TOC: J Econometrics
Introduction
Journal of Econometrics, 198(1)
Learning can generate long memory
Guillaume Chevillon, Sophocles Mavroeidis
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Ulrich Hounyo, Rasmus T. Varneskov
A simple consistent test of conditional symmetry in symmetrically trimmed tobit models
Tao Chen, Gautam Tripathi
Evidence of randomisation bias in a large-scale social experiment: The case of ERA
Barbara Sianesi
Social interactions under incomplete information with heterogeneous expectations
Chao Yang, Lung-fei Lee
On time-varying factor models: Estimation and testing
Liangjun Su, Xia Wang
Fixed-effects dynamic spatial panel data models and impulse response analysis
Kunpeng Li
Chasing volatility: A persistent multiplicative error model with jumps
Massimiliano Caporin, Eduardo Rossi, Paolo Santucci de Magistris
Measurement errors in quantile regression models
Sergio Firpo, Antonio F. Galvao, Suyong Song
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Giuseppe Cavaliere, Morten Ørregaard Nielsen, A.M. Robert Taylor