TOC: J Econometrics
Introduction
Journal of Econometrics, 197(1)
http://www.sciencedirect.com/science/journal/03044076/197/1
Resurrecting weighted least squares
Joseph P. Romano, Michael Wolf
Estimation of integrated quadratic covariation with endogenous sampling times
Yoann Potiron, Per A. Mykland
Partial identification of functionals of the joint distribution of “potential outcomes”
Yanqin Fan, Emmanuel Guerre, Dongming Zhu
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Hande Karabiyik, Simon Reese, Joakim Westerlund
Estimation of average treatment effects with panel data: Asymptotic theory and implementation
Kathleen T. Li, David R. Bell
Determining the number of factors when the number of factors can increase with sample size
Hongjun Li, Qi Li, Yutang Shi
Identification and estimation of a large factor model with structural instability
Badi H. Baltagi, Chihwa Kao, Fa Wang
Least squares estimation of large dimensional threshold factor models
Daniele Massacci
Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading
Ulrich Hounyo
Testing rationality without restricting heterogeneity
Kohei Kawaguchi