TOC: J Econometrics
Introduction
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]