J Econometrics
Introduction
Journal of Econometrics, 223(1)
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
Indirect inference for locally stationary models
—David T. Frazier, Bonsoo Koo []
Nonparametric regression with selectively missing covariates
—Christoph Breunig, Peter Haan []
Nonparametric estimation of large covariance matrices with conditional sparsity
—Hanchao Wang, Bin Peng, Degui Li, Chenlei Leng []
Integrated likelihood based inference for nonlinear panel data models with unobserved effects
—Martin Schumann, Thomas A. Severini, Gautam Tripathi []
Model selection in utility-maximizing binary prediction
—Jiun-Hua Su []
Inference without smoothing for large panels with cross-sectional and temporal dependence
—Javier Hidalgo, Marcia Schafgans []
Shrinkage for categorical regressors
—Phillip Heiler, Jana Mareckova []
Model averaging prediction for time series models with a diverging number of parameters
—Jun Liao, Guohua Zou, Yan Gao, Xinyu Zhang []
Macroeconomic uncertainty prices when beliefs are tenuous
—Lars Peter Hansen, Thomas J. Sargent []
Efficient estimation and filtering for multivariate jump–diffusions
—François Guay, Gustavo Schwenkler []