TOC: J Econometrics
Introduction
Journal of Econometrics, 149(1)
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Announcement of the establishment of the Amemiya lecture series
–Cheng Hsiao [] []
Testing the assumptions behind importance sampling
–Siem Jan Koopman, Neil Shephard, Drew Creal [] []
Consistent noisy independent component analysis
–Stéphane Bonhomme, Jean-Marc Robin [] []
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope?
–Dukpa Kim, Pierre Perron [] []
Bootstrap validity for the score test when instruments may be weak
–Marcelo J. Moreira, Jack R. Porter, Gustavo A. Suarez [] []
Parameter estimation and bias correction for diffusion processes
–Cheng Yong Tang, Song Xi Chen [] []
Panel cointegration with global stochastic trends?
–Jushan Bai, Chihwa Kao, Serena Ng [] []