J Econometrics
Introduction
Journal of Econometrics, 247
INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs
Natural disasters as macroeconomic tail risks
—Sulkhan Chavleishvili, Emanuel Moench []
Bootstrapping out-of-sample predictability tests with real-time data
—SÃlvia Gonçalves, Michael W. McCracken, Yongxu Yao []
On testing for spatial or social network dependence in panel data allowing for network variability
—Xiaodong Liu, Ingmar R. Prucha []
Modelling large dimensional datasets with Markov switching factor models
—Matteo Barigozzi, Daniele Massacci []
Shrinkage estimators for periodic autoregressions
—Richard Paap, Philip Hans Franses []
Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds
—Junlong Feng, Sokbae Lee []
Inference on dynamic systemic risk measures
—Christian Francq, Jean-Michel Zakoïan []
Uniform inference for cointegrated vector autoregressive processes
—Christian Holberg, Susanne Ditlevsen []
Bond risk premiums at the zero lower bound
—Martin M. Andreasen, Kasper Jørgensen, Andrew Meldrum []
Iterative estimation of nonparametric regressions with continuous endogenous variables and discrete instruments
—Samuele Centorrino, Frédérique Fève, Jean-Pierre Florens []
The robust F-statistic as a test for weak instruments
—Frank Windmeijer []
Simulation error and numerical instability in estimating random coefficient logit demand models
—Daniel Brunner, Florian Heiss, André Romahn, Constantin Weiser []