TOC: J Econometrics
Introduction
Journal of Econometrics, 166(2)
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Relevant ARCategory: |
Some properties of the LIML estimator in a dynamic panel structural equation
–Kentaro Akashi, Naoto Kunitomo [] []
A Poisson mixture model of discrete choice
–Martin Burda, Matthew Harding, Jerry Hausman [] []
The random coefficients logit model is identified
–Jeremy T. Fox, Kyoo il Kim, Stephen P. Ryan, Patrick Bajari [] []
On the jump activity index for semimartingales
–Bing-Yi Jing, Xin-Bing Kong, Zhi Liu, Per Mykland [] []
Robust forecast combinations
–Xiaoqiao Wei, Yuhong Yang [] []
Bayesian hypothesis testing in latent variable models
–Yong Li, Jun Yu [] []
A simple test for regression specification with non-nested alternatives
–Andreas Hagemann [] []
The validity of instruments revisited
–Daniel Berkowitz, Mehmet Caner, Ying Fang [] []
Simple and powerful GMM over-identification tests with accurate size
–Yixiao Sun, Min Seong Kim [] []
Local indirect least squares and average marginal effects in nonseparable structural systems
–Susanne Schennach, Halbert White, Karim Chalak [] []
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
–Timothy J. Vogelsang [] []
Semiparametric estimation of Markov decision processes with continuous state space
–Sorawoot Srisuma, Oliver Linton [] []
Probabilistic characterization of directional distances and their robust versions
–Léopold Simar, Anne Vanhems [] []