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Content
2017, Volume 201, Issue 2
- 198-211 Bayesian estimation of state space models using moment conditions
by Gallant, A. Ronald & Giacomini, Raffaella & Ragusa, Giuseppe
- 212-227 Efficient two-step estimation via targeting
by Frazier, David T. & Renault, Eric
- 228-236 A discrete model for bootstrap iteration
by Davidson, Russell
- 237-248 Nonparametric estimation of non-exchangeable latent-variable models
by Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc
- 249-268 Rationalization and identification of binary games with correlated types
by Liu, Nianqing & Vuong, Quang & Xu, Haiqing
- 269-291 Functional linear regression with functional response
by Benatia, David & Carrasco, Marine & Florens, Jean-Pierre
- 292-306 Sufficient forecasting using factor models
by Fan, Jianqing & Xue, Lingzhou & Yao, Jiawei
- 307-321 Generalized dynamic factor models and volatilities: estimation and forecasting
by Barigozzi, Matteo & Hallin, Marc
- 322-332 Real-time forecast evaluation of DSGE models with stochastic volatility
by Diebold, Francis X. & Schorfheide, Frank & Shin, Minchul
- 333-347 Scenario generation for long run interest rate risk assessment
by Engle, Robert & Roussellet, Guillaume & Siriwardane, Emil
- 348-366 Staying at zero with affine processes: An application to term structure modelling
by Monfort, Alain & Pegoraro, Fulvio & Renne, Jean-Paul & Roussellet, Guillaume
- 367-383 Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows
by Darolles, Serge & Le Fol, Gaëlle & Mero, Gulten
- 384-399 Using principal component analysis to estimate a high dimensional factor model with high-frequency data
by Aït-Sahalia, Yacine & Xiu, Dacheng
- 400-416 Inference in continuous systems with mildly explosive regressors
by Chen, Ye & Phillips, Peter C.B. & Yu, Jun
- 417-432 Mixed-scale jump regressions with bootstrap inference
by Li, Jia & Todorov, Viktor & Tauchen, George & Chen, Rui
2017, Volume 201, Issue 1
- 1-18 Regression discontinuity with categorical outcomes
by Xu, Ke-Li
- 19-42 Econometric analysis of multivariate realised QML: Estimation of the covariation of equity prices under asynchronous trading
by Shephard, Neil & Xiu, Dacheng
- 43-71 Bootstrapping the GMM overidentification test under first-order underidentification
by Dovonon, Prosper & Gonçalves, Sílvia
- 72-94 Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach
by Racine, Jeffrey S. & Li, Kevin
- 95-107 Direct instrumental nonparametric estimation of inverse regression functions
by Krief, Jerome M.
- 108-126 Nonparametric estimation and inference under shape restrictions
by Horowitz, Joel L. & Lee, Sokbae
- 127-143 On high frequency estimation of the frictionless price: The use of observed liquidity variables
by Chaker, Selma
- 144-169 The triangular model with random coefficients
by Hoderlein, Stefan & Holzmann, Hajo & Meister, Alexander
2017, Volume 200, Issue 2
- 154-168 The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics
by Hu, Yingyao
- 169-180 Consistent estimation of linear panel data models with measurement error
by Meijer, Erik & Spierdijk, Laura & Wansbeek, Tom
- 181-193 Simulated minimum distance estimation of dynamic models with errors-in-variables
by Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena
- 194-206 Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models
by Garcia, Tanya P. & Ma, Yanyuan
- 207-222 Identification of additive and polynomial models of mismeasured regressors without instruments
by Ben-Moshe, Dan & D’Haultfœuille, Xavier & Lewbel, Arthur
- 223-237 Understanding the effect of measurement error on quantile regressions
by Chesher, Andrew
- 238-250 Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
by Hahn, Jinyong & Ridder, Geert
- 251-259 Many IVs estimation of dynamic panel regression models with measurement error
by Lee, Nayoung & Moon, Hyungsik Roger & Zhou, Qiankun
- 260-281 Regression discontinuity design with continuous measurement error in the running variable
by Davezies, Laurent & Le Barbanchon, Thomas
- 282-294 Bayesian moment-based inference in a regression model with misclassification error
by Bollinger, Christopher R. & van Hasselt, Martijn
- 295-311 Misclassification in binary choice models
by Meyer, Bruce D. & Mittag, Nikolas
- 312-325 Semiparametric identification of the bid–ask spread in extended Roll models
by Chen, Xiaohong & Linton, Oliver & Yi, Yanping
- 326-343 Identification of first-price auctions with non-equilibrium beliefs: A measurement error approach
by An, Yonghong
- 344-362 Counting rotten apples: Student achievement and score manipulation in Italian elementary Schools
by Battistin, Erich & De Nadai, Michele & Vuri, Daniela
- 363-377 Modeling heaped duration data: An application to neonatal mortality
by Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel
- 378-389 The precision of subjective data and the explanatory power of economic models
by Drerup, Tilman & Enke, Benjamin & von Gaudecker, Hans-Martin
2017, Volume 200, Issue 1
- 1-16 Tests of additional conditional moment restrictions
by Parente, Paulo M.D.C. & Smith, Richard J.
