TOC: J Econometrics


Journal of Econometrics, 202(2)

Estimation and inference of dynamic structural factor models with over-identifying restrictions
Xu Han

Nonparametric identification and estimation of sample selection models under symmetry
Songnian Chen, Yahong Zhou, Yuanyuan Ji

Consistent inference in fixed-effects stochastic frontier models
Federico Belotti, Giuseppe Ilardi

Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Eunju Hwang, Dong Wan Shin

Sparse linear models and image-regularized 2SLS with high-dimensional endogenous regressors and instruments
Ying Zhu

The cointegrated vector autoregressive model with general deterministic terms
Søren Johansen, Morten Ørregaard Nielsen

Efficient estimation and computation for the generalised additive models with unknown link function
Huazhen Lin, Lixian Pan, Shaogao Lv, Wenyang Zhang

Nonparametric testing for smooth structural changes in panel data models
Bin Chen, Liquan Huang

Nonparametric estimation in case of endogenous selection
Christoph Breunig, Enno Mammen, Anna Simoni

Nonparametric fixed effects model for panel data with locally stationary regressors
Youquan Pei, Tao Huang, Jinhong You

Corrigendum to “Characterization of the asymptotic distribution of semiparametric M-estimators” [J. Econometrics 159 (2) (2010) 252–266]
Hidehiko Ichimura, Sokbae Lee