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Volume 141; Issue 2
Main
Journal of Econometrics
Volume 141; Issue 2
Journal of Econometrics
Volume 141; Issue 2
1
Realized range-based estimation of integrated variance
Kim Christensen
,
Mark Podolskij
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 364 KB
Your tags:
english, 2007
2
Instrumental variable estimation based on conditional median restriction
Shinichi Sakata
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 431 KB
Your tags:
english, 2007
3
Generalized R-estimators under conditional heteroscedasticity
Kanchan Mukherjee
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 370 KB
Your tags:
english, 2007
4
Incidental trends and the power of panel unit root tests
Hyungsik Roger Moon
,
Benoit Perron
,
Peter C.B. Phillips
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 450 KB
Your tags:
english, 2007
5
Non-parametric estimation of sequential english auctions
Bjarne Brendstrup
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 309 KB
Your tags:
english, 2007
6
On the uniqueness of optimal prices set by monopolistic sellers
Gerard J. van den Berg
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 172 KB
Your tags:
english, 2007
7
On the second-order properties of empirical likelihood with moment restrictions
Song Xi Chen
,
Hengjian Cui
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 320 KB
Your tags:
english, 2007
8
Efficient tests of the seasonal unit root hypothesis
Paulo M.M. Rodrigues
,
A.M. Robert Taylor
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 343 KB
Your tags:
english, 2007
9
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
Morten Ørregaard Nielsen
,
Katsumi Shimotsu
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 348 KB
Your tags:
english, 2007
10
Asymptotic properties of a robust variance matrix estimator for panel data when is large
Christian B. Hansen
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 266 KB
Your tags:
english, 2007
11
Online forecast combinations of distributions: Worst case bounds
Alessio Sancetta
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 731 KB
Your tags:
english, 2007
12
Nonparametric tests for conditional symmetry in dynamic models
Miguel A. Delgado
,
J. Carlos Escanciano
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 354 KB
Your tags:
english, 2007
13
Masking identification of discrete choice models under simulation methods
Lesley Chiou
,
Joan L. Walker
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 475 KB
Your tags:
english, 2007
14
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting
Michael J. Dueker
,
Martin Sola
,
Fabio Spagnolo
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 880 KB
Your tags:
english, 2007
15
A smoothed least squares estimator for threshold regression models
Myung Hwan Seo
,
Oliver Linton
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 380 KB
Your tags:
english, 2007
16
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
Yongmiao Hong
,
Haitao Li
,
Feng Zhao
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 681 KB
Your tags:
english, 2007
17
Endogenous selection or treatment model estimation
Arthur Lewbel
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 338 KB
Your tags:
english, 2007
18
A goodness-of-fit test for ARCH models
Javier Hidalgo
,
Paolo Zaffaroni
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 464 KB
Your tags:
english, 2007
19
A consistent characteristic function-based test for conditional independence
Liangjun Su
,
Halbert White
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 354 KB
Your tags:
english, 2007
20
Modelling security market events in continuous time: Intensity based, multivariate point process models
Clive G. Bowsher
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 655 KB
Your tags:
english, 2007
21
A goodness-of-fit test for models
Javier Hidalgo
,
Paolo Zaffaroni
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 460 KB
Your tags:
english, 2007
22
Asymptotics for duration-driven long range dependent processes
Meng-Chen Hsieh
,
Clifford M. Hurvich
,
Philippe Soulier
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 720 KB
Your tags:
english, 2007
23
An adaptive empirical likelihood test for parametric time series regression models
Song Xi Chen
,
Jiti Gao
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 298 KB
Your tags:
english, 2007
24
Discrete time duration models with group-level heterogeneity
Anders Frederiksen
,
Bo E. Honoré
,
Luojia Hu
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 358 KB
Your tags:
english, 2007
25
Corrigendum to “The pseudo-true score encompassing test for non-nested hypotheses”: [Journal of Econometrics 106, 271–295]
Yi-Ting Chen
,
Chung-Ming Kuan
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 150 KB
Your tags:
english, 2007
26
Income distribution and inequality measurement: The problem of extreme values
Frank A. Cowell
,
Emmanuel Flachaire
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 641 KB
Your tags:
english, 2007
27
A zero-inflated ordered probit model, with an application to modelling tobacco consumption
Mark N. Harris
,
Xueyan Zhao
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 697 KB
Your tags:
english, 2007
28
Estimating a generalized correlation coefficient for a generalized bivariate probit model
Songnian Chen
,
Yahong Zhou
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 213 KB
Your tags:
english, 2007
29
Endogeneity in quantile regression models: A control function approach
Sokbae Lee
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 349 KB
Your tags:
english, 2007
30
Time and causality: A Monte Carlo assessment of the timing-of-events approach
Simen Gaure
,
Knut Røed
,
Tao Zhang
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 510 KB
Your tags:
english, 2007
31
Nonstationary discrete choice: A corrigendum and addendum
Peter C.B. Phillips
,
Sainan Jin
,
Ling Hu
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 561 KB
Your tags:
english, 2007
32
A theory of robust long-run variance estimation
Ulrich K. Müller
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 304 KB
Your tags:
english, 2007
33
Nonstationarity-extended local Whittle estimation
Karim M. Abadir
,
Walter Distaso
,
Liudas Giraitis
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 355 KB
Your tags:
english, 2007
34
Confidence sets for the date of a single break in linear time series regressions
Graham Elliott
,
Ulrich K. Müller
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 279 KB
Your tags:
english, 2007
35
Inverse probability weighted estimation for general missing data problems
Jeffrey M. Wooldridge
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 269 KB
Your tags:
english, 2007
36
Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan
Jialin Yu
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 455 KB
Your tags:
english, 2007
37
Finite sample multivariate structural change tests with application to energy demand models
Jean-Thomas Bernard
,
Nadhem Idoudi
,
Lynda Khalaf
,
Clément Yélou
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 323 KB
Your tags:
english, 2007
38
A simple, robust and powerful test of the trend hypothesis
David I. Harvey
,
Stephen J. Leybourne
,
A.M. Robert Taylor
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 685 KB
Your tags:
english, 2007
39
Corrigendum to: “The large sample behaviour of the generalized method of moments estimator in misspecified models”: [Journal of Econometrics 114 (2003) 361–394]
Alastair R. Hall
,
Atsushi Inoue
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 92 KB
Your tags:
english, 2007
40
Efficient high-dimensional importance sampling
Jean-Francois Richard
,
Wei Zhang
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 292 KB
Your tags:
english, 2007
41
Erratum to “Generalizing the standard product rule of probability theory and Bayes's Theorem”: [J. Econometrics 138 (1) (2007) 14–23]
Arnold Zellner
Journal:
Journal of Econometrics
Year:
2007
File:
PDF, 89 KB
Your tags:
2007
42
Error in contents listing of Special issue
Journal:
Journal of Econometrics
Year:
2007
File:
PDF, 120 KB
Your tags:
2007
43
Editorial Board
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 71 KB
Your tags:
english, 2007
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