TOC: J Econometrics
Introduction
Journal of Econometrics, 196(2)
http://www.sciencedirect.com/science/journal/03044076/196/2
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