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Content
February 2011, Volume 160, Issue 2
- 289-299 The Hausman test and weak instruments
by Hahn, Jinyong & Ham, John C. & Moon, Hyungsik Roger
- 300-310 Robust tests for heteroskedasticity in the one-way error components model
by Montes-Rojas, Gabriel & Sosa-Escudero, Walter
- 311-325 Multivariate contemporaneous-threshold autoregressive models
by Dueker, Michael J. & Psaradakis, Zacharias & Sola, Martin & Spagnolo, Fabio
- 326-348 Panels with non-stationary multifactor error structures
by Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T.
- 349-371 Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
by Kim, Min Seong & Sun, Yixiao
January 2011, Volume 160, Issue 1
- 1-1 Realized Volatility
by Meddahi, Nour & Mykland, Per & Shephard, Neil
- 2-11 Estimating quadratic variation when quoted prices change by a constant increment
by Large, Jeremy
- 12-21 Econometric analysis of jump-driven stochastic volatility models
by Todorov, Viktor
- 22-32 Estimation of objective and risk-neutral distributions based on moments of integrated volatility
by Garcia, René & Lewis, Marc-André & Pastorello, Sergio & Renault, Éric
- 33-47 Estimating covariation: Epps effect, microstructure noise
by Zhang, Lan
- 48-57 The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
by Busch, Thomas & Christensen, Bent Jesper & Nielsen, Morten Ørregaard
- 58-68 Covariance measurement in the presence of non-synchronous trading and market microstructure noise
by Griffin, Jim E. & Oomen, Roel C.A.
- 69-76 Do high-frequency measures of volatility improve forecasts of return distributions?
by Maheu, John M. & McCurdy, Thomas H.
- 77-92 Threshold estimation of Markov models with jumps and interest rate modeling
by Mancini, Cecilia & Renò, Roberto
- 93-101 Forecasting multivariate realized stock market volatility
by Bauer, Gregory H. & Vorkink, Keith
- 102-118 Realized jumps on financial markets and predicting credit spreads
by Tauchen, George & Zhou, Hao
- 119-128 High-frequency returns, jumps and the mixture of normals hypothesis
by Fleming, Jeff & Paye, Bradley S.
- 129-144 Box-Cox transforms for realized volatility
by Gonçalves, Sílvia & Meddahi, Nour
- 145-159 Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
by Bandi, Federico M. & Russell, Jeffrey R.
- 160-175 Ultra high frequency volatility estimation with dependent microstructure noise
by Aït-Sahalia, Yacine & Mykland, Per A. & Zhang, Lan
- 176-189 A reduced form framework for modeling volatility of speculative prices based on realized variation measures
by Andersen, Torben G. & Bollerslev, Tim & Huang, Xin
- 190-203 Edgeworth expansions for realized volatility and related estimators
by Zhang, Lan & Mykland, Per A. & Aït-Sahalia, Yacine
- 204-219 Subsampling realised kernels
by Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil
- 220-234 Realized volatility forecasting and market microstructure noise
by Andersen, Torben G. & Bollerslev, Tim & Meddahi, Nour
- 235-245 Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
by Bollerslev, Tim & Gibson, Michael & Zhou, Hao
- 246-256 Volatility forecast comparison using imperfect volatility proxies
by Patton, Andrew J.
- 257-271 Volatility forecasting and microstructure noise
by Ghysels, Eric & Sinko, Arthur
- 272-279 Causality effects in return volatility measures with random times
by Renault, Eric & Werker, Bas J.M.
- 280-287 Variance dynamics: Joint evidence from options and high-frequency returns
by Wu, Liuren
December 2010, Volume 159, Issue 2
- 252-266 Characterization of the asymptotic distribution of semiparametric M-estimators
by Ichimura, Hidehiko & Lee, Sokbae
- 267-275 Semiparametric bounds on treatment effects
by Chiburis, Richard C.
