TOC: J Econometrics
Introduction
Journal of Econometrics, 207(1)
Estimation of large dimensional factor models with an unknown number of breaks
Shujie Ma, Liangjun Su
Sequential estimation of censored quantile regression models
Songnian Chen
Tests of stochastic monotonicity with improved power
Juwon Seo
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg
A robust test for network generated dependence
Xiaodong Liu, Ingmar R. Prucha
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
Cheng Hsiao, Qiankun Zhou
Uniform confidence bands in deconvolution with unknown error distribution
Kengo Kato, Yuya Sasaki
Linear double autoregression
Qianqian Zhu, Yao Zheng, Guodong Li
Testing endogeneity with high dimensional covariates
Zijian Guo, Hyunseung Kang, T. Tony Cai, Dylan S. Small
On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity
Wenjie Wang, Firmin Doko Tchatoka
Additive nonparametric models with time variable and both stationary and nonstationary regressors
Chaohua Dong, Oliver Linton
Specification tests based on MCMC output
Yong Li, Jun Yu, Tao Zeng