TOC: J Econometrics
Introduction
Journal of Econometrics, 144(1)
 : : : TOC
: : journals |
Relevant ARCategory: |
An analysis of Hansen–Scheinkman moment estimators for discretely and randomly sampled diffusions
–Yacine Ait-Sahalia and Per A. Mykland [] []
Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution
–Yingyao Hu [] []
Likelihood approximation by numerical integration on sparse grids
–Florian Heiss and Viktor Winschel [] []
Partial identification of probability distributions with misclassified data
–Francesca Molinari [] []
Weak identification robust tests in an instrumental quantile model
–Sung Jae Jun [] []
A non-parametric independence test using permutation entropy
–Mariano Matilla-García and Manuel Ruiz Marín [] []
Learning and the value of information: Evidence from health plan report cards
–Michael Chernew, Gautam Gowrisankaran and Dennis P. Scanlon [] []
Mixtures of t-distributions for finance and forecasting
–Raffaella Giacomini, Andreas Gottschling, Christian Haefke and Halbert White [] []
Local polynomial estimation of nonparametric simultaneous equations models
–Liangjun Su and Aman Ullah [] []
More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
–Kyung So Im and Peter Schmidt [] []
Risk, jumps, and diversification
–Tim Bollerslev, Tzuo Hann Law and George Tauchen [] []
Nonparametric estimation and testing of fixed effects panel data models
–Daniel J. Henderson, Raymond J. Carroll and Qi Li [] []
A semi-parametric Bayesian approach to the instrumental variable problem
–Timothy G. Conley, Christian B. Hansen, Robert E. McCulloch and Peter E. Rossi [] []
Chain indices of the cost-of-living and the path-dependence problem: An empirical solution
–Nicholas Oulton [] []