TOC: J Econometrics


Journal of Econometrics, 204(2)

Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions
Scott E. Atkinson, Daniel Primont, Mike G. Tsionas

Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
Yoon-Jin Lee, Ryo Okui, Mototsugu Shintani

Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach
Soohun Kim, Georgios Skoulakis

Empirical relevance of ambiguity in first-price auctions
Gaurab Aryal, Serafin Grundl, Dong-Hyuk Kim, Yu Zhu

Efficient propensity score regression estimators of multivalued treatment effects for the treated
Ying-Ying Lee

Asymptotics of Cholesky GARCH models and time-varying conditional betas
Serge Darolles, Christian Francq, Sébastien Laurent

Testing for jumps and jump intensity path dependence
Valentina Corradi, Mervyn J. Silvapulle, Norman R. Swanson

Efficient estimation with time-varying information and the New Keynesian Phillips Curve
Bertille Antoine, Otilia Boldea

Testing against constant factor loading matrix with large panel high-frequency data
Xin-Bing Kong, Cheng Liu