Volume 168; Issue 2

Journal of Econometrics

Volume 168; Issue 2
3

The HESSIAN method: Highly efficient simulation smoothing, in a nutshell

William J. McCausland
Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 408 KB
english, 2012
4

Testing for jumps in noisy high frequency data

Yacine Aït-Sahalia, Jean Jacod, Jia Li
Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 936 KB
english, 2012
6

Regularization of nonparametric frontier estimators

Abdelaati Daouia, Jean-Pierre Florens, Léopold Simar
Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 1.34 MB
english, 2012
9

Identification and estimation of Gaussian affine term structure models

James D. Hamilton, Jing Cynthia Wu
Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 344 KB
english, 2012
10

Well-posedness of measurement error models for self-reported data

Yonghong An, Yingyao Hu
Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 672 KB
english, 2012
11

Dynamic misspecification in nonparametric cointegrating regression

Ioannis Kasparis, Peter C.B. Phillips
Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 357 KB
english, 2012
12

Bayesian modeling of joint and conditional distributions

Andriy Norets, Justinas Pelenis
Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 931 KB
english, 2012
13

Semiparametric robust estimation of truncated and censored regression models

Pavel Čížek
Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 411 KB
english, 2012
14

Segmenting mean-nonstationary time series via trending regressions

Alexander Aue, Lajos Horváth, Marie Hušková
Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 871 KB
english, 2012
15

Quantile treatment effects in the regression discontinuity design

Brigham R. Frandsen, Markus Frölich, Blaise Melly
Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 491 KB
english, 2012
16

Jumps in equilibrium prices and market microstructure noise

Suzanne S. Lee, Per A. Mykland
Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 340 KB
english, 2012
17

Editorial Board

Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 99 KB
english, 2012
18

2011 Dennis J. Aigner Award

Journal:
Journal of Econometrics
Year:
2012
File:
PDF, 96 KB
2012
19

2011 Journal of Econometrics

Journal:
Journal of Econometrics
Year:
2012
File:
PDF, 96 KB
2012
20

List of the JE Fellows as of January 2011

Journal:
Journal of Econometrics
Year:
2012
Language:
english
File:
PDF, 160 KB
english, 2012