TOC: J Econometrics
Introduction
Journal of Econometrics, 198(2)
http://www.sciencedirect.com/science/journal/03044076/198/2
Higher-order properties of approximate estimators
Dennis Kristensen, Bernard Salanié
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models
Andreea G. Halunga, Chris D. Orme, Takashi Yamagata
Tests of equal accuracy for nested models with estimated factors
Sílvia Gonçalves, Michael W. McCracken, Benoit Perron
Testing for prospect and Markowitz stochastic dominance efficiency
Stelios Arvanitis, Nikolas Topaloglou
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
Rocco Mosconi, Paolo Paruolo
Asymptotic image and image tests in an efficient GMM setting
Jungbin Hwang, Yixiao Sun