TOC: J Econometrics
Introduction
Journal of Econometrics, 165(2)
 : : : TOC
: : journals |
Relevant ARCategory: |
Inference with dependent data using cluster covariance estimators
–C. Alan Bester, Timothy G. Conley, Christian B. Hansen [] []
A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
–Anders Rygh Swensen [] []
Volatility contagion: A range-based volatility approach
–Min-Hsien Chiang, Li-Min Wang [] []
Particle filters for continuous likelihood evaluation and maximisation
–Sheheryar Malik, Michael K. Pitt [] []
Bayesian inference in a time varying cointegration model
–Gary Koop, Roberto Leon-Gonzalez, Rodney W. Strachan [] []
Bayesian inference in a sample selection model
–Martijn van Hasselt [] []
Functional data analysis for volatility
–Hans-Georg Müller, Rituparna Sen, Ulrich Stadtmüller [] []
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
–Christian Francq, Guillaume Lepage, Jean-Michel Zakoïan [] []
Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known
–Gautam Tripathi [] []
Semiparametric estimation of a bivariate Tobit model
–Songnian Chen, Xianbo Zhou [] []