TOC: J Econometrics
Introduction
Journal of Econometrics, 164(2)
 : : : TOC
: : journals |
Relevant ARCategory: |
A family of empirical likelihood functions and estimators for the binary response model
–Ron C. Mittelhammer, George Judge [] []
Model selection criteria in multivariate models with multiple structural changes
–Eiji Kurozumi, Purevdorj Tuvaandorj [] []
A new method of projection-based inference in GMM with weakly identified nuisance parameters
–Saraswata Chaudhuri, Eric Zivot [] []
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach
–Yiguo Sun, Cheng Hsiao, Qi Li [] []
Generalized spectral testing for multivariate continuous-time models
–Bin Chen, Yongmiao Hong [] []
How many consumers are rational?
–Stefan Hoderlein [] []
Estimating a common deterministic time trend break in large panels with cross sectional dependence
–Dukpa Kim [] []
Testing and detecting jumps based on a discretely observed process
–Yingying Fan, Jianqing Fan [] []
Robust trend inference with series variance estimator and testing-optimal smoothing parameter
–Yixiao Sun [] []
Realized Laplace transforms for estimation of jump diffusive volatility models
–Viktor Todorov, George Tauchen, Iaryna Grynkiv [] []
Semi-nonparametric estimation and misspecification testing of diffusion models
–Dennis Kristensen [] []