TOC: J Econometrics

Introduction

Journal of Econometrics, 184(2)

Estimating a spatial autoregressive model with an endogenous spatial weight matrix
Xi Qu, Lung-fei Lee [Publisher] [Google Scholar]

Gradient-based smoothing parameter selection for nonparametric regression estimation
Daniel J. Henderson, Qi Li, Christopher F. Parmeter, Shuang Yao [Publisher] [Google Scholar]

Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
Matthias R. Fengler, Lin-Yee Hin [Publisher] [Google Scholar]

Confidence sets for the date of a break in level and trend when the order of integration is unknown
David I. Harvey, Stephen J. Leybourne [Publisher] [Google Scholar]

A residual-based ADF test for stationary cointegration in settings
Javier Gomez-Biscarri, Javier Hualde [Publisher] [Google Scholar]

On the bootstrap for Moran’s test for spatial dependence
Fei Jin, Lung-fei Lee [Publisher] [Google Scholar]

Multiplicative-error models with sample selection
Koen Jochmans [Publisher] [Google Scholar]

Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
Christoph Breunig [Publisher] [Google Scholar]

Inference in semiparametric binary response models with interval data
Yuanyuan Wan, Haiqing Xu [Publisher] [Google Scholar]

Econometrics of co-jumps in high-frequency data with noise
Markus Bibinger, Lars Winkelmann [Publisher] [Google Scholar]

Frontier estimation in the presence of measurement error with unknown variance
Alois Kneip, Léopold Simar, Ingrid Van Keilegom [Publisher] [Google Scholar]

Tests for overidentifying restrictions in Factor-Augmented VAR models
Xu Han [Publisher] [Google Scholar]

The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Martin M. Andreasen, Bent Jesper Christensen [Publisher] [Google Scholar]

Model averaging estimation of generalized linear models with imputed covariates
Valentino Dardanoni, Giuseppe De Luca, Salvatore Modica, Franco Peracchi [Publisher] [Google Scholar]