TOC: J Econometrics


Journal of Econometrics, 184(1)

Reinforced urn processes for credit risk models
Stefano Peluso, Antonietta Mira, Pietro Muliere [Publisher] [Google Scholar]

A semiparametric single index model with heterogeneous impacts on an unobserved variable
Jiyon Lee [Publisher] [Google Scholar]

Robust score and portmanteau tests of volatility spillover
Mike Aguilar, Jonathan B. Hill [Publisher] [Google Scholar]

Multi-scale tests for serial correlation
Ramazan Gençay, Daniele Signori [Publisher] [Google Scholar]

Specification testing for transformation models with an application to generalized accelerated failure-time models
Arthur Lewbel, Xun Lu, Liangjun Su [Publisher] [Google Scholar]

Improved likelihood ratio tests for cointegration rank in the VAR model
H. Peter Boswijk, Michael Jansson, Morten Ørregaard Nielsen [Publisher] [Google Scholar]

Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
Francesco Bartolucci, Federico Belotti, Franco Peracchi [Publisher] [Google Scholar]

Asymptotically distribution-free tests for the volatility function of a diffusion
Qiang Chen, Xu Zheng, Zhiyuan Pan [Publisher] [Google Scholar]

Inference on factor structures in heterogeneous panels
Carolina Castagnetti, Eduardo Rossi, Lorenzo Trapani [Publisher] [Google Scholar]

Risk-parameter estimation in volatility models
Christian Francq, Jean-Michel Zakoïan [Publisher] [Google Scholar]

Estimation of fixed effects panel regression models with separable and nonseparable space–time filters
Lung-fei Lee, Jihai Yu [Publisher] [Google Scholar]

Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs
Monica Deza [Publisher] [Google Scholar]