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
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
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
english, 2010
5

On Bahadur efficiency of empirical likelihood

Taisuke Otsu
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 584 KB
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
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
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
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
english, 2010
14

The LIML estimator has finite moments!

T.W. Anderson
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 261 KB
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
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
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
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
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
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
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
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
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
english, 2010
24

Editorial Board

Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 107 KB
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
english, 2010