TOC: J Econometrics
Introduction
Journal of Econometrics, 177(1)
Inference on impulse response functions in structural VAR models
–Atsushi Inoue, Lutz Kilian [] []
Binary choice models with discrete regressors: Identification and misspecification
–Tatiana Komarova [] []
GARCH models without positivity constraints: Exponential or log GARCH?
–Christian Francq, Olivier Wintenberger, Jean-Michel Zakoïan [] []
Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory
–Pascal Lavergne, Valentin Patilea [] []
Distribution theory for the studentized mean for long, short, and negative memory time series
–Tucker McElroy, Dimitris N. Politis [] []
Finite-sample exact tests for linear regressions with bounded dependent variables
–Olivier Gossner, Karl H. Schlag [] []
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
–Min Seong Kim, Yixiao Sun [] []
Dilation bootstrap
–Alfred Galichon, Marc Henry [] []
Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood
–Stephen R. Cosslett [] []
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