TOC: J Econometrics


Journal of Econometrics, 185(2)

Residual-based rank specification tests for AR–GARCH type models
Elena Andreou, Bas J.M. Werker [Publisher] [Google Scholar]

Jackknife instrumental variable estimation with heteroskedasticity
Paul A. Bekker, Federico Crudu [Publisher] [Google Scholar]

Through the looking glass: Indirect inference via simple equilibria
Laurent E. Calvet, Veronika Czellar [Publisher] [Google Scholar]

Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
Mario Forni, Marc Hallin, Marco Lippi, Paolo Zaffaroni [Publisher] [Google Scholar]

Cross-sectional averages versus principal components
Joakim Westerlund, Jean-Pierre Urbain [Publisher] [Google Scholar]

Nonparametric rank tests for non-stationary panels
Peter L. Pedroni, Timothy J. Vogelsang, Martin Wagner, Joakim Westerlund [Publisher] [Google Scholar]

Closed-form estimation of nonparametric models with non-classical measurement errors
Yingyao Hu, Yuya Sasaki [Publisher] [Google Scholar]

Bayesian regression with nonparametric heteroskedasticity
Andriy Norets [Publisher] [Google Scholar]

Asymptotics for nonparametric and semiparametric fixed effects panel models
Cong Li, Zhongwen Liang [Publisher] [Google Scholar]

Efficient inference on fractionally integrated panel data models with fixed effects
Peter M. Robinson, Carlos Velasco [Publisher] [Google Scholar]

The effect of recursive detrending on panel unit root tests
Joakim Westerlund [Publisher] [Google Scholar]

Nonparametric predictive regression
Ioannis Kasparis, Elena Andreou, Peter C.B. Phillips [Publisher] [Google Scholar]

The power of PANIC
Joakim Westerlund [Publisher] [Google Scholar]

Infinite order cross-validated local polynomial regression
Peter G. Hall, Jeffrey S. Racine [Publisher] [Google Scholar]

IV estimation of panels with factor residuals
Donald Robertson, Vasilis Sarafidis [Publisher] [Google Scholar]

Comment on ‘IV estimation of panels with factor residuals’ by D. Robertson and V. Sarafidis
Seung C. Ahn [Publisher] [Google Scholar]