J Econometrics

Introduction

Journal of Econometrics, 224(2)

INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs


https://www.sciencedirect.com/journal/journal-of-econometrics/vol/224/issue/2

Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Badi H. Baltagi, Alain Pirotte, Zhenlin Yang [Google Scholar]

The medium-run efficiency consequences of unfair school matching: Evidence from Chinese college admissions
Xiaohan Zhong, Lin Zhu [Google Scholar]

An empirical total survey error decomposition using data combination
Bruce D. Meyer, Nikolas Mittag [Google Scholar]

Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Feiyu Jiang, Dong Li, Ke Zhu [Google Scholar]

Robust estimation with exponentially tilted Hellinger distance
Bertille Antoine, Prosper Dovonon [Google Scholar]

An econometric model of network formation with an application to board interlocks between firms
Cristina Gualdani [Google Scholar]

An improved bootstrap test for restricted stochastic dominance
Thomas M. Lok, Rami V. Tabri [Google Scholar]

Time-varying instrumental variable estimation
Liudas Giraitis, George Kapetanios, Massimiliano Marcellino [Google Scholar]

Robust nonlinear regression estimation in null recurrent time series
Francesco Bravo, Degui Li, Dag Tjøstheim [Google Scholar]

Recursive estimation in large panel data models: Theory and practice
Bin Jiang, Yanrong Yang, Jiti Gao, Cheng Hsiao [Google Scholar]