TOC: J Econometrics
Introduction
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]