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: : : TOC : : journals

Relevant ARCategory:

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Evolution of forecast disagreement in a Bayesian learning model?
–Kajal Lahiri and Xuguang Sheng [] []

Patient enrollment in medical trials: Selection bias in a randomized experiment
–Anup Malani [] []

Testing for jumps when asset prices are observed with noise–a “swap variance” approach
–George J. Jiang and Roel C.A. Oomen [] []

Difference in difference meets generalized least squares: Higher order properties of hypotheses tests
–Jerry Hausman and Guido Kuersteiner [] []

Estimation of partial differential equations with applications in finance
–Dennis Kristensen [] []

Valid tests of whether technical inefficiency depends on firm characteristics
–Myungsup Kim and Peter Schmidt [] []

Restricted Kalman filtering revisited
–Adrian Pizzinga, Cristiano Fernandes and Sergio Contreras [] []

Inference in panel data models under attrition caused by unobservables
–Debopam Bhattacharya [] []

Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
–Hugo Kruiniger [] []

Analysis of treatment response data from eligibility designs
–Siddhartha Chib and Liana Jacobi [] []

The effect of college curriculum on earnings: An affinity identifier for non-ignorable non-response bias
–Daniel S. Hamermesh and Stephen G. Donald [] []

Semiparametric estimation of a binary response model with a change-point due to a covariate threshold?
–Sokbae Lee and Myung Hwan Seo [] []

Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
–Valentina Corradi and Emma M. Iglesias [] []

Nearly-singular design in GMM and generalized empirical likelihood estimators
–Mehmet Caner [] []

Corrigendum to: “Testing for unit roots with flow data and varying sampling frequency” (J. Econom. 119 (1) (2004) 1–18)
–Marcus J. Chambers []

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