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TOC: J Econometrics

Introduction

Journal of Econometrics, 179(2)

Bayesian inference for nonlinear structural time series models
Jamie Hall, Michael K. Pitt, Robert Kohn [] []

Bounding quantile demand functions using revealed preference inequalities
Richard Blundell, Dennis Kristensen, Rosa Matzkin [] []

A fast resample method for parametric and semiparametric models
Timothy B. Armstrong, Marinho Bertanha, Han Hong [] []

A nonlinear panel data model of cross-sectional dependence
George Kapetanios, James Mitchell, Yongcheol Shin [] []

Hermite polynomial based expansion of European option prices
Dacheng Xiu [] []