TOC: J Econometrics


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]