiparametric estimators of a dynamic panel-sample-selection model
–George-Levi Gayle and Christelle Viauroux [] []
Local multiplicative bias correction for asymmetric kernel density estimators
–M. Hagmann and O. Scaillet [] []
The quantilogram: With an application to evaluating directional predictability
–O. Linton and Yoon-Jae Whang [] []
Nonparametric frontier estimation via local linear regression
–Carlos Martins-Filho and Feng Yao [] []