TOC: J Econometrics


Journal of Econometrics, 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