- 17-35 Bonferroni-based size-correction for nonstandard testing problems
by McCloskey, Adam
- 36-47 Adaptive estimation of continuous-time regression models using high-frequency data
by Li, Jia & Todorov, Viktor & Tauchen, George
- 48-58 Injectivity of a class of integral operators with compactly supported kernels
by Hu, Yingyao & Schennach, Susanne M. & Shiu, Ji-Liang
- 59-78 Inferences in panel data with interactive effects using large covariance matrices
by Bai, Jushan & Liao, Yuan
- 79-103 Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
by Chen, Richard Y. & Mykland, Per A.
- 104-117 Specification testing for nonlinear multivariate cointegrating regressions
by Dong, Chaohua & Gao, Jiti & Tjøstheim, Dag & Yin, Jiying
- 118-134 Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation
by Gourieroux, Christian & Jasiak, Joann
- 135-149 New goodness-of-fit diagnostics for conditional discrete response models
by Kheifets, Igor & Velasco, Carlos
2017, Volume 199, Issue 2
- 96-116 Structural inference from reduced forms with many instruments
by Phillips, Peter C.B. & Gao, Wayne Yuan
- 117-130 What can we learn about the racial gap in the presence of sample selection?
by Maasoumi, Esfandiar & Wang, Le
- 131-140 Endogenous environmental variables in stochastic frontier models
by Amsler, Christine & Prokhorov, Artem & Schmidt, Peter
- 141-155 Missing data, imputation, and endogeneity
by McDonough, Ian K. & Millimet, Daniel L.
- 156-172 Estimating labor force joiners and leavers using a heterogeneity augmented two-tier stochastic frontier
by Das, Tirthatanmoy & Polachek, Solomon W.
- 173-183 Inverting the indirect—The ellipse and the boomerang: Visualizing the confidence intervals of the structural coefficient from two-stage least squares
by Hirschberg, Joe & Lye, Jenny
- 184-201 Determinants of firm-level domestic sales and exports with spillovers: Evidence from China
by Baltagi, Badi H. & Egger, Peter H. & Kesina, Michaela
- 202-212 Realized stochastic volatility with general asymmetry and long memory
by Asai, Manabu & Chang, Chia-Lin & McAleer, Michael
- 213-220 Examples of L2-complete and boundedly-complete distributions
by Andrews, Donald W.K.
- 221-231 Maximum entropy estimation of income distributions from Basmann’s weighted geometric mean measure
by Ryu, Hang K. & Slottje, Daniel J.
2017, Volume 199, Issue 1
- 1-11 Long memory, fractional integration, and cross-sectional aggregation
by Haldrup, Niels & Vera Valdés, J. Eduardo
- 12-34 Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
by Malikov, Emir & Sun, Yiguo
- 35-48 Minimum distance from independence estimation of nonseparable instrumental variables models
by Torgovitsky, Alexander
- 49-62 A unifying theory of tests of rank
by Al-Sadoon, Majid M.
- 63-73 Identification in a generalization of bivariate probit models with dummy endogenous regressors
by Han, Sukjin & Vytlacil, Edward J.
- 74-92 Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
by Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo
2017, Volume 198, Issue 2
- 189-208 Higher-order properties of approximate estimators
by Kristensen, Dennis & Salanié, Bernard
- 209-230 A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models
by Halunga, Andreea G. & Orme, Chris D. & Yamagata, Takashi
- 231-252 Tests of equal accuracy for nested models with estimated factors
by Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit
- 253-270 Testing for prospect and Markowitz stochastic dominance efficiency
by Arvanitis, Stelios & Topaloglou, Nikolas
- 271-276 Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
by Mosconi, Rocco & Paruolo, Paolo
- 277-295 Asymptotic F and t tests in an efficient GMM setting
by Hwang, Jungbin & Sun, Yixiao
2017, Volume 198, Issue 1
- 1-9 Learning can generate long memory
by Chevillon, Guillaume & Mavroeidis, Sophocles
- 10-28 A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
by Hounyo, Ulrich & Varneskov, Rasmus T.
