TOC: J Econometrics
Introduction
Journal of Econometrics, 157(2)
 : : : TOC
: : journals |
Relevant ARCategory: |
On the asymptotic optimality of the LIML estimator with possibly many instruments
–T.W. Anderson, Naoto Kunitomo, Yukitoshi Matsushita [] []
Econometric modeling of technical change
–Hui Jin, Dale W. Jorgenson [] []
Jumps and betas: A new framework for disentangling and estimating systematic risks
–Viktor Todorov, Tim Bollerslev [] []
Robust confidence sets in the presence of weak instruments
–Anna Mikusheva [] []
On Bahadur efficiency of empirical likelihood
–Taisuke Otsu [] []
Nonparametric estimation for a class of Lévy processes
–Song X. Chen, Aurore Delaigle, Peter Hall [] []
Efficient estimation in dynamic conditional quantile models
–Ivana Komunjer, Quang Vuong [] []
Estimating fixed-effect panel stochastic frontier models by model transformation
–Hung-Jen Wang, Chia-Wen Ho [] []
A generalized asymmetric Student-tt distribution with application to financial econometrics
–Dongming Zhu, John W. Galbraith [] []
Bayesian semiparametric stochastic volatility modeling
–Mark J. Jensen, John M. Maheu [] []
Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
–Denis Bolduc, Lynda Khalaf, Clément Yélou [] []
Estimating first-price auctions with an unknown number of bidders: A misclassification approach
–Yonghong An, Yingyao Hu, Matthew Shum [] []
Robust methods for detecting multiple level breaks in autocorrelated time series
–David I. Harvey, Stephen J. Leybourne, A.M. Robert Taylor [] []
The LIML estimator has finite moments!
–T.W. Anderson [] []
Nonparametric least squares estimation in derivative families
–Peter Hall, Adonis Yatchew [] []
Estimating panel data models in the presence of endogeneity and selection
–Anastasia Semykina, Jeffrey M. Wooldridge [] []
Bayesian non-parametric signal extraction for Gaussian time series
–Christian Macaro [] []
Robust penalized quantile regression estimation for panel data
–Carlos Lamarche [] []
Semiparametric estimation of a simultaneous game with incomplete information
–Andres Aradillas-Lopez [] []
Structural measurement errors in nonseparable models
–Stefan Hoderlein, Joachim Winter [] []
Non-negativity conditions for the hyperbolic GARCH model
–Christian Conrad [] []
Testing for unobserved heterogeneity in exponential and Weibull duration models
–Jin Seo Cho, Halbert White [] []
Intelligible factors for the yield curve
–Yvan Lengwiler, Carlos Lenz [] []
Semiparametric inference in multivariate fractionally cointegrated systems
–J. Hualde, P.M. Robinson [] []