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Volume 157; Issue 2
Main
Journal of Econometrics
Volume 157; Issue 2
Journal of Econometrics
Volume 157; Issue 2
1
Jumps and betas: A new framework for disentangling and estimating systematic risks
Viktor Todorov
,
Tim Bollerslev
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 1.16 MB
Your tags:
english, 2010
2
On the asymptotic optimality of the LIML estimator with possibly many instruments
T.W. Anderson
,
Naoto Kunitomo
,
Yukitoshi Matsushita
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 871 KB
Your tags:
english, 2010
3
Econometric modeling of technical change
Hui Jin
,
Dale W. Jorgenson
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 2.53 MB
Your tags:
english, 2010
4
Robust confidence sets in the presence of weak instruments
Anna Mikusheva
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 811 KB
Your tags:
english, 2010
5
On Bahadur efficiency of empirical likelihood
Taisuke Otsu
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 584 KB
Your tags:
english, 2010
6
Nonparametric estimation for a class of Lévy processes
Song X. Chen
,
Aurore Delaigle
,
Peter Hall
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 852 KB
Your tags:
english, 2010
7
Estimating fixed-effect panel stochastic frontier models by model transformation
Hung-Jen Wang
,
Chia-Wen Ho
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 558 KB
Your tags:
english, 2010
8
Efficient estimation in dynamic conditional quantile models
Ivana Komunjer
,
Quang Vuong
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 663 KB
Your tags:
english, 2010
9
A generalized asymmetric Student- distribution with application to financial econometrics
Dongming Zhu
,
John W. Galbraith
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 469 KB
Your tags:
english, 2010
10
Bayesian semiparametric stochastic volatility modeling
Mark J. Jensen
,
John M. Maheu
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 625 KB
Your tags:
english, 2010
11
Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
Denis Bolduc
,
Lynda Khalaf
,
Clément Yélou
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 527 KB
Your tags:
english, 2010
12
Estimating first-price auctions with an unknown number of bidders: A misclassification approach
Yonghong An
,
Yingyao Hu
,
Matthew Shum
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 1.04 MB
Your tags:
english, 2010
13
Robust methods for detecting multiple level breaks in autocorrelated time series
David I. Harvey
,
Stephen J. Leybourne
,
A.M. Robert Taylor
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 592 KB
Your tags:
english, 2010
14
The LIML estimator has finite moments!
T.W. Anderson
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 261 KB
Your tags:
english, 2010
15
Nonparametric least squares estimation in derivative families
Peter Hall
,
Adonis Yatchew
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 1.07 MB
Your tags:
english, 2010
16
Estimating panel data models in the presence of endogeneity and selection
Anastasia Semykina
,
Jeffrey M. Wooldridge
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 356 KB
Your tags:
english, 2010
17
Bayesian non-parametric signal extraction for Gaussian time series
Christian Macaro
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 1.25 MB
Your tags:
english, 2010
18
Robust penalized quantile regression estimation for panel data
Carlos Lamarche
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 581 KB
Your tags:
english, 2010
19
Semiparametric estimation of a simultaneous game with incomplete information
Andres Aradillas-Lopez
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 965 KB
Your tags:
english, 2010
20
Structural measurement errors in nonseparable models
Stefan Hoderlein
,
Joachim Winter
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 475 KB
Your tags:
english, 2010
21
Non-negativity conditions for the hyperbolic GARCH model
Christian Conrad
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 850 KB
Your tags:
english, 2010
22
Testing for unobserved heterogeneity in exponential and Weibull duration models
Jin Seo Cho
,
Halbert White
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 2.21 MB
Your tags:
english, 2010
23
Semiparametric inference in multivariate fractionally cointegrated systems
J. Hualde
,
P.M. Robinson
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 737 KB
Your tags:
english, 2010
24
Editorial Board
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 107 KB
Your tags:
english, 2010
25
Intelligible factors for the yield curve
Yvan Lengwiler
,
Carlos Lenz
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 701 KB
Your tags:
english, 2010
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