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Volume 187; Issue 1
Main
Journal of Econometrics
Volume 187; Issue 1
Journal of Econometrics
Volume 187; Issue 1
1
Cross-validation for selecting a model selection procedure
Zhang, Yongli
,
Yang, Yuhong
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 6.18 MB
Your tags:
english, 2015
2
A Quadratic Kalman Filter
Monfort, Alain
,
Renne, Jean-Paul
,
Roussellet, Guillaume
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 565 KB
Your tags:
english, 2015
3
K-state switching models with time-varying tran
Kaufmann, Sylvia
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 1.36 MB
Your tags:
english, 2015
4
IV, GMM or likelihood approach to estimate dynamic panel models when either
Hsiao, Cheng
,
Zhang, Junwei
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 425 KB
Your tags:
english, 2015
5
Model selection tests for moment inequality models
Shi, Xiaoxia
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 547 KB
Your tags:
english, 2015
6
VAR for VaR: Measuring tail dependence using multivariate regression quantiles
White, Halbert
,
Kim, Tae-Hwan
,
Manganelli, Simone
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 2.12 MB
Your tags:
english, 2015
7
Explicit form of approximate transition probability density functions of diffusion processes
Choi, Seungmoon
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 1.43 MB
Your tags:
english, 2015
8
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso
Caner, Mehmet
,
Fan, Qingliang
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 613 KB
Your tags:
english, 2015
9
Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies
Lee, Donghoon
,
Song, Kyungchul
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 1.00 MB
Your tags:
english, 2015
10
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
,
Jäschke, Stefan
,
Wied, Dominik
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 650 KB
Your tags:
english, 2015
11
A test of the null of integer integration against the alternative of fractional integration
Cho, Cheol-Keun
,
Amsler, Christine
,
Schmidt, Peter
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 516 KB
Your tags:
english, 2015
12
Sharp bounds on treatment effects in a binary triangular system
Mourifié, Ismael
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 593 KB
Your tags:
english, 2015
13
Testing linearity using power transforms of regressors
Baek, Yae In
,
Cho, Jin Seo
,
Phillips, Peter C.B.
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 490 KB
Your tags:
english, 2015
14
Learning, confidence, and option prices
Shaliastovich, Ivan
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 1.22 MB
Your tags:
english, 2015
15
A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke
,
Li, Wai Keung
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 585 KB
Your tags:
english, 2015
16
Semiparametric model building for regression models with time-varying parameters
Zhang, Ting
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 525 KB
Your tags:
english, 2015
17
A flexible semiparametric forecasting model for time series
Li, Degui
,
Linton, Oliver
,
Lu, Zudi
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 708 KB
Your tags:
english, 2015
18
Diagnostic analysis and computational strategies for estimating discrete time duration models—A Monte Carlo study
Li, Xianghong
,
Smith, Barry
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 614 KB
Your tags:
english, 2015
19
Non-nested testing of spatial correlation
Delgado, Miguel A.
,
Robinson, Peter M.
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 837 KB
Your tags:
english, 2015
20
Estimation in generalised varying-coefficient models with unspecified link functions
Zhang, Wenyang
,
Li, Degui
,
Xia, Yingcun
Journal:
Journal of Econometrics
Year:
2015
File:
PDF, 701 KB
Your tags:
2015
21
Estimation in generalised varying-coefficient models with unspecified link functions
Zhang, Wenyang
,
Li, Degui
,
Xia, Yingcun
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 701 KB
Your tags:
english, 2015
22
Classical Laplace estimation for n
Jun, Sung Jae
,
Pinkse, Joris
,
Wan, Yuanyuan
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 605 KB
Your tags:
english, 2015
23
Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
Liu, Lily Y.
,
Patton, Andrew J.
,
Sheppard, Kevin
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 1.52 MB
Your tags:
english, 2015
24
Editorial Board
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 100 KB
Your tags:
english, 2015
25
Nonparametric specification tests for stochastic volatility models based on volatility density
Zu, Yang
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 834 KB
Your tags:
english, 2015
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