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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