TOC: J Econometrics


Journal of Econometrics, 167(1)

 ARC: Connections: ELMAR: TOC

Arrow Doodadareas: methods: journals

Journal of Econometrics 

Relevant ARCategory: Marketing Journals 

Optimal inference for instrumental variables regression with non-Gaussian errors
Matias D. Cattaneo, Richard K. Crump, Michael Jansson [Publisher] [Google Scholar]

Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration
Jihai Yu, Robert de Jong, Lung-fei Lee [Publisher] [Google Scholar]

Jackknife model averaging
Bruce E. Hansen, Jeffrey S. Racine [Publisher] [Google Scholar]

The dynamics of US inflation: Can monetary policy explain the changes?
Fabio Canova, Filippo Ferroni [Publisher] [Google Scholar]

Tikhonov regularization for nonparametric instrumental variable estimators
Patrick Gagliardini, Olivier Scaillet [Publisher] [Google Scholar]

Estimation of dynamic models with nonparametric simulated maximum likelihood
Dennis Kristensen, Yongseok Shin [Publisher] [Google Scholar]

ARCH/GARCH with persistent covariate: Asymptotic theory of MLE
Heejoon Han, Joon Y. Park [Publisher] [Google Scholar]

The econometrics of auctions with asymmetric anonymous bidders
Laurent Lamy [Publisher] [Google Scholar]

Hahn–Hausman test as a specification test
Yoonseok Lee, Ryo Okui [Publisher] [Google Scholar]

Unit root testing under a local break in trend
David I. Harvey, Stephen J. Leybourne, A.M. Robert Taylor [Publisher] [Google Scholar]

Inferring welfare maximizing treatment assignment under budget constraints
Debopam Bhattacharya, Pascaline Dupas [Publisher] [Google Scholar]

Robust subsampling
Lorenzo Camponovo, Olivier Scaillet, Fabio Trojani [Publisher] [Google Scholar]

The conditional autoregressive Wishart model for multivariate stock market volatility
Vasyl Golosnoy, Bastian Gribisch, Roman Liesenfeld [Publisher] [Google Scholar]

Nonparametric spatial regression under near-epoch dependence
Nazgul Jenish [Publisher] [Google Scholar]

On the least squares estimation of multiple-regime threshold autoregressive models
Dong Li, Shiqing Ling [Publisher] [Google Scholar]

Testing for a unit root in a random coefficient panel data model
Joakim Westerlund, Rolf Larsson [Publisher] [Google Scholar]

Likelihood estimation and inference in threshold regression
Ping Yu [Publisher] [Google Scholar]

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