TOC: J Econometrics
Introduction
Journal of Econometrics, 178(2)
Treatment effect estimation with covariate measurement error
–Erich Battistin, Andrew Chesher [] []
Estimation of finite sequential games
–Shiko Maruyama [] []
A -moment approach to monotonic boundary estimation
–Abdelaati Daouia, Stéphane Girard, Armelle Guillou [] []
Integrated modified OLS estimation and fixed- inference for cointegrating regressions
–Timothy J. Vogelsang, Martin Wagner [] []
Estimation of long-run parameters in unbalanced cointegration
–Javier Hualde [] []
Time-varying sparsity in dynamic regression models
–Maria Kalli, Jim E. Griffin [] []
Identification theory for high dimensional static and dynamic factor models
–Jushan Bai, Peng Wang [] []
Dynamic binary outcome models with maximal heterogeneity
–Martin Browning, Jesus M. Carro [] []
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