- 276-288 Threshold bipower variation and the impact of jumps on volatility forecasting
by Corsi, Fulvio & Pirino, Davide & Renò, Roberto
- 289-302 Dominating estimators for minimum-variance portfolios
by Frahm, Gabriel & Memmel, Christoph
- 303-319 An efficient GMM estimator of spatial autoregressive models
by Liu, Xiaodong & Lee, Lung-fei & Bollinger, Christopher R.
- 320-330 A primal Divisia technical change index based on the output distance function
by Feng, Guohua & Serletis, Apostolos
November 2010, Volume 159, Issue 1
- 1-13 The (mis)specification of discrete duration models with unobserved heterogeneity: A Monte Carlo study
by Nicoletti, Cheti & Rondinelli, Concetta
- 14-32 Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors
by Blazsek, Szabolcs & Escribano, Alvaro
- 33-45 A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
by Zellner, Arnold & Ando, Tomohiro
- 46-54 A consistent nonparametric test of affiliation in auction models
by Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan
- 55-73 Efficient estimation of a multivariate multiplicative volatility model
by Hafner, Christian M. & Linton, Oliver
- 74-98 Realised quantile-based estimation of the integrated variance
by Christensen, Kim & Oomen, Roel & Podolskij, Mark
- 99-115 GMM estimation of social interaction models with centrality
by Liu, Xiaodong & Lee, Lung-fei
- 116-133 Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
by Christensen, Kim & Kinnebrock, Silja & Podolskij, Mark
- 134-150 A flexible approach to parametric inference in nonlinear and time varying time series models
by Koop, Gary & Potter, Simon
- 151-165 Inconsistency of the MLE and inference based on weighted LS for LARCH models
by Francq, Christian & Zakoïan, Jean-Michel
- 166-182 No-arbitrage macroeconomic determinants of the yield curve
by Bikbov, Ruslan & Chernov, Mikhail
- 183-201 Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
by Zhou, Yong & Wan, Alan T.K. & Xie, Shangyu & Wang, Xiaojing
- 202-208 The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results
by Hayakawa, Kazuhiko
- 209-221 Specification tests of parametric dynamic conditional quantiles
by Escanciano, Juan Carlos & Velasco, Carlos
- 222-234 Root-N-consistent estimation of fixed-effect panel data transformation models with censoring
by Chen, Songnian
- 235-250 Quasi-maximum likelihood estimation of volatility with high frequency data
by Xiu, Dacheng
October 2010, Volume 158, Issue 2
- 175-176 Editorial introduction
by Durlauf, Steven & Spanos, Aris
- 177-203 Testing the correlated random coefficient model
by Heckman, James J. & Schmierer, Daniel & Urzua, Sergio
- 204-220 Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification
by Spanos, Aris
- 221-230 The Bierens test for certain nonstationary models
by Kasparis, Ioannis
- 231-245 A low-dimension portmanteau test for non-linearity
by Castle, Jennifer L. & Hendry, David F.
- 246-261 Regression models with mixed sampling frequencies
by Andreou, Elena & Ghysels, Eric & Kourtellos, Andros
- 262-273 Some identification problems in the cointegrated vector autoregressive model
by Johansen, Søren
- 274-279 Smoothing local-to-moderate unit root theory
by Phillips, Peter C.B. & Magdalinos, Tassos & Giraitis, Liudas
- 280-284 Bootstrapping I(1) data
by Phillips, Peter C.B.
- 285-305 Applications of subsampling, hybrid, and size-correction methods
by Andrews, Donald W.K. & Guggenberger, Patrik
- 306-317 Understanding aggregate crime regressions
by Durlauf, Steven N. & Navarro, Salvador & Rivers, David A.
September 2010, Volume 158, Issue 1
- 1-2 Twenty years of cointegration
by Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick
- 3-6 Some thoughts on the development of cointegration
by Granger, Clive W.J.
- 7-24 Testing for co-integration in vector autoregressions with non-stationary volatility
by Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert
- 25-36 Forecasting with equilibrium-correction models during structural breaks
by Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F.
