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TOC: J Econometrics

Introduction

Journal of Econometrics, 178(3)

Estimation and inference for distribution functions and quantile functions in treatment effect models
Stephen G. Donald, Yu-Chin Hsu [] []

Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
Seojeong Lee [] []

Model equivalence tests in a parametric framework
Pascal Lavergne [] []

Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
Juan Carlos Escanciano, David T. Jacho-Chávez, Arthur Lewbel [] []

Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
Fabian Dunker, Jean-Pierre Florens, Thorsten Hohage, Jan Johannes, Enno Mammen [] []

Frontier estimation in nonparametric location-scale models
Jean-Pierre Florens, Léopold Simar, Ingrid Van Keilegom [] []

Semiparametric models with single-index nuisance parameters
Kyungchul Song [] []

Testing for heteroskedasticity in fixed effects models
Ted Juhl, Walter Sosa-Escudero [] []

Specification analysis of linear quantile models
J.C. Escanciano, S.C. Goh [] []

Marginal likelihood for Markov-switching and change-point GARCH models
Luc Bauwens, Arnaud Dufays, Jeroen V.K. Rombouts [] []

Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Mark J. Jensen, John M. Maheu [] []

An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Hwan-sik Choi, Minsoo Jeong, Joon Y. Park [] []

Geometric and long run aspects of Granger causality
Majid M. Al-Sadoon [] []

Moment-based tests for individual and time effects in panel data models
Jianhong Wu, Guodong Li [] []

Longevity, life-cycle behavior and pension reform
Peter Haan, Victoria Prowse [] []

A new approach to Bayesian hypothesis testing
Yong Li, Tao Zeng, Jun Yu [] []

On empirical likelihood statistical functions
Ao Yuan, Jinfeng Xu, Gang Zheng [] []

Bayesian regression with heteroscedastic error density and parametric mean function
Justinas Pelenis [] []

Sieve inference on possibly misspecified semi-nonparametric time series models
Xiaohong Chen, Zhipeng Liao, Yixiao Sun [] []

Let’s fix it: Fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Yixiao Sun [] []

Testing multiple inequality hypotheses: A smoothed indicator approach
Le-Yu Chen, Jerzy Szroeter [] []

The delta expansion for the transition density of diffusion models
Yoon Dong Lee, Seongjoo Song, Eun-Kyung Lee [] []


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