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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