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Volume 186; Issue 2

Journal of Econometrics

Volume 186; Issue 2
1

Risks of large portfolios

Fan, Jianqing, Liao, Yuan, Shi, Xiaofeng
Journal:
Journal of Econometrics
Année:
2015
Langue:
english
Fichier:
PDF, 738 KB
english, 2015
2

The three-pass regression filter: A new approach to forecasting using many predictors

Kelly, Bryan, Pruitt, Seth
Journal:
Journal of Econometrics
Année:
2015
Langue:
english
Fichier:
PDF, 682 KB
english, 2015
4

High dimensional problems in econometrics

Carrasco, Marine, Chernozhukov, Victor, Gonçalves, Silvia, Renault, Eric
Journal:
Journal of Econometrics
Année:
2015
Langue:
english
Fichier:
PDF, 314 KB
english, 2015
7

Regularized LIML for many instruments

Carrasco, Marine, Tchuente, Guy
Journal:
Journal of Econometrics
Année:
2015
Langue:
english
Fichier:
PDF, 525 KB
english, 2015
8

Select the valid and relevant moments: An information-based LASSO for GMM with many moments

Cheng, Xu, Liao, Zhipeng
Journal:
Journal of Econometrics
Année:
2015
Langue:
english
Fichier:
PDF, 595 KB
english, 2015
9

Instrumental variable estimation in functional linear models

Florens, Jean-Pierre, Van Bellegem, Sébastien
Journal:
Journal of Econometrics
Année:
2015
Langue:
english
Fichier:
PDF, 2.92 MB
english, 2015
10

Oracle inequalities for high dimensional vector autoregressions

Kock, Anders Bredahl, Callot, Laurent
Journal:
Journal of Econometrics
Année:
2015
Langue:
english
Fichier:
PDF, 617 KB
english, 2015
11

Forecasting with factor-augmented regression: A frequentist model averaging approach

Cheng, Xu, Hansen, Bruce E.
Journal:
Journal of Econometrics
Année:
2015
Langue:
english
Fichier:
PDF, 603 KB
english, 2015
12

Asymptotic analysis of the squared estimation error in misspecified factor models

Onatski, Alexei
Journal:
Journal of Econometrics
Année:
2015
Langue:
english
Fichier:
PDF, 1.25 MB
english, 2015
13

Editorial Board

Journal:
Journal of Econometrics
Année:
2015
Langue:
english
Fichier:
PDF, 100 KB
english, 2015