TOC: J Econometrics
Introduction
Journal of Econometrics, 194(1)
Modeling covariance breakdowns in multivariate GARCH
–Xin Jin, John M. Maheu [] []
Multiscale adaptive inference on conditional moment inequalities
–Timothy B. Armstrong, Hock Peng Chan [] []
Local composite quantile regression smoothing for Harris recurrent Markov processes
–Degui Li, Runze Li [] []
Identification of panel data models with endogenous censoring
–Shakeeb Khan, Maria Ponomareva, Elie Tamer [] []
White noise testing and model diagnostic checking for functional time series
–Xianyang Zhang [] []
A simple test for moment inequality models with an application to English auctions
–Andrés Aradillas-López, Amit Gandhi, Daniel Quint [] []
Estimating dynamic equilibrium models using mixed frequency macro and financial data
–Bent Jesper Christensen, Olaf Posch, Michel van der Wel [] []
The large-sample distribution of the maximum Sharpe ratio with and without short sales
–Ross Maller, Steven Roberts, Rabee Tourky [] []
A nonparametric test of a strong leverage hypothesis
–Oliver Linton, Yoon-Jae Whang, Yu-Min Yen [] []
Consistent model specification tests based on k-nearest-neighbor estimation method
–Hongjun Li, Qi Li, Ruixuan Liu [] []
