TOC: J Econometrics
Introduction
Journal of Econometrics, 158(2)
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Editorial introduction
–Steven Durlauf, Aris Spanos []
Testing the correlated random coefficient model?
–James J. Heckman, Daniel Schmierer, Sergio Urzua [] []
Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification
–Aris Spanos [] []
The Bierens test for certain nonstationary models?
–Ioannis Kasparis [] []
A low-dimension portmanteau test for non-linearity
–Jennifer L. Castle, David F. Hendry [] []
Regression models with mixed sampling frequencies
–Elena Andreou, Eric Ghysels, Andros Kourtellos [] []
Some identification problems in the cointegrated vector autoregressive model
–Søren Johansen [] []
Smoothing local-to-moderate unit root theory?
–Peter C.B. Phillips, Tassos Magdalinos, Liudas Giraitis [] []
Bootstrapping I(1) data?
–Peter C.B. Phillips [] []
Applications of subsampling, hybrid, and size-correction methods
–Donald W.K. Andrews, Patrik Guggenberger [] []
Understanding aggregate crime regressions
–Steven N. Durlauf, Salvador Navarro, David A. Rivers [] []