TOC: J Econometrics
Introduction
Journal of Econometrics, 185(1)
Nonparametric estimation and inference on conditional quantile processes
–Zhongjun Qu, Jungmo Yoon [Publisher] [Google Scholar]
Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
–David M. Kaplan [Publisher] [Google Scholar]
LM tests of spatial dependence based on bootstrap critical values
–Zhenlin Yang [Publisher] [Google Scholar]
Estimation of affine term structure models with spanned or unspanned stochastic volatility
–Drew D. Creal, Jing Cynthia Wu [Publisher] [Google Scholar]
Estimation of marginal effects in semiparametric selection models with binary outcomes
–Roger Klein, Chan Shen, Francis Vella [Publisher] [Google Scholar]
Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
–Suyong Song [Publisher] [Google Scholar]
Analysis of the bias of Matching and Difference-in-Difference under alternative earnings and selection processes
–Sylvain Chabé-Ferret [Publisher] [Google Scholar]
A test for second order stationarity of a multivariate time series
–Carsten Jentsch, Suhasini Subba Rao [Publisher] [Google Scholar]
Asymptotic theory for differentiated products demand models with many markets
–Joachim Freyberger [Publisher] [Google Scholar]
Nonlinear regressions with nonstationary time series
–Nigel Chan, Qiying Wang [Publisher] [Google Scholar]
Modeling and testing smooth structural changes with endogenous regressors
–Bin Chen [Publisher] [Google Scholar]
Estimating dynamic equilibrium models with stochastic volatility
–Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Juan F. Rubio-Ramírez [Publisher] [Google Scholar]
QML estimation of dynamic panel data models with spatial errors
–Liangjun Su, Zhenlin Yang [Publisher] [Google Scholar]
Specification tests for partially identified models defined by moment inequalities
–Federico A. Bugni, Ivan A. Canay, Xiaoxia Shi [Publisher] [Google Scholar]
High dimensional generalized empirical likelihood for moment restrictions with dependent data
–Jinyuan Chang, Song Xi Chen, Xiaohong Chen [Publisher] [Google Scholar]