- 37-50 Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables
by Georgiev, Iliyan
- 51-66 Likelihood inference for a nonstationary fractional autoregressive model
by Johansen, Søren & Nielsen, Morten Ørregaard
- 67-77 Likelihood based testing for no fractional cointegration
by Lasak, Katarzyna
- 78-94 Likelihood-based inference for cointegration with nonlinear error-correction
by Kristensen, Dennis & Rahbek, Anders
- 95-107 Modelling and measuring price discovery in commodity markets
by Figuerola-Ferretti, Isabel & Gonzalo, Jesús
- 108-116 Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
by Jacobs, Jan P.A.M. & Wallis, Kenneth F.
- 117-129 Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate
by Johansen, Søren & Juselius, Katarina & Frydman, Roman & Goldberg, Michael
- 130-141 Speed of adjustment in cointegrated systems
by Fanelli, Luca & Paruolo, Paolo
- 142-155 Averaging estimators for autoregressions with a near unit root
by Hansen, Bruce E.
- 156-159 Cointegration in a historical perspective
by Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick
- 160-173 A spatio-temporal model of house prices in the USA
by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi
August 2010, Volume 157, Issue 2
- 191-204 On the asymptotic optimality of the LIML estimator with possibly many instruments
by Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi
- 205-219 Econometric modeling of technical change
by Jin, Hui & Jorgenson, Dale W.
- 220-235 Jumps and betas: A new framework for disentangling and estimating systematic risks
by Todorov, Viktor & Bollerslev, Tim
- 236-247 Robust confidence sets in the presence of weak instruments
by Mikusheva, Anna
- 248-256 On Bahadur efficiency of empirical likelihood
by Otsu, Taisuke
- 257-271 Nonparametric estimation for a class of Lévy processes
by Chen, Song X. & Delaigle, Aurore & Hall, Peter
- 272-285 Efficient estimation in dynamic conditional quantile models
by Komunjer, Ivana & Vuong, Quang
- 286-296 Estimating fixed-effect panel stochastic frontier models by model transformation
by Wang, Hung-Jen & Ho, Chia-Wen
- 297-305 A generalized asymmetric Student-t distribution with application to financial econometrics
by Zhu, Dongming & Galbraith, John W.
- 306-316 Bayesian semiparametric stochastic volatility modeling
by Jensen, Mark J. & Maheu, John M.
- 317-327 Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
by Bolduc, Denis & Khalaf, Lynda & Yélou, Clément
- 328-341 Estimating first-price auctions with an unknown number of bidders: A misclassification approach
by An, Yonghong & Hu, Yingyao & Shum, Matthew
- 342-358 Robust methods for detecting multiple level breaks in autocorrelated time series
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 359-361 The LIML estimator has finite moments!
by Anderson, T.W.
- 362-374 Nonparametric least squares estimation in derivative families
by Hall, Peter & Yatchew, Adonis
- 375-380 Estimating panel data models in the presence of endogeneity and selection
by Semykina, Anastasia & Wooldridge, Jeffrey M.
- 381-395 Bayesian non-parametric signal extraction for Gaussian time series
by Macaro, Christian
- 396-408 Robust penalized quantile regression estimation for panel data
by Lamarche, Carlos
- 409-431 Semiparametric estimation of a simultaneous game with incomplete information
by Aradillas-Lopez, Andres
- 432-440 Structural measurement errors in nonseparable models
by Hoderlein, Stefan & Winter, Joachim
- 441-457 Non-negativity conditions for the hyperbolic GARCH model
by Conrad, Christian
- 458-480 Testing for unobserved heterogeneity in exponential and Weibull duration models
by Cho, Jin Seo & White, Halbert
- 481-491 Intelligible factors for the yield curve
by Lengwiler, Yvan & Lenz, Carlos
- 492-511 Semiparametric inference in multivariate fractionally cointegrated systems
by Hualde, J. & Robinson, P.M.
