J Econometrics
Introduction
Journal of Econometrics, 236(2)
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
Inference and forecasting for continuous-time integer-valued trawl processes
—Mikkel Bennedsen, Asger Lunde, Neil Shephard, Almut E.D. Veraart []
Generalized linear models with structured sparsity estimators
—Mehmet Caner []
A solution to the global identification problem in DSGE models
—Andrzej KociÄ™cki, Marcin Kolasa []
When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
—Francis X. Diebold, Glenn D. Rudebusch, Maximilian Göbel, Philippe Goulet Coulombe, Boyuan Zhang []
Moments, shocks and spillovers in Markov-switching VAR models
—Erik Kole, Dick van Dijk []
Bayesian Artificial Neural Networks for frontier efficiency analysis
—Mike Tsionas, Christopher F. Parmeter, Valentin Zelenyuk []
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
—Valentina Corradi, Jack Fosten, Daniel Gutknecht []
Two-way fixed effects and differences-in-differences estimators with several treatments
—Clément de Chaisemartin, Xavier D’HaultfÅ“uille []
A structural analysis of simple contracts
—Yonghong An, Shengjie Hong, Daiqiang Zhang []
Treatment effect models with strategic interaction in treatment decisions
—Tadao Hoshino, Takahide Yanagi []