TOC: J Econometrics


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]