Volume 158; Issue 2

Journal of Econometrics

Volume 158; Issue 2
1

Applications of subsampling, hybrid, and size-correction methods

Donald W.K. Andrews, Patrik Guggenberger
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 795 KB
english, 2010
2

Understanding aggregate crime regressions

Steven N. Durlauf, Salvador Navarro, David A. Rivers
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 439 KB
english, 2010
3

Regression models with mixed sampling frequencies

Elena Andreou, Eric Ghysels, Andros Kourtellos
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 1.87 MB
english, 2010
4

Testing the correlated random coefficient model

James J. Heckman, Daniel Schmierer, Sergio Urzua
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 2.70 MB
english, 2010
5

A low-dimension portmanteau test for non-linearity

Jennifer L. Castle, David F. Hendry
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 1.12 MB
english, 2010
6

Some identification problems in the cointegrated vector autoregressive model

Søren Johansen
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 481 KB
english, 2010
7

The Bierens test for certain nonstationary models

Ioannis Kasparis
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 488 KB
english, 2010
8

Smoothing local-to-moderate unit root theory

Peter C.B. Phillips, Tassos Magdalinos, Liudas Giraitis
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 334 KB
english, 2010
9

Bootstrapping I(1) data

Peter C.B. Phillips
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 289 KB
english, 2010
11

Editorial introduction

Steven Durlauf, Aris Spanos
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 198 KB
english, 2010
12

Editorial Board

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