TOC: J Econometrics
Introduction
Journal of Econometrics, 161(2)
 : : : TOC
: : journals |
Relevant ARCategory: |
Modeling data revisions: Measurement error and dynamics of “true” values
–Jan P.A.M. Jacobs, Simon van Norden [] []
Empirical likelihood block bootstrapping
–Jason Allen, Allan W. Gregory, Katsumi Shimotsu [] []
Tighter bounds in triangular systems
–Sung Jae Jun, Joris Pinkse, Haiqing Xu [] []
Instrumental variable methods for recovering continuous linear functionals
–Andres Santos [] []
Robustness and inference in nonparametric partial frontier modeling
–Abdelaati Daouia, Irène Gijbels [] []
Nonparametric function estimation subject to monotonicity, convexity and other shape constraints
–Thomas S. Shively, Stephen G. Walker, Paul Damien [] []
Large panels with common factors and spatial correlation?
–M. Hashem Pesaran, Elisa Tosetti [] []
Extending the regression-discontinuity approach to multiple assignment variables
–John P. Papay, John B. Willett, Richard J. Murnane [] []
Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men?
–John C. Ham, Xianghong Li, Patricia B. Reagan [] []
Bias in estimating multivariate and univariate diffusions
–Xiaohu Wang, Peter C.B. Phillips, Jun Yu [] []
Testing for weak identification in possibly nonlinear models
–Atsushi Inoue, Barbara Rossi [] []
Subsampling high frequency data?
–Ilze Kalnina [] []
Data-based ranking of realised volatility estimators
–Andrew J. Patton [] []
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models?
–Valentina Corradi, Norman R. Swanson [] []
Estimation of stable distributions by indirect inference
–René Garcia, Eric Renault, David Veredas [] []