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Volume 197; Issue 2

Journal of Econometrics

Volume 197; Issue 2
1

Testing identifying assumptions in nonseparable panel data models

Ghanem, Dalia
Journal:
Journal of Econometrics
Année:
2017
Langue:
english
Fichier:
PDF, 489 KB
english, 2017
3

Bayesian mode regression using mixtures of triangular densities

Ho, Chi-san, Damien, Paul, Walker, Stephen
Journal:
Journal of Econometrics
Année:
2017
Langue:
english
Fichier:
PDF, 641 KB
english, 2017
4

Fitting a two phase threshold multiplicative error model

Perera, Indeewara, Koul, Hira L.
Journal:
Journal of Econometrics
Année:
2017
Langue:
english
Fichier:
PDF, 668 KB
english, 2017
5

Inference from high-frequency data: A subsampling approach

Christensen, K., Podolskij, M., Thamrongrat, N., Veliyev, B.
Journal:
Journal of Econometrics
Année:
2017
Langue:
english
Fichier:
PDF, 1.23 MB
english, 2017
7

Testing for non-correlation between price and volatility jumps

Jacod, Jean, Klüppelberg, Claudia, Müller, Gernot
Journal:
Journal of Econometrics
Année:
2017
Langue:
english
Fichier:
PDF, 1.12 MB
english, 2017
8

Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models

Yang, Yaxing, Ling, Shiqing
Journal:
Journal of Econometrics
Année:
2017
Langue:
english
Fichier:
PDF, 512 KB
english, 2017
9

Spatial dynamic panel data models with interactive fixed effects

Shi, Wei, Lee, Lung-fei
Journal:
Journal of Econometrics
Année:
2017
Langue:
english
Fichier:
PDF, 1.08 MB
english, 2017
11

Editorial Board

Journal:
Journal of Econometrics
Année:
2017
Langue:
english
Fichier:
PDF, 97 KB
english, 2017