TOC: J Econometrics


Journal of Econometrics, 190(1)

Series estimation under cross-sectional dependence
Jungyoon Lee, Peter M. Robinson [Publisher] [Google Scholar]

GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
Jonathan B. Hill, Artem Prokhorov [Publisher] [Google Scholar]

Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Marc Hallin, Ramon van den Akker, Bas J.M. Werker [Publisher] [Google Scholar]

Adverse selection, moral hazard and the demand for Medigap insurance
Michael Keane, Olena Stavrunova [Publisher] [Google Scholar]

Methods for measuring expectations and uncertainty in Markov-switching models
Francesco Bianchi [Publisher] [Google Scholar]

Testing for monotonicity under endogeneity: An application to the reservation wage function
Daniel Gutknecht [Publisher] [Google Scholar]

Efficient shrinkage in parametric models
Bruce E. Hansen [Publisher] [Google Scholar]

Particle efficient importance sampling
Marcel Scharth, Robert Kohn [Publisher] [Google Scholar]

Shrinkage estimation of dynamic panel data models with interactive fixed effects
Xun Lu, Liangjun Su [Publisher] [Google Scholar]

A tale of two option markets: Pricing kernels and volatility risk
Zhaogang Song, Dacheng Xiu [Publisher] [Google Scholar]