TOC: J Econometrics


Journal of Econometrics, 182(2)

Semiparametric identification of binary decision games of incomplete information with correlated private signals
Yuanyuan Wan, Haiqing Xu [Publisher] [Google Scholar]

Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics
Mehmet Caner [Publisher] [Google Scholar]

Modeling multivariate extreme events using self-exciting point processes
Oliver Grothe, Volodymyr Korniichuk, Hans Manner [Publisher] [Google Scholar]

Instrumental variables estimation with many weak instruments using regularized JIVE
Christian Hansen, Damian Kozbur [Publisher] [Google Scholar]

Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
Jie Hou, Pierre Perron [Publisher] [Google Scholar]

Consistent estimation with many moment inequalities
Konrad Menzel [Publisher] [Google Scholar]

Tests based on t-statistics for IV regression with weak instruments
Benjamin Mills, Marcelo J. Moreira, Lucas P. Vilela [Publisher] [Google Scholar]

Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Matteo Barigozzi, Christian Brownlees, Giampiero M. Gallo, David Veredas [Publisher] [Google Scholar]

Identification robust inference in cointegrating regressions
Lynda Khalaf, Giovanni Urga [Publisher] [Google Scholar]

Pricing default events: Surprise, exogeneity and contagion
C. Gouriéroux, A. Monfort, J.P. Renne [Publisher] [Google Scholar]