TOC: J Econometrics
Introduction
Journal of Econometrics, 160(2)
 : : : TOC
: : journals |
Relevant ARCategory: |
The Hausman test and weak instruments
–Jinyong Hahn, John C. Ham, Hyungsik Roger Moon [] []
Robust tests for heteroskedasticity in the one-way error components model
–Gabriel Montes-Rojas, Walter Sosa-Escudero [] []
Multivariate contemporaneous-threshold autoregressive models
–Michael J. Dueker, Zacharias Psaradakis, Martin Sola, Fabio Spagnolo [] []
Panels with non-stationary multifactor error structures
–G. Kapetanios, M. Hashem Pesaran, T. Yamagata [] []
Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
–Min Seong Kim, Yixiao Sun [] []