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Volume 162; Issue 2

Journal of Econometrics

Volume 162; Issue 2
2

Estimating features of a distribution from binomial data

Arthur Lewbel, Daniel McFadden, Oliver Linton
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 510 KB
english, 2011
3

A martingale approach for testing diffusion models based on infinitesimal operator

Zhaogang Song
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 515 KB
english, 2011
4

A bootstrap-assisted spectral test of white noise under unknown dependence

Xiaofeng Shao
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 330 KB
english, 2011
5

Nonparametric model validations for hidden Markov models with applications in financial econometrics

Zhibiao Zhao
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 407 KB
english, 2011
6

Estimation of fractional integration under temporal aggregation

Uwe Hassler
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 306 KB
english, 2011
7

Fourth order pseudo maximum likelihood methods

Alberto Holly, Alain Monfort, Michael Rockinger
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 423 KB
english, 2011
8

Estimating structural changes in regression quantiles

Tatsushi Oka, Zhongjun Qu
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 744 KB
english, 2011
9

A new class of asymptotically efficient estimators for moment condition models

Yanqin Fan, Matthew Gentry, Tong Li
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 330 KB
english, 2011
10

Generalized runs tests for the IID hypothesis

Jin Seo Cho, Halbert White
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 480 KB
english, 2011
11

Modeling frailty-correlated defaults using many macroeconomic covariates

Siem Jan Koopman, André Lucas, Bernd Schwaab
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 798 KB
english, 2011
12

Integrated variance forecasting: Model based vs. reduced form

Natalia Sizova
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 933 KB
english, 2011
15

Bayesian estimation of an extended local scale stochastic volatility model

Philippe J. Deschamps
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 1.75 MB
english, 2011
16

Stick-breaking autoregressive processes

J.E. Griffin, M.F.J. Steel
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 704 KB
english, 2011
17

Editorial Board

Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 99 KB
english, 2011