J Econometrics
Introduction
Journal of Econometrics, 246(1)
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
GLS under monotone heteroskedasticity
—Yoichi Arai, Taisuke Otsu, Mengshan Xu []
Multivariate spatiotemporal models with low rank coefficient matrix
—Dan Pu, Kuangnan Fang, Wei Lan, Jihai Yu, Qingzhao Zhang []
Estimating and testing for smooth structural changes in moment condition models
—Haiqi Li, Jin Zhou, Yongmiao Hong []
Validating approximate slope homogeneity in large panels
—Tim Kutta, Holger Dette []
Variable selection in high dimensional linear regressions with parameter instability
—Alexander Chudik, M. Hashem Pesaran, Mahrad Sharifvaghefi []
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
—Mirko Armillotta, Paolo Gorgi []
Consistent causal inference for high-dimensional time series
—Francesco Cordoni, Alessio Sancetta []
From LATE to ATE: A Bayesian approach
—Isaac M. Opper []