- 29-40 A simple consistent test of conditional symmetry in symmetrically trimmed tobit models
by Chen, Tao & Tripathi, Gautam
- 41-64 Evidence of randomisation bias in a large-scale social experiment: The case of ERA
by Sianesi, Barbara
- 65-83 Social interactions under incomplete information with heterogeneous expectations
by Yang, Chao & Lee, Lung-fei
- 84-101 On time-varying factor models: Estimation and testing
by Su, Liangjun & Wang, Xia
- 102-121 Fixed-effects dynamic spatial panel data models and impulse response analysis
by Li, Kunpeng
- 122-145 Chasing volatility
by Caporin, Massimiliano & Rossi, Eduardo & Santucci de Magistris, Paolo
- 146-164 Measurement errors in quantile regression models
by Firpo, Sergio & Galvao, Antonio F. & Song, Suyong
- 165-188 Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
by Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert
2017, Volume 197, Issue 2
- 173-201 QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
by Qu, Xi & Lee, Lung-fei & Yu, Jihai
- 202-217 Testing identifying assumptions in nonseparable panel data models
by Ghanem, Dalia
- 218-244 Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
by Christensen, Bent Jesper & Varneskov, Rasmus Tangsgaard
- 245-272 Inference from high-frequency data: A subsampling approach
by Christensen, K. & Podolskij, M. & Thamrongrat, N. & Veliyev, B.
- 273-283 Bayesian mode regression using mixtures of triangular densities
by Ho, Chi-san & Damien, Paul & Walker, Stephen
- 284-297 Testing for non-correlation between price and volatility jumps
by Jacod, Jean & Klüppelberg, Claudia & Müller, Gernot
- 298-322 A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
by Kim, Min Seong & Sun, Yixiao & Yang, Jingjing
- 323-347 Spatial dynamic panel data models with interactive fixed effects
by Shi, Wei & Lee, Lung-fei
- 348-367 Fitting a two phase threshold multiplicative error model
by Perera, Indeewara & Koul, Hira L.
- 368-381 Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
by Yang, Yaxing & Ling, Shiqing
2017, Volume 197, Issue 1
- 1-19 Resurrecting weighted least squares
by Romano, Joseph P. & Wolf, Michael
- 20-41 Estimation of integrated quadratic covariation with endogenous sampling times
by Potiron, Yoann & Mykland, Per A.
- 42-59 Partial identification of functionals of the joint distribution of “potential outcomes”
by Fan, Yanqin & Guerre, Emmanuel & Zhu, Dongming
- 60-64 On the role of the rank condition in CCE estimation of factor-augmented panel regressions
by Karabiyik, Hande & Reese, Simon & Westerlund, Joakim
- 65-75 Estimation of average treatment effects with panel data: Asymptotic theory and implementation
by Li, Kathleen T. & Bell, David R.
- 76-86 Determining the number of factors when the number of factors can increase with sample size
by Li, Hongjun & Li, Qi & Shi, Yutang
- 87-100 Identification and estimation of a large factor model with structural instability
by Baltagi, Badi H. & Kao, Chihwa & Wang, Fa
- 101-129 Least squares estimation of large dimensional threshold factor models
by Massacci, Daniele
- 130-152 Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading
by Hounyo, Ulrich
- 153-171 Testing rationality without restricting heterogeneity
by Kawaguchi, Kohei
2017, Volume 196, Issue 2
- 233-247 R-estimation in semiparametric dynamic location-scale models
by Hallin, Marc & La Vecchia, Davide
- 248-258 Estimation of fractionally integrated panels with fixed effects and cross-section dependence
by Ergemen, Yunus Emre & Velasco, Carlos
- 259-274 Inference and testing breaks in large dynamic panels with strong cross sectional dependence
by Hidalgo, Javier & Schafgans, Marcia
- 275-287 Inference based on many conditional moment inequalities
by Andrews, Donald W.K. & Shi, Xiaoxia
- 288-304 Identification and estimation of non-Gaussian structural vector autoregressions
by Lanne, Markku & Meitz, Mika & Saikkonen, Pentti
- 305-319 Tests for conditional ellipticity in multivariate GARCH models
by Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G.
- 320-330 Unequal spacing in dynamic panel data: Identification and estimation
by Sasaki, Yuya & Xin, Yi
- 331-346 Fractional order statistic approximation for nonparametric conditional quantile inference
by Goldman, Matt & Kaplan, David M.
