TOC: J Econometrics
Introduction
Journal of Econometrics, 200(1)
Tests of additional conditional moment restrictions
Paulo M.D.C. Parente, Richard J. Smith
Bonferroni-based size-correction for nonstandard testing problems
Adam McCloskey
Adaptive estimation of continuous-time regression models using high-frequency data
Jia Li, Viktor Todorov, George Tauchen
Injectivity of a class of integral operators with compactly supported kernels
Yingyao Hu, Susanne M. Schennach, Ji-Liang Shiu
Inferences in panel data with interactive effects using large covariance matrices
Jushan Bai, Yuan Liao
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Richard Y. Chen, Per A. Mykland
Specification testing for nonlinear multivariate cointegrating regressions
Chaohua Dong, Jiti Gao, Dag Tjøstheim, Jiying Yin
Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation
Christian Gourieroux, Joann Jasiak
New goodness-of-fit diagnostics for conditional discrete response models
Igor Kheifets, Carlos Velasco