TOC: J Econometrics
Introduction
Journal of Econometrics, 190(1)
Series estimation under cross-sectional dependence
–Jungyoon Lee, Peter M. Robinson [] []
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
–Jonathan B. Hill, Artem Prokhorov [] []
Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
–Marc Hallin, Ramon van den Akker, Bas J.M. Werker [] []
Adverse selection, moral hazard and the demand for Medigap insurance
–Michael Keane, Olena Stavrunova [] []
Methods for measuring expectations and uncertainty in Markov-switching models
–Francesco Bianchi [] []
Testing for monotonicity under endogeneity: An application to the reservation wage function
–Daniel Gutknecht [] []
Efficient shrinkage in parametric models
–Bruce E. Hansen [] []
Particle efficient importance sampling
–Marcel Scharth, Robert Kohn [] []
Shrinkage estimation of dynamic panel data models with interactive fixed effects
–Xun Lu, Liangjun Su [] []
A tale of two option markets: Pricing kernels and volatility risk
–Zhaogang Song, Dacheng Xiu [] []
