TOC: J Econometrics
Introduction
Journal of Econometrics, 172(1)
Estimation in threshold autoregressive models with a stationary and a unit root regime
–Jiti Gao, Dag Tjøstheim, Jiying Yin [] []
Testing functional inequalities
–Sokbae Lee, Kyungchul Song, Yoon-Jae Whang [] []
Local Gaussian correlation: A new measure of dependence
–Dag Tjøstheim, Karl Ove Hufthammer [] []
Bootstrapping realized multivariate volatility measures
–Prosper Dovonon, Sílvia Gonçalves, Nour Meddahi [] []
A zero inefficiency stochastic frontier model
–Subal C. Kumbhakar, Christopher F. Parmeter, Efthymios G. Tsionas [] []
Partial maximum likelihood estimation of spatial probit models
–Honglin Wang, Emma M. Iglesias, Jeffrey M. Wooldridge [] []
Rank tests for short memory stationarity
–Matteo M. Pelagatti, Pranab K. Sen [] []
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
–A.S. Hurn, K.A. Lindsay, A.J. McClelland [] []
On bootstrapping panel factor series
–Lorenzo Trapani [] []
Jackknife estimation of stationary autoregressive models
–Marcus J. Chambers [] []
Estimation and inference in unstable nonlinear least squares models
–Otilia Boldea, Alastair R. Hall [] []
Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions
–Shakeeb Khan [] []
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