TOC: J Econometrics
Introduction
Journal of Econometrics, 180(1)
Property taxes and home prices: A tale of two cities
–ChongEn Bai, Qi Li, Min Ouyang [] []
A score-test on measurement errors in rating transition times
–Sebastian Voß, Rafael Weißbach [] []
Detecting big structural breaks in large factor models
–Liang Chen, Juan J. Dolado, Jesús Gonzalo [] []
Beta-product dependent Pitman–Yor processes for Bayesian inference
–Federico Bassetti, Roberto Casarin, Fabrizio Leisen [] []
Maximum likelihood estimation of partially observed diffusion models
–Tore Selland Kleppe, Jun Yu, Hans J. Skaug [] []
Variance trading and market price of variance risk
–Oleg Bondarenko [] []
Adaptive dynamic Nelson–Siegel term structure model with applications
–Ying Chen, Linlin Niu [] []