ARC: Connections: ELMAR: TOC areas: methods: journals

Journal of Econometrics  Relevant ARCategory: Marketing Journals

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Nonparametric and robust methods in econometrics
–Luiz Renato Lima, Marcelo Moreira, Jack Porter, Zhijie Xiao [Publisher] [Google Scholar]

Functional-coefficient cointegration models
–Zhijie Xiao [Publisher] [Google Scholar]

Finite sample inference for quantile regression models
–Victor Chernozhukov, Christian Hansen, Michael Jansson [Publisher] [Google Scholar]

Inference on endogenously censored regression models using conditional moment inequalities?
–Shakeeb Khan, Elie Tamer [Publisher] [Google Scholar]

Parametric links for binary choice models: A FisherianÄBayesian colloquy
–Roger Koenker, Jungmo Yoon [Publisher] [Google Scholar]

Tests with correct size when instruments can be arbitrarily weak
–Marcelo J. Moreira [Publisher] [Google Scholar]

Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative?
–Joel L. Horowitz, Sokbae Lee [Publisher] [Google Scholar]

A panel data approach to economic forecasting: The bias-corrected average forecast
–João Victor Issler, Luiz Renato Lima [Publisher] [Google Scholar]

Unit root quantile autoregression testing using covariates
–Antonio F. Galvao Jr. [Publisher] [Google Scholar]

Quantiles, expectiles and splines
–Giuliano De Rossi, Andrew Harvey [Publisher] [Google Scholar]

A test of non-identifying restrictions and confidence regions for partially identified parameters?
–Alfred Galichon, Marc Henry [Publisher] [Google Scholar]

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