TOC: J Econometrics


Journal of Econometrics, 174(2)

Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Seungmoon Choi [Publisher] [Google Scholar]

Low-frequency robust cointegration testing
Ulrich K. Müller, Mark W. Watson [Publisher] [Google Scholar]

Model averaging by jackknife criterion in models with dependent data
Xinyu Zhang, Alan T.K. Wan, Guohua Zou [Publisher] [Google Scholar]

Inference on an extended Roy model, with an application to schooling decisions in France
Xavier D’Haultfœuille, Arnaud Maurel [Publisher] [Google Scholar]

Limit theory for panel data models with cross sectional dependence and sequential exogeneity
Guido M. Kuersteiner, Ingmar R. Prucha [Publisher] [Google Scholar]

Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
Matias D. Cattaneo, Max H. Farrell [Publisher] [Google Scholar]

Are there common values in first-price auctions? A tail-index nonparametric test
Jonathan B. Hill, Artyom Shneyerov [Publisher] [Google Scholar]

Robust firm pricing with panel data
Benjamin R. Handel, Kanishka Misra, James W. Roberts [Publisher] [Google Scholar]

Identification of first-price auctions with non-separable unobserved heterogeneity
Yingyao Hu, David McAdams, Matthew Shum [Publisher] [Google Scholar]

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