TOC: J Econometrics
Introduction
Journal of Econometrics, 202(1)
http://www.sciencedirect.com/science/journal/03044076/202/1
The ZD-GARCH model: A new way to study heteroscedasticity
Dong Li, Xingfa Zhang, Ke Zhu, Shiqing Ling
Testing for mutually exciting jumps and financial flights in high frequency data
Mardi Dungey, Deniz Erdemlioglu, Marius Matei, Xiye Yang
Pythagorean generalization of testing the equality of two symmetric positive definite matrices
Jin Seo Cho, Peter C.B. Phillips
Exponentially tilted likelihood inference on growing dimensional unconditional moment models
Niansheng Tang, Xiaodong Yan, Puying Zhao
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Gustavo Fruet Dias, George Kapetanios
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Abhimanyu Gupta, Peter M. Robinson
Robust linear static panel data models using image-contamination
Badi H. Baltagi, Georges Bresson, Anoop Chaturvedi, Guy Lacroix