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

Journal of Econometrics  Relevant ARCategory: Marketing Journals

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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]

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