Volume 189; Issue 2

Journal of Econometrics

Volume 189; Issue 2
1

LASSO estimation of threshold autoregressive models

Year:
2015
Language:
english
File:
PDF, 479 KB
english, 2015
3

Statistical inference for conditional quantiles in nonlinear time series models

Year:
2015
Language:
english
File:
PDF, 1003 KB
english, 2015
4

Quasi-likelihood estimation of a threshold diffusion process

Year:
2015
Language:
english
File:
PDF, 2.52 MB
english, 2015
5

Generalized ARMA models with martingale difference errors

Year:
2015
Language:
english
File:
PDF, 794 KB
english, 2015
6

Editorial Board

Year:
2015
Language:
english
File:
PDF, 100 KB
english, 2015