TOC: J Econometrics
Introduction
Journal of Econometrics, 148(2)
 : : : TOC
: : journals |
Relevant ARCategory: |
Functional-coefficient models for nonstationary time series data?
–Zongwu Cai, Qi Li, Joon Y. Park [] []
Simulation based selection of competing structural econometric models?
–Tong Li [] []
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
–Steve Lawford, Michalis P. Stamatogiannis [] []
Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
–Viktor Todorov [] []
A test of cross section dependence for a linear dynamic panel model with regressors?
–Vasilis Sarafidis, Takashi Yamagata, Donald Robertson [] []
Predictable returns and asset allocation: Should a skeptical investor time the market??
–Jessica A. Wachter, Missaka Warusawitharana [] []
Thirty-five years of journal of econometrics
–Takeshi Amemiya [] []
A nonparametric test for equality of distributions with mixed categorical and continuous data
–Qi Li, Esfandiar Maasoumi, Jeffrey S. Racine [] []