- 347-367 Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
by Boudt, Kris & Laurent, Sébastien & Lunde, Asger & Quaedvlieg, Rogier & Sauri, Orimar
- 368-378 Testing for central dominance: Method and application
by Chuang, O-Chia & Kuan, Chung-Ming & Tzeng, Larry Y.
2017, Volume 196, Issue 1
- 1-22 Efficient estimation in models with independence restrictions
by Poirier, Alexandre
- 23-36 Inference and testing on the boundary in extended constant conditional correlation GARCH models
by Pedersen, Rasmus Søndergaard
- 37-54 Asymptotics for recurrent diffusions with application to high frequency regression
by Kim, Jihyun & Park, Joon Y.
- 55-67 Rolling window selection for out-of-sample forecasting with time-varying parameters
by Inoue, Atsushi & Jin, Lu & Rossi, Barbara
- 68-82 A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks
by Feng, Guohua & Gao, Jiti & Peng, Bin & Zhang, Xiaohui
- 83-98 Forecasting cointegrated nonstationary time series with time-varying variance
by Tu, Yundong & Yi, Yanping
- 99-110 A multivariate stochastic unit root model with an application to derivative pricing
by Lieberman, Offer & Phillips, Peter C.B.
- 111-126 Statistical inference for independent component analysis: Application to structural VAR models
by Gouriéroux, Christian & Monfort, Alain & Renne, Jean-Paul
- 127-143 A new approach to model regime switching
by Chang, Yoosoon & Choi, Yongok & Park, Joon Y.
- 144-155 Impulse response matching estimators for DSGE models
by Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz
- 156-179 Inference in semiparametric conditional moment models with partial identification
by Hong, Shengjie
- 180-195 Estimating smooth structural change in cointegration models
by Phillips, Peter C.B. & Li, Degui & Gao, Jiti
- 196-214 Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
by Yang, Kai & Lee, Lung-fei
- 215-232 Data revisions and DSGE models
by Galvão, Ana Beatriz
2016, Volume 195, Issue 2
- 169-186 Dynamic panels with threshold effect and endogeneity
by Seo, Myung Hwan & Shin, Yongcheol
- 187-208 Using invalid instruments on purpose: Focused moment selection and averaging for GMM
by DiTraglia, Francis J.
- 209-210 Variance of the truncated negative binomial distribution
by Shonkwiler, J.S.
- 211-223 Spillover dynamics for systemic risk measurement using spatial financial time series models
by Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia
- 224-235 Structural estimation of pairwise stable networks with nonnegative externality
by Miyauchi, Yuhei
- 236-254 A simple nonparametric approach to estimating the distribution of random coefficients in structural models
by Fox, Jeremy T. & Kim, Kyoo il & Yang, Chenyu
- 255-270 Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
by Chen, Heng & Fan, Yanqin & Liu, Ruixuan
2016, Volume 195, Issue 1
- 1-22 Identifying the average treatment effect in ordered treatment models without unconfoundedness
by Lewbel, Arthur & Yang, Thomas Tao
- 23-32 Four decades of the Journal of Econometrics: Coauthorship patterns and networks
by Andrikopoulos, Andreas & Samitas, Aristeidis & Kostaris, Konstantinos
- 33-50 Efficient estimation of integrated volatility incorporating trading information
by Li, Yingying & Xie, Shangyu & Zheng, Xinghua
- 51-70 Estimating jump–diffusions using closed-form likelihood expansions
by Li, Chenxu & Chen, Dachuan
- 71-85 Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
by Kock, Anders Bredahl
- 86-103 Conditional Value-at-Risk: Semiparametric estimation and inference
by Wang, Chuan-Sheng & Zhao, Zhibiao
- 104-119 Econometric estimation with high-dimensional moment equalities
by Shi, Zhentao
- 120-133 An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
by Eggleston, Jonathan
- 134-153 Functional-coefficient spatial autoregressive models with nonparametric spatial weights
by Sun, Yiguo
- 154-168 Testing a single regression coefficient in high dimensional linear models
by Lan, Wei & Zhong, Ping-Shou & Li, Runze & Wang, Hansheng & Tsai, Chih-Ling
2016, Volume 194, Issue 2
- 205-219 Increased correlation among asset classes: Are volatility or jumps to blame, or both?
