Volume 185; Issue 2

Journal of Econometrics

Volume 185; Issue 2
1

The effect of recursive detrending on panel unit root tests

Westerlund, Joakim
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 430 KB
english, 2015
3

Residual-based rank specification tests for AR–GARCH type models

Andreou, Elena, Werker, Bas J.M.
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 554 KB
english, 2015
4

IV estimation of panels with factor residuals

Robertson, Donald, Sarafidis, Vasilis
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 536 KB
english, 2015
6

Jackknife instrumental variable estimation with heteroskedasticity

Bekker, Paul A., Crudu, Federico
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 1.88 MB
english, 2015
7

Cross-sectional averages versus principal components

Westerlund, Joakim, Urbain, Jean-Pierre
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 396 KB
english, 2015
8

Through the looking glass: Indirect inference via simple equilibria

Calvet, Laurent E., Czellar, Veronika
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 708 KB
english, 2015
9

Bayesian regression with nonparametric heteroskedasticity

Norets, Andriy
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 480 KB
english, 2015
10

Asymptotics for nonparametric and semiparametric fixed effects panel models

Li, Cong, Liang, Zhongwen
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 500 KB
english, 2015
11

Infinite order cross-validated local polynomial regression

Hall, Peter G., Racine, Jeffrey S.
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 1013 KB
english, 2015
12

Nonparametric predictive regression

Kasparis, Ioannis, Andreou, Elena, Phillips, Peter C.B.
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 1.73 MB
english, 2015
14

The power of PANIC

Westerlund, Joakim
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 484 KB
english, 2015
15

Closed-form estimation of nonparametric models with non-classical measurement errors

Hu, Yingyao, Sasaki, Yuya
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 1.57 MB
english, 2015
17

Editorial Board

Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 100 KB
english, 2015