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
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
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
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
english, 2015
5

Model selection tests for moment inequality models

Shi, Xiaoxia
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 547 KB
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
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
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
english, 2015
14

Learning, confidence, and option prices

Shaliastovich, Ivan
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 1.22 MB
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
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
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
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
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
english, 2015
24

Editorial Board

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