J Econometrics
Introduction
Journal of Econometrics, 228(1)
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
Annals Issue: In Honor of Ron Gallant
New directions in nonlinear structural estimation: Bayes and Frequentist
—George Tauchen []
High-dimensional linear models with many endogenous variables
—Alexandre Belloni, Christian Hansen, Whitney Newey []
Nonparametric Bayes subject to overidentified moment conditions
—A. Ronald Gallant []
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
—Chunrong Ai, Oliver Linton, Zheng Zhang []
Bayesian estimation of long-run risk models using sequential Monte Carlo
—Andras Fulop, Jeremy Heng, Junye Li, Hening Liu []
Constrained estimation using penalization and MCMC
—A. Ronald Gallant, Han Hong, Michael P. Leung, Jessie Li []
Robust Bayesian inference in proxy SVARs
—Raffaella Giacomini, Toru Kitagawa, Matthew Read []
Copula-based time series with filtered nonstationarity
—Xiaohong Chen, Zhijie Xiao, Bo Wang []
Variation and efficiency of high-frequency betas
—Congshan Zhang, Jia Li, Viktor Todorov, George Tauchen []