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
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
english, 2007
3

Generalized R-estimators under conditional heteroscedasticity

Kanchan Mukherjee
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 370 KB
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
english, 2007
5

Non-parametric estimation of sequential english auctions

Bjarne Brendstrup
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 309 KB
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
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
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
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
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
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
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
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
english, 2007
17

Endogenous selection or treatment model estimation

Arthur Lewbel
Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 338 KB
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
english, 2007
42

Error in contents listing of Special issue

Journal:
Journal of Econometrics
Year:
2007
File:
PDF, 120 KB
2007
43

Editorial Board

Journal:
Journal of Econometrics
Year:
2007
Language:
english
File:
PDF, 71 KB
english, 2007