TOC: J Econometrics
Introduction
Journal of Econometrics, 154(2)
 : : : TOC
: : journals |
Relevant ARCategory: |
On the distribution of the sample autocorrelation coefficients
–Raymond Kan, Xiaolu Wang [] []
Testing for heteroskedasticity and serial correlation in a random effects panel data model
–Badi H. Baltagi, Byoung Cheol Jung, Seuck Heun Song [] []
Activity signature functions for high-frequency data analysis?
–Viktor Todorov, George Tauchen [] []
A comparison of two model averaging techniques with an application to growth empirics
–Jan R. Magnus, Owen Powell, Patricia Pr?fer [] []
Estimating a class of triangular simultaneous equations models without exclusion restrictions?
–Roger Klein, Francis Vella [] []
Estimation of spatial autoregressive panel data models with fixed effects?
–Lung-fei Lee, Jihai Yu [] []
An improved bootstrap test of stochastic dominance
–Oliver Linton, Kyungchul Song, Yoon-Jae Whang [] []