TOC: J Econometrics
Introduction
Journal of Econometrics, 173(1)
On loss functions and ranking forecasting performances of multivariate volatility models
–Sébastien Laurent, Jeroen V.K. Rombouts, Francesco Violante [] []
Generalized quadratic revenue functions
–Robert Chambers, Rolf Färe, Shawna Grosskopf, Michael Vardanyan [] []
Estimating DSGE models using seasonally adjusted and unadjusted data
–Hikaru Saijo [] []
Maximum likelihood estimation and uniform inference with sporadic identification failure
–Donald W.K. Andrews, Xu Cheng [] []
Semi-parametric estimation of American option prices
–Patrick Gagliardini, Diego Ronchetti [] []
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach
–Bin Chen, Zhaogang Song [] []
Chi-squared tests for evaluation and comparison of asset pricing models
–Nikolay Gospodinov, Raymond Kan, Cesare Robotti [] []
Powerful tests for structural changes in volatility
–Ke-Li Xu [] []
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