J Econometrics
Introduction
Journal of Econometrics, 229(2)
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
Semiparametric model averaging prediction for dichotomous response
—Fang Fang, Jialiang Li, Xiaochao Xia []
On improvability of model selection by model averaging
—Jingfu Peng, Yuhong Yang []
Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
—Tadao Hoshino []
A doubly corrected robust variance estimator for linear GMM
—Jungbin Hwang, Byunghoon Kang, Seojeong Lee []
Nonparametric estimation of the random coefficients model: An elastic net approach
—Florian Heiss, Stephan Hetzenecker, Maximilian Osterhaus []
On LASSO for predictive regression
—Ji Hyung Lee, Zhentao Shi, Zhan Gao []
Transformations and moment conditions for dynamic fixed effects logit models
—Yoshitsugu Kitazawa []
Testing the eigenvalue structure of spot and integrated covariance
—Prosper Dovonon, Abderrahim Taamouti, Julian Williams []
Spurious functional-coefficient regression models and robust inference with marginal integration
—Yundong Tu, Ying Wang []
Volatility of volatility: Estimation and tests based on noisy high frequency data with jumps
—Yingying Li, Guangying Liu, Zhiyuan Zhang []