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TOC: J Econometrics

Introduction

Journal of Econometrics, 174(2)

Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Seungmoon Choi [] []

Low-frequency robust cointegration testing
Ulrich K. Müller, Mark W. Watson [] []

Model averaging by jackknife criterion in models with dependent data
Xinyu Zhang, Alan T.K. Wan, Guohua Zou [] []

Inference on an extended Roy model, with an application to schooling decisions in France
Xavier D’Haultfœuille, Arnaud Maurel [] []

Limit theory for panel data models with cross sectional dependence and sequential exogeneity
Guido M. Kuersteiner, Ingmar R. Prucha [] []

Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
Matias D. Cattaneo, Max H. Farrell [] []

Are there common values in first-price auctions? A tail-index nonparametric test
Jonathan B. Hill, Artyom Shneyerov [] []

Robust firm pricing with panel data
Benjamin R. Handel, Kanishka Misra, James W. Roberts [] []

Identification of first-price auctions with non-separable unobserved heterogeneity
Yingyao Hu, David McAdams, Matthew Shum [] []


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