Volume 172; Issue 1

Journal of Econometrics

Volume 172; Issue 1
2

Local Gaussian correlation: A new measure of dependence

Dag Tjøstheim, Karl Ove Hufthammer
Journal:
Journal of Econometrics
Year:
2013
Language:
english
File:
PDF, 789 KB
english, 2013
4

Bootstrapping realized multivariate volatility measures

Prosper Dovonon, Sílvia Gonçalves, Nour Meddahi
Journal:
Journal of Econometrics
Year:
2013
Language:
english
File:
PDF, 427 KB
english, 2013
5

Partial maximum likelihood estimation of spatial probit models

Honglin Wang, Emma M. Iglesias, Jeffrey M. Wooldridge
Journal:
Journal of Econometrics
Year:
2013
Language:
english
File:
PDF, 322 KB
english, 2013
6

Testing functional inequalities

Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
Journal:
Journal of Econometrics
Year:
2013
Language:
english
File:
PDF, 605 KB
english, 2013
7

Rank tests for short memory stationarity

Matteo M. Pelagatti, Pranab K. Sen
Journal:
Journal of Econometrics
Year:
2013
Language:
english
File:
PDF, 484 KB
english, 2013
8

A zero inefficiency stochastic frontier model

Subal C. Kumbhakar, Christopher F. Parmeter, Efthymios G. Tsionas
Journal:
Journal of Econometrics
Year:
2013
Language:
english
File:
PDF, 391 KB
english, 2013
9

On bootstrapping panel factor series

Lorenzo Trapani
Journal:
Journal of Econometrics
Year:
2013
Language:
english
File:
PDF, 373 KB
english, 2013
11

Jackknife estimation of stationary autoregressive models

Marcus J. Chambers
Journal:
Journal of Econometrics
Year:
2013
Language:
english
File:
PDF, 329 KB
english, 2013
12

Estimation and inference in unstable nonlinear least squares models

Otilia Boldea, Alastair R. Hall
Journal:
Journal of Econometrics
Year:
2013
Language:
english
File:
PDF, 309 KB
english, 2013
13

Editorial Board

Journal:
Journal of Econometrics
Year:
2013
Language:
english
File:
PDF, 100 KB
english, 2013