TOC: J Econometrics


Journal of Econometrics, 208(2)

Testing for structural breaks in factor copula models
Hans Manner, Florian Stark, Dominik Wied

Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
Liquan Huang, Umair Khalil, Nese Yildiz

Residual bootstrap tests in linear models with many regressors
Patrick Richard

Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Donggyu Kim, Jianqing Fan

Determination of vector error correction models in high dimensions
Chong Liang, Melanie Schienle

Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
Hiroyuki Kasahara, Katsumi Shimotsu

Testing treatment effect heterogeneity in regression discontinuity designs
Yu-Chin Hsu, Shu Shen

On the estimation of treatment effects with endogenous misreporting
Pierre Nguimkeu, Augustine Denteh, Rusty Tchernis

A multiple testing approach to the regularisation of large sample correlation matrices
Natalia Bailey, M. Hashem Pesaran, L. Vanessa Smith

Consistent estimation of time-varying loadings in high-dimensional factor models
Jakob Guldbæk Mikkelsen, Eric Hillebrand, Giovanni Urga

A computationally efficient fixed point approach to dynamic structural demand estimation
Yutec Sun, Masakazu Ishihara

GEL estimation and tests of spatial autoregressive models
Fei Jin, Lung-fei Lee

Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Patrick Gagliardini, Christian Gouriéroux

Alternative tests for correct specification of conditional predictive densities
Barbara Rossi, Tatevik Sekhposyan