TOC: J Econometrics
Introduction
Journal of Econometrics, 180(2)
Nonparametric tests for tail monotonicity
–Betina Berghaus, Axel Bücher [] []
Generalized dynamic panel data models with random effects for cross-section and time
–G. Mesters, S.J. Koopman [] []
Pre and post break parameter inference
–Graham Elliott, Ulrich K. Müller [] []
Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter
–Joel L. Horowitz [] []
Efficient GMM estimation of spatial dynamic panel data models with fixed effects
–Lung-fei Lee, Jihai Yu [] []
Inference of bidders’ risk attitudes in ascending auctions with endogenous entry
–Hanming Fang, Xun Tang [] []
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
–Cheng Liu, Cheng Yong Tang [] []
The dynamic mixed hitting-time model for multiple transaction prices and times
–Eric Renault, Thijs van der Heijden, Bas J.M. Werker [] []
Nonparametric estimation and inference for conditional density based Granger causality measures
–Abderrahim Taamouti, Taoufik Bouezmarni, Anouar El Ghouch [] []