July 2010, Volume 157, Issue 1
- 3-5 Annals Journal of Econometrics: Nonlinear and Nonparametric Methods in Econometrics
by Chen, Songnian & Li, Qi
- 6-17 Efficient estimation of the semiparametric spatial autoregressive model
by Robinson, P.M.
- 18-33 Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
by Su, Liangjun & Jin, Sainan
- 34-52 GMM estimation of spatial autoregressive models with unknown heteroskedasticity
by Lin, Xu & Lee, Lung-fei
- 53-67 Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
by Kelejian, Harry H. & Prucha, Ingmar R.
- 68-77 Indirect inference for dynamic panel models
by Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun
- 78-92 Common breaks in means and variances for panel data
by Bai, Jushan
- 93-100 An alternative root-n consistent estimator for panel data binary choice models
by Ai, Chunrong & Gan, Li
- 101-109 A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
by Wang, Shaoping & Wang, Peng & Yang, Jisheng & Li, Zinai
- 110-119 The construction of empirical credit scoring rules based on maximization principles
by Lieli, Robert P. & White, Halbert
- 120-128 Indirect inference in structural econometric models
by Li, Tong
- 129-142 Estimation and model selection of semiparametric multivariate survival functions under general censorship
by Chen, Xiaohong & Fan, Yanqin & Pouzo, Demian & Ying, Zhiliang
- 143-150 Semiparametric and nonparametric estimation of sample selection models under symmetry
by Chen, Songnian & Zhou, Yahong
- 151-164 Nonparametric transfer function models
by Liu, Jun M. & Chen, Rong & Yao, Qiwei
- 165-178 A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving
by Park, Joon Y. & Shin, Kwanho & Whang, Yoon-Jae
- 179-190 Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
by Li, Dong & Li, Qi
June 2010, Volume 156, Issue 2
- 239-259 Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
by Kristensen, Dennis
- 260-276 Accounting for heterogeneous returns in sequential schooling decisions
by Zamarro, Gema
- 277-283 Least squares model averaging by Mallows criterion
by Wan, Alan T.K. & Zhang, Xinyu & Zou, Guohua
- 284-303 Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
by Canay, Ivan A.
- 304-321 Dynamics of fiscal financing in the United States
by Leeper, Eric M. & Plante, Michael & Traum, Nora
- 322-336 Additive cubic spline regression with Dirichlet process mixture errors
by Chib, Siddhartha & Greenberg, Edward
- 337-343 The impact of a Hausman pretest on the size of a hypothesis test: The panel data case
by Guggenberger, Patrik
- 344-353 Axiomatic properties of geo-logarithmic price indices
by Fattore, Marco
- 354-366 Exponential Series Estimator of multivariate densities
by Wu, Ximing
- 367-376 Efficient estimation of probit models with correlated errors
by Liesenfeld, Roman & Richard, Jean-François
- 377-391 Testing single-index restrictions with a focus on average derivatives
by Escanciano, Juan Carlos & Song, Kyungchul
- 392-407 Identification and nonparametric estimation of a transformed additively separable model
by Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver
- 408-425 EL inference for partially identified models: Large deviations optimality and bootstrap validity
by Canay, Ivan A.
May 2010, Volume 156, Issue 1
- 1-2 Structural models of optimization behavior in labor, aging and health
by Gilleskie, Donna B. & Khwaja, Ahmed
- 3-20 Structural vs. atheoretic approaches to econometrics
by Keane, Michael P.
- 21-24 Comments on: "Structural vs. atheoretic approaches to econometrics" by Michael Keane
by Rust, John
- 25-26 Comments on: Michael P. Keane 'Structural vs. atheoretic approaches to econometrics'
by Blundell, Richard
- 27-37 Comparing IV with structural models: What simple IV can and cannot identify
by Heckman, James J. & Urzúa, Sergio
- 38-67 Dynamic discrete choice structural models: A survey
by Aguirregabiria, Victor & Mira, Pedro
- 68-85 Accounting for wage and employment changes in the US from 1968-2000: A dynamic model of labor market equilibrium
by Lee, Donghoon & Wolpin, Kenneth I.
