J Econometrics
Introduction
Journal of Econometrics, 236(1)
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
Semiparametric estimation of latent variable asset pricing models
—Jeroen Dalderop []
Policy evaluation during a pandemic
—Brantly Callaway, Tong Li []
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
—Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, Olena Melin []
Large stochastic volatility in mean VARs
—Jamie L. Cross, Chenghan Hou, Gary Koop, Aubrey Poon []
Structural VAR models in the Frequency Domain
—Alain Guay, Florian Pelgrin []
Identification of auction models using order statistics
—Yao Luo, Ruli Xiao []
High-dimensional conditionally Gaussian state space models with missing data
—Joshua C.C. Chan, Aubrey Poon, Dan Zhu []
Maximum likelihood estimation for α-stable double autoregressive models
—Dong Li, Yuxin Tao, Yaxing Yang, Rongmao Zhang []
We modeled long memory with just one lag!
—Luc Bauwens, Guillaume Chevillon, Sébastien Laurent []
Dynamic discrete choice models with incomplete data: Sharp identification
—Yuya Sasaki, Yuya Takahashi, Yi Xin, Yingyao Hu []
Testing many restrictions under heteroskedasticity
—Stanislav Anatolyev, Mikkel Sølvsten []
Post-processed posteriors for sparse covariances
—Kwangmin Lee, Jaeyong Lee []