TOC: J Econometrics


Journal of Econometrics, 196(2)

R-estimation in semiparametric dynamic location-scale models
Marc Hallin, Davide La Vecchia

Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Yunus Emre Ergemen, Carlos Velasco

Inference and testing breaks in large dynamic panels with strong cross sectional dependence
Javier Hidalgo, Marcia Schafgans

Inference based on many conditional moment inequalities
Donald W.K. Andrews, Xiaoxia Shi

Identification and estimation of non-Gaussian structural vector autoregressions
Markku Lanne, Mika Meitz, Pentti Saikkonen

Tests for conditional ellipticity in multivariate GARCH models
C. Francq, M.D. Jiménez-Gamero, S.G. Meintanis

Unequal spacing in dynamic panel data: Identification and estimation
Yuya Sasaki, Yi Xin

Fractional order statistic approximation for nonparametric conditional quantile inference
Matt Goldman, David M. Kaplan

Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
Kris Boudt, Sébastien Laurent, Asger Lunde, Rogier Quaedvlieg, Orimar Sauri

Testing for central dominance: Method and application
O-Chia Chuang, Chung-Ming Kuan, Larry Y. Tzeng