TOC: J Econometrics
Introduction
Journal of Econometrics, 179(1)
On implied volatility for options—Some reasons to smile and more to correct
–Song Xi Chen, Zheng Xu [] []
Multivariate rotated ARCH models
–Diaa Noureldin, Neil Shephard, Kevin Sheppard [] []
Nonparametric inference based on conditional moment inequalities
–Donald W.K. Andrews, Xiaoxia Shi [] []
Inference on stochastic time-varying coefficient models
–L. Giraitis, G. Kapetanios, T. Yates [] []
Testing stationarity of functional time series
–Lajos Horváth, Piotr Kokoszka, Gregory Rice [] []
Improving the performance of random coefficients demand models: The role of optimal instruments
–Mathias Reynaert, Frank Verboven [] []
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