TOC: J Econometrics
Introduction
Journal of Econometrics, 152(2)
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: : journals |
Relevant ARCategory: |
Nonparametric and robust methods in econometrics
–Luiz Renato Lima, Marcelo Moreira, Jack Porter, Zhijie Xiao [] []
Functional-coefficient cointegration models
–Zhijie Xiao [] []
Finite sample inference for quantile regression models
–Victor Chernozhukov, Christian Hansen, Michael Jansson [] []
Inference on endogenously censored regression models using conditional moment inequalities?
–Shakeeb Khan, Elie Tamer [] []
Parametric links for binary choice models: A FisherianÄBayesian colloquy
–Roger Koenker, Jungmo Yoon [] []
Tests with correct size when instruments can be arbitrarily weak
–Marcelo J. Moreira [] []
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative?
–Joel L. Horowitz, Sokbae Lee [] []
A panel data approach to economic forecasting: The bias-corrected average forecast
–João Victor Issler, Luiz Renato Lima [] []
Unit root quantile autoregression testing using covariates
–Antonio F. Galvao Jr. [] []
Quantiles, expectiles and splines
–Giuliano De Rossi, Andrew Harvey [] []
A test of non-identifying restrictions and confidence regions for partially identified parameters?
–Alfred Galichon, Marc Henry [] []