TOC: J Econometrics


Journal of Econometrics, 180(2)

Nonparametric tests for tail monotonicity
Betina Berghaus, Axel Bücher [Publisher] [Google Scholar]

Generalized dynamic panel data models with random effects for cross-section and time
G. Mesters, S.J. Koopman [Publisher] [Google Scholar]

Pre and post break parameter inference
Graham Elliott, Ulrich K. Müller [Publisher] [Google Scholar]

Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter
Joel L. Horowitz [Publisher] [Google Scholar]

Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Lung-fei Lee, Jihai Yu [Publisher] [Google Scholar]

Inference of bidders’ risk attitudes in ascending auctions with endogenous entry
Hanming Fang, Xun Tang [Publisher] [Google Scholar]

A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
Cheng Liu, Cheng Yong Tang [Publisher] [Google Scholar]

The dynamic mixed hitting-time model for multiple transaction prices and times
Eric Renault, Thijs van der Heijden, Bas J.M. Werker [Publisher] [Google Scholar]

Nonparametric estimation and inference for conditional density based Granger causality measures
Abderrahim Taamouti, Taoufik Bouezmarni, Anouar El Ghouch [Publisher] [Google Scholar]