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TOC: J Econometrics

Introduction

Journal of Econometrics, 199(1)

Long memory, fractional integration, and cross-sectional aggregation
Niels Haldrup, J. Eduardo Vera Valdés

Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
Emir Malikov, Yiguo Sun

Minimum distance from independence estimation of nonseparable instrumental variables models
Alexander Torgovitsky

A unifying theory of tests of rank
Majid M. Al-Sadoon

Identification in a generalization of bivariate probit models with dummy endogenous regressors
Sukjin Han, Edward J. Vytlacil

Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
Mario Forni, Marc Hallin, Marco Lippi, Paolo Zaffaroni