- 86-105 Estimating the return to training and occupational experience: The case of female immigrants
by Cohen-Goldner, Sarit & Eckstein, Zvi
- 106-129 Health, economic resources and the work decisions of older men
by Bound, John & Stinebrickner, Todd & Waidmann, Timothy
- 130-147 Estimating willingness to pay for medicare using a dynamic life-cycle model of demand for health insurance
by Khwaja, Ahmed
- 148-163 Work absences and doctor visits during an illness episode: The differential role of preferences, production, and policies among men and women
by Gilleskie, Donna
- 164-189 Quasi-structural estimation of a model of childcare choices and child cognitive ability production
by Bernal, Raquel & Keane, Michael P.
- 190-200 Prejudice and gender differentials in the US labor market in the last twenty years
by Flabbi, Luca
- 201-211 Explaining cross-racial differences in teenage labor force participation: Results from a two-sided matching model
by Ahn, Tom & Arcidiacono, Peter & Murphy, Alvin & Swinton, Omari
- 212-228 Maternal employment, migration, and child development
by Liu, Haiyong & Mroz, Thomas A. & van der Klaauw, Wilbert
- 229-238 Wages, welfare benefits and migration
by Kennan, John & Walker, James R.
April 2010, Volume 155, Issue 2
- 99-116 Heterogeneous treatment effects: Instrumental variables without monotonicity?
by Klein, Tobias J.
- 117-127 The dynamic invariant multinomial probit model: Identification, pretesting and estimation
by Liesenfeld, Roman & Richard, Jean-François
- 128-137 Distribution-free tests for time series models specification
by Delgado, Miguel A. & Velasco, Carlos
- 138-154 Efficient semiparametric estimation of multi-valued treatment effects under ignorability
by Cattaneo, Matias D.
- 155-169 Nonlinearity and temporal dependence
by Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine
- 170-187 Nonparametric cointegration analysis of fractional systems with unknown integration orders
by Nielsen, Morten Ørregaard
- 188-194 A likelihood ratio test for stationarity of rating transitions
by Weißbach, Rafael & Walter, Ronja
March 2010, Volume 155, Issue 1
- 1-18 Micro versus macro cointegration in heterogeneous panels
by Trapani, Lorenzo & Urga, Giovanni
- 19-38 Tailored randomized block MCMC methods with application to DSGE models
by Chib, Siddhartha & Ramamurthy, Srikanth
- 39-55 Estimating a tournament model of intra-firm wage differentials
by Chen, Jiawei & Shum, Matthew
- 56-70 Nonparametric estimation of distributional policy effects
by Rothe, Christoph
- 71-82 Density estimation for nonlinear parametric models with conditional heteroscedasticity
by Zhao, Zhibiao
- 83-89 Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory
by Miller, J. Isaac & Park, Joon Y.
- 90-98 An integrated maximum score estimator for a generalized censored quantile regression model
by Chen, Songnian
February 2010, Volume 154, Issue 2
- 101-121 On the distribution of the sample autocorrelation coefficients
by Kan, Raymond & Wang, Xiaolu
- 122-124 Testing for heteroskedasticity and serial correlation in a random effects panel data model
by Baltagi, Badi H. & Jung, Byoung Cheol & Song, Seuck Heun
- 125-138 Activity signature functions for high-frequency data analysis
by Todorov, Viktor & Tauchen, George
- 139-153 A comparison of two model averaging techniques with an application to growth empirics
by Magnus, Jan R. & Powell, Owen & Prüfer, Patricia
- 154-164 Estimating a class of triangular simultaneous equations models without exclusion restrictions
by Klein, Roger & Vella, Francis
- 165-185 Estimation of spatial autoregressive panel data models with fixed effects
by Lee, Lung-fei & Yu, Jihai
- 186-202 An improved bootstrap test of stochastic dominance
by Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae
January 2010, Volume 154, Issue 1
- 1-15 A new instrumental method for dealing with endogenous selection
by d'Haultfoeuille, Xavier
- 16-34 A comparison of mean-variance efficiency tests
by Amengual, Dante & Sentana, Enrique
- 35-41 A note on Phillips (1991): "A constrained maximum likelihood approach to estimating switching regressions"
by Xu, Jianjun & Tan, Xianming & Zhang, Runchu
- 42-58 Short and long run causality measures: Theory and inference
by Dufour, Jean-Marie & Taamouti, Abderrahim
- 59-73 Adaptive estimation of the dynamics of a discrete time stochastic volatility model
by Comte, F. & Lacour, C. & Rozenholc, Y.
