TOC: J Econometrics
Introduction
Journal of Econometrics, 201(1)
Regression discontinuity with categorical outcomes Original Research Article
Ke-Li Xu
Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading Original Research Article
Neil Shephard, Dacheng Xiu
Bootstrapping the GMM overidentification test under first-order underidentification Original Research Article
Prosper Dovonon, Sílvia Gonçalves
Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach Original Research Article
Jeffrey S. Racine, Kevin Li
Direct instrumental nonparametric estimation of inverse regression functions Original Research Article
Jerome M. Krief
Nonparametric estimation and inference under shape restrictions Original Research Article
Joel L. Horowitz, Sokbae Lee
On high frequency estimation of the frictionless price: The use of observed liquidity variables Original Research Article
Selma Chaker
The triangular model with random coefficients Original Research Article
Stefan Hoderlein, Hajo Holzmann, Alexander Meister
Corrigendum to “Bayesian reduced rank regression in econometrics” [J. Econometrics 75 (1996) 121–146]
Sune Karlsson