TOC: J Econometrics


Journal of Econometrics, 164(2)

 ARC: Connections: ELMAR: TOC

Arrow Doodadareas: methods: journals

Journal of Econometrics 

Relevant ARCategory: Marketing Journals 

A family of empirical likelihood functions and estimators for the binary response model
Ron C. Mittelhammer, George Judge [Publisher] [Google Scholar]

Model selection criteria in multivariate models with multiple structural changes
Eiji Kurozumi, Purevdorj Tuvaandorj [Publisher] [Google Scholar]

A new method of projection-based inference in GMM with weakly identified nuisance parameters
Saraswata Chaudhuri, Eric Zivot [Publisher] [Google Scholar]

Measuring correlations of integrated but not cointegrated variables: A semiparametric approach
Yiguo Sun, Cheng Hsiao, Qi Li [Publisher] [Google Scholar]

Generalized spectral testing for multivariate continuous-time models
Bin Chen, Yongmiao Hong [Publisher] [Google Scholar]

How many consumers are rational?
Stefan Hoderlein [Publisher] [Google Scholar]

Estimating a common deterministic time trend break in large panels with cross sectional dependence
Dukpa Kim [Publisher] [Google Scholar]

Testing and detecting jumps based on a discretely observed process
Yingying Fan, Jianqing Fan [Publisher] [Google Scholar]

Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Yixiao Sun [Publisher] [Google Scholar]

Realized Laplace transforms for estimation of jump diffusive volatility models
Viktor Todorov, George Tauchen, Iaryna Grynkiv [Publisher] [Google Scholar]

Semi-nonparametric estimation and misspecification testing of diffusion models
Dennis Kristensen [Publisher] [Google Scholar]