- 74-84 Testing semiparametric conditional moment restrictions using conditional martingale transforms
by Song, Kyungchul
- 85-100 Stochastic model specification search for Gaussian and partial non-Gaussian state space models
by Frühwirth-Schnatter, Sylvia & Wagner, Helga
December 2009, Volume 153, Issue 2
- 105-121 Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
by Mencía, Javier & Sentana, Enrique
- 122-132 Sequential conditional correlations: Inference and evaluation
by Palandri, Alessandro
- 133-135 On the effect of mean-nonstationarity in dynamic panel data models
by Hayakawa, Kazuhiko
- 136-154 Estimation with overidentifying inequality moment conditions
by Moon, Hyungsik Roger & Schorfheide, Frank
- 155-173 Regression density estimation using smooth adaptive Gaussian mixtures
by Villani, Mattias & Kohn, Robert & Giordani, Paolo
- 174-182 The effect of microaggregation by individual ranking on the estimation of moments
by Schmid, Matthias & Schneeweiss, Hans
- 183-195 Learning in a multilateral bargaining experiment
by Fréchette, Guillaume R.
- 196-210 Structural estimation of jump-diffusion processes in macroeconomics
by Posch, Olaf
November 2009, Volume 153, Issue 1
- 1-20 The dynamic effects of an earnings subsidy for long-term welfare recipients: Evidence from the self sufficiency project applicant experiment
by Card, David & Hyslop, Dean R.
- 21-32 A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
by Zhang, Xibin & Brooks, Robert D. & King, Maxwell L.
- 33-50 Testing and imposing Slutsky symmetry in nonparametric demand systems
by Haag, Berthold R. & Hoderlein, Stefan & Pendakur, Krishna
- 51-64 Semiparametric estimation of binary response models with endogenous regressors
by Rothe, Christoph
- 65-82 Empirical likelihood-based inference for nonparametric recurrent diffusions
by Xu, Ke-Li
- 83-92 Nonparametric inference of discretely sampled stable Lévy processes
by Zhao, Zhibiao & Wu, Wei Biao
- 93-104 Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas
by Prokhorov, Artem & Schmidt, Peter
October 2009, Volume 152, Issue 2
- 79-80 Nonparametric and robust methods in econometrics
by Lima, Luiz Renato & Moreira, Marcelo & Porter, Jack & Xiao, Zhijie
- 81-92 Functional-coefficient cointegration models
by Xiao, Zhijie
- 93-103 Finite sample inference for quantile regression models
by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael
- 104-119 Inference on endogenously censored regression models using conditional moment inequalities
by Khan, Shakeeb & Tamer, Elie
- 120-130 Parametric links for binary choice models: A Fisherian-Bayesian colloquy
by Koenker, Roger & Yoon, Jungmo
- 131-140 Tests with correct size when instruments can be arbitrarily weak
by Moreira, Marcelo J.
- 141-152 Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
by Horowitz, Joel L. & Lee, Sokbae
- 153-164 A panel data approach to economic forecasting: The bias-corrected average forecast
by Issler, João Victor & Lima, Luiz Renato
- 165-178 Unit root quantile autoregression testing using covariates
by Galvao Jr., Antonio F.
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