TOC: J Econometrics


Journal of Econometrics, 159(1)

 ARC: Connections: ELMAR: TOC

Arrow Doodadareas: methods: journals

Journal of Econometrics 

Relevant ARCategory: Marketing Journals 

The (mis)specification of discrete duration models with unobserved heterogeneity: A Monte Carlo study
Cheti Nicoletti, Concetta Rondinelli [Publisher] [Google Scholar]

Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors
Szabolcs Blazsek, Alvaro Escribano [Publisher] [Google Scholar]

A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
Arnold Zellner, Tomohiro Ando [Publisher] [Google Scholar]

A consistent nonparametric test of affiliation in auction models
Sung Jae Jun, Joris Pinkse, Yuanyuan Wan [Publisher] [Google Scholar]

Efficient estimation of a multivariate multiplicative volatility model
Christian M. Hafner, Oliver Linton [Publisher] [Google Scholar]

Realised quantile-based estimation of the integrated variance
Kim Christensen, Roel Oomen, Mark Podolskij [Publisher] [Google Scholar]

GMM estimation of social interaction models with centrality
Xiaodong Liu, Lung-fei Lee [Publisher] [Google Scholar]

Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Kim Christensen, Silja Kinnebrock, Mark Podolskij [Publisher] [Google Scholar]

A flexible approach to parametric inference in nonlinear and time varying time series models
Gary Koop, Simon Potter [Publisher] [Google Scholar]

Inconsistency of the MLE and inference based on weighted LS for LARCH models
Christian Francq, Jean-Michel Zakoïan [Publisher] [Google Scholar]

No-arbitrage macroeconomic determinants of the yield curve
Ruslan Bikbov, Mikhail Chernov [Publisher] [Google Scholar]

Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Yong Zhou, Alan T.K. Wan, Shangyu Xie, Xiaojing Wang [Publisher] [Google Scholar]

The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results
Kazuhiko Hayakawa [Publisher] [Google Scholar]

Specification tests of parametric dynamic conditional quantiles
Juan Carlos Escanciano, Carlos Velasco [Publisher] [Google Scholar]

Root-NN-consistent estimation of fixed-effect panel data transformation models with censoring
Songnian Chen [Publisher] [Google Scholar]

Quasi-maximum likelihood estimation of volatility with high frequency data
Dacheng Xiu [Publisher] [Google Scholar]