Volume 146; Issue 1

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Journal of Econometrics
Volume 146; Issue 1

Journal of Econometrics

Volume 146; Issue 1

1

Explaining individual response using aggregated data

Bram van Dijk, Richard Paap

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 786 KB

english, 2008

2

Exact computation of max weighted score estimators

Kostas Florios, Spyros Skouras

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 817 KB

english, 2008

3

Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks

Enrique Sentana, Giorgio Calzolari, Gabriele Fiorentini

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 4.27 MB

english, 2008

4

Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 5.82 MB

english, 2008

5

The limit distribution of the estimates in cointegrated regression models with multiple structural changes

Mohitosh Kejriwal, Pierre Perron

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 1.04 MB

english, 2008

6

A Gaussian approximation scheme for computation of option prices in stochastic volatility models

Ai-ru (Meg) Cheng, A. Ronald Gallant, Chuanshu Ji, Beom S. Lee

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 3.95 MB

english, 2008

7

Partial identification and testable restrictions in multi-unit auctions

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 1.23 MB

english, 2008

8

Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models

Hiroyuki Kasahara, Katsumi Shimotsu

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 1.26 MB

english, 2008

9

Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 1.01 MB

english, 2008

10

Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large

Jihai Yu, Robert de Jong, Lung-fei Lee

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 1.83 MB

english, 2008

11

The wild bootstrap, tamed at last

Russell Davidson, Emmanuel Flachaire

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 1.69 MB

english, 2008

12

Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root

Nikolay Gospodinov

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 1.13 MB

english, 2008

13

A joint serial correlation test for linear panel data models

Takashi Yamagata

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 1.04 MB

english, 2008

14

Testing for structural change in regression quantiles

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 1.42 MB

english, 2008

15

Local likelihood estimation of truncated regression and its partial derivatives: Theory and application

Byeong U. Park, Léopold Simar, Valentin Zelenyuk

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 5.42 MB

english, 2008

16

Editorial Board

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 83 KB

english, 2008