TOC: J Econometrics


Journal of Econometrics, 188(1)

Large sample properties of the matrix exponential spatial specification with an application to FDI
Nicolas Debarsy, Fei Jin, Lung-fei Lee [Publisher] [Google Scholar]

Nonparametric identification and estimation of transformation models
Pierre-André Chiappori, Ivana Komunjer, Dennis Kristensen [Publisher] [Google Scholar]

Jackknife model averaging for quantile regressions
Xun Lu, Liangjun Su [Publisher] [Google Scholar]

New tools for understanding the local asymptotic power of panel unit root tests
Joakim Westerlund, Rolf Larsson [Publisher] [Google Scholar]

Higher-order improvements of the sieve bootstrap for fractionally integrated processes
D.S. Poskitt, Simone D. Grose, Gael M. Martin [Publisher] [Google Scholar]

Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Kazuhiko Hayakawa, M. Hashem Pesaran [Publisher] [Google Scholar]

Identification and estimation in a correlated random coefficients binary response model
Stefan Hoderlein, Robert Sherman [Publisher] [Google Scholar]

Generalised density forecast combinations
G. Kapetanios, J. Mitchell, S. Price, N. Fawcett [Publisher] [Google Scholar]

Structural-break models under mis-specification: Implications for forecasting
Bonsoo Koo, Myung Hwan Seo [Publisher] [Google Scholar]

Two-step estimation of network-formation models with incomplete information
Michael P. Leung [Publisher] [Google Scholar]

Specification and structural break tests for additive models with applications to realized variance data
M.R. Fengler, E. Mammen, M. Vogt [Publisher] [Google Scholar]

Estimation of heterogeneous autoregressive parameters with short panel data
Sophocles Mavroeidis, Yuya Sasaki, Ivo Welch [Publisher] [Google Scholar]

Heterogeneity and selection in dynamic panel data
Yuya Sasaki [Publisher] [Google Scholar]

Extremum estimation and numerical derivatives
Han Hong, Aprajit Mahajan, Denis Nekipelov [Publisher] [Google Scholar]

Maximum likelihood estimation of a spatial autoregressive Tobit model
Xingbai Xu, Lung-fei Lee [Publisher] [Google Scholar]

Quantile cointegration in the autoregressive distributed-lag modeling framework
Jin Seo Cho, Tae-hwan Kim, Yongcheol Shin [Publisher] [Google Scholar]

Semiparametric single-index panel data models with cross-sectional dependence
Chaohua Dong, Jiti Gao, Bin Peng [Publisher] [Google Scholar]