TOC: J Econometrics


Journal of Econometrics, 191(1)

Efficient estimation of approximate factor models via penalized maximum likelihood
Jushan Bai, Yuan Liao [Publisher] [Google Scholar]

Nonparametric errors in variables models with measurement errors on both sides of the equation
Michele De Nadai, Arthur Lewbel [Publisher] [Google Scholar]

Long memory affine term structure models
Adam Golinski, Paolo Zaffaroni [Publisher] [Google Scholar]

Testing for (in)finite moments
Lorenzo Trapani [Publisher] [Google Scholar]

Inference in VARs with conditional heteroskedasticity of unknown form
Ralf Brüggemann, Carsten Jentsch, Carsten Trenkler [Publisher] [Google Scholar]

Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
Junhui Qian, Liangjun Su [Publisher] [Google Scholar]

Information theory for maximum likelihood estimation of diffusion models
Hwan-sik Choi [Publisher] [Google Scholar]

Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness
Holger Dette, Stefan Hoderlein, Natalie Neumeyer [Publisher] [Google Scholar]

Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers
Szabolcs Blazsek, Alvaro Escribano [Publisher] [Google Scholar]

Intergenerational long-term effects of preschool-structural estimates from a discrete dynamic programming model
James J. Heckman, Lakshmi K. Raut [Publisher] [Google Scholar]

Estimation of heterogeneous panels with structural breaks
Badi H. Baltagi, Qu Feng, Chihwa Kao [Publisher] [Google Scholar]

A direct approach to inference in nonparametric and semiparametric quantile models
Yanqin Fan, Ruixuan Liu [Publisher] [Google Scholar]

Variation-based tests for volatility misspecification
Alex Papanicolaou, Kay Giesecke [Publisher] [Google Scholar]

Sieve instrumental variable quantile regression estimation of functional coefficient models
Liangjun Su, Tadao Hoshino [Publisher] [Google Scholar]

l1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
Marcelo C. Medeiros, Eduardo F. Mendes [Publisher] [Google Scholar]