Volume 185; Issue 1

Main
Journal of Econometrics
Volume 185; Issue 1

Journal of Econometrics

Volume 185; Issue 1

1

Analysis of the bias of Matching and Difference-in-Difference under alternative earnings and selection processes

Chabé-Ferret, Sylvain

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 686 KB

english, 2015

2

A test for second order stationarity of a multivariate time series

Jentsch, Carsten, Subba Rao, Suhasini

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 877 KB

english, 2015

3

Nonparametric estimation and inference on conditional quantile processes

Qu, Zhongjun, Yoon, Jungmo

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 692 KB

english, 2015

4

Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion

Kaplan, David M.

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 616 KB

english, 2015

5

Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 608 KB

english, 2015

6

Estimation of marginal effects in semiparametric selection models with binary outcomes

Klein, Roger, Shen, Chan, Vella, Francis

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 1.28 MB

english, 2015

7

LM tests of spatial dependence based on bootstrap critical values

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 648 KB

english, 2015

8

Estimation of affine term structure models with spanned or unspanned stochastic volatility

Creal, Drew D., Wu, Jing Cynthia

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 858 KB

english, 2015

9

Nonlinear regressions with nonstationary time series

Chan, Nigel, Wang, Qiying

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 1.45 MB

english, 2015

10

QML estimation of dynamic panel data models with spatial errors

Su, Liangjun, Yang, Zhenlin

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 743 KB

english, 2015

11

Asymptotic theory for differentiated products demand models with many markets

Freyberger, Joachim

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 532 KB

english, 2015

12

Modeling and testing smooth structural changes with endogenous regressors

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 612 KB

english, 2015

13

Estimating dynamic equilibrium models with stochastic volatility

Fernández-Villaverde, Jesús, Guerrón-Quintana, Pablo, Rubio-Ramírez, Juan F.

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 737 KB

english, 2015

14

High dimensional generalized empirical likelihood for moment restrictions with dependent data

Chang, Jinyuan, Chen, Song Xi, Chen, Xiaohong

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 611 KB

english, 2015

15

Specification tests for partially identified models defined by moment inequalities

Bugni, Federico A., Canay, Ivan A., Shi, Xiaoxia

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 636 KB

english, 2015

16

Editorial Board

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 100 KB

english, 2015