TOC: J Econometrics
Introduction
Journal of Econometrics, 143(2)
 : : : TOC
: : journals |
Relevant ARCategory: |
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility?
–Gongmeng Chen, Yoon K. Choi and Yong Zhou [] []
Estimation of Markov regime-switching regression models with endogenous switching
–Chang-Jin Kim, Jeremy Piger and Richard Startz [] []
Birth-spacing, fertility and neonatal mortality in India: Dynamics, frailty, and fecundity?
–Sonia Bhalotra and Arthur van Soest [] []
Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
–Anastasios Panagiotelis and Michael Smith [] []
A smooth nonparametric conditional quantile frontier estimator
–Carlos Martins-Filho and Feng Yao [] []
Bayesian analysis of the ordered probit model with endogenous selection
–Murat K. Munkin and Pravin K. Trivedi [] []
Long-run risk-return trade-offs
–Federico M. Bandi and Beno?ˆt Perron [] []
Examining bias in estimators of linear rational expectations models under misspecification
–Eric Jondeau and Hervé Le Bihan [] []