TOC: J Econometrics
Introduction
Journal of Econometrics, 180(1)
Property taxes and home prices: A tale of two cities
–ChongEn Bai, Qi Li, Min Ouyang [Publisher] [Google Scholar]
A score-test on measurement errors in rating transition times
–Sebastian Voß, Rafael Weißbach [Publisher] [Google Scholar]
Detecting big structural breaks in large factor models
–Liang Chen, Juan J. Dolado, Jesús Gonzalo [Publisher] [Google Scholar]
Beta-product dependent Pitman–Yor processes for Bayesian inference
–Federico Bassetti, Roberto Casarin, Fabrizio Leisen [Publisher] [Google Scholar]
Maximum likelihood estimation of partially observed diffusion models
–Tore Selland Kleppe, Jun Yu, Hans J. Skaug [Publisher] [Google Scholar]
Variance trading and market price of variance risk
–Oleg Bondarenko [Publisher] [Google Scholar]
Adaptive dynamic Nelson–Siegel term structure model with applications
–Ying Chen, Linlin Niu [Publisher] [Google Scholar]