by Aït-Sahalia, Yacine & Xiu, Dacheng
- 220-230 Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
by Kim, Donggyu & Wang, Yazhen
- 231-241 Copula structured M4 processes with application to high-frequency financial data
by Zhang, Zhengjun & Zhu, Bin
- 242-262 Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price
by Mykland, Per A. & Zhang, Lan
- 263-282 Convolutional autoregressive models for functional time series
by Liu, Xialu & Xiao, Han & Chen, Rong
- 283-297 Testing super-diagonal structure in high dimensional covariance matrices
by He, Jing & Chen, Song Xi
- 298-308 Robust inference of risks of large portfolios
by Fan, Jianqing & Han, Fang & Liu, Han & Vickers, Byron
- 309-318 Semiparametric dynamic portfolio choice with multiple conditioning variables
by Chen, Jia & Li, Degui & Linton, Oliver & Lu, Zudi
- 319-329 Asymptotics for parametric GARCH-in-Mean models
by Conrad, Christian & Mammen, Enno
- 330-348 Tail dependence measure for examining financial extreme co-movements
by Asimit, Alexandru V. & Gerrard, Russell & Hou, Yanxi & Peng, Liang
- 349-359 Local-momentum autoregression and the modeling of interest rate term structure
by Duan, Jin-Chuan
- 360-368 On consistency of minimum description length model selection for piecewise autoregressions
by Davis, Richard A. & Hancock, Stacey A. & Yao, Yi-Ching
- 369-382 Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients
by Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei
2016, Volume 194, Issue 1
- 1-23 Modeling covariance breakdowns in multivariate GARCH
by Jin, Xin & Maheu, John M.
- 24-43 Multiscale adaptive inference on conditional moment inequalities
by Armstrong, Timothy B. & Chan, Hock Peng
- 44-56 Local composite quantile regression smoothing for Harris recurrent Markov processes
by Li, Degui & Li, Runze
- 57-75 Identification of panel data models with endogenous censoring
by Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie
- 76-95 White noise testing and model diagnostic checking for functional time series
by Zhang, Xianyang
- 96-115 A simple test for moment inequality models with an application to English auctions
by Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel
- 116-137 Estimating dynamic equilibrium models using mixed frequency macro and financial data
by Christensen, Bent Jesper & Posch, Olaf & van der Wel, Michel
- 138-152 The large-sample distribution of the maximum Sharpe ratio with and without short sales
by Maller, Ross & Roberts, Steven & Tourky, Rabee
- 153-186 A nonparametric test of a strong leverage hypothesis
by Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min
- 187-202 Consistent model specification tests based on k-nearest-neighbor estimation method
by Li, Hongjun & Li, Qi & Liu, Ruixuan
2016, Volume 193, Issue 2
- 294-314 Macroeconomics and the reality of mixed frequency data
by Ghysels, Eric
- 315-334 A MIDAS approach to modeling first and second moment dynamics
by Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen
- 335-348 Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs
by Marcellino, Massimiliano & Sivec, Vasja
- 349-366 High-dimensional copula-based distributions with mixed frequency data
by Oh, Dong Hwan & Patton, Andrew J.
- 367-389 On the use of high frequency measures of volatility in MIDAS regressions
by Andreou, Elena
- 390-404 The estimation of continuous time models with mixed frequency data
by Chambers, Marcus J.
- 405-417 Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
by Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z.
- 418-432 Testing for Granger causality in large mixed-frequency VARs
by Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan
- 433-437 A computationally efficient method for vector autoregression with mixed frequency data
by Qian, Hang
- 438-446 Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data
by Zadrozny, Peter A.
2016, Volume 193, Issue 1
- 1-16 Kernel estimation of hazard functions when observations have dependent and common covariates
by Wolter, James Lewis
- 17-34 Inference theory for volatility functional dependencies
by Li, Jia & Todorov, Viktor & Tauchen, George
- 35-53 Double asymptotics for explosive continuous time models
by Wang, Xiaohu & Yu, Jun
- 54-75 Statistical inference in a random coefficient panel model
by Horváth, Lajos & Trapani, Lorenzo
- 76-91 Multivariate and multiple permutation tests
by Chung, EunYi & Romano, Joseph P.
- 92-112 Smoothed quantile regression for panel data
by Galvao, Antonio F. & Kato, Kengo
- 113-122 A discontinuity test for identification in triangular nonseparable models
by Caetano, Carolina & Rothe, Christoph & Yıldız, Neşe
- 123-146 Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
by Zhang, Xianyang
- 147-161 S-values: Conventional context-minimal measures of the sturdiness of regression coefficients
by Leamer, Edward E.
- 162-182 Informational content of special regressors in heteroskedastic binary response models
by Chen, Songnian & Khan, Shakeeb & Tang, Xun
- 183-202 Testing for monotonicity in unobservables under unconfoundedness
by Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao
- 203-214 A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous
by Ikeda, Shin S.
- 215-233 Goodness-of-fit test for specification of semiparametric copula dependence models
by Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K.
- 234-250 Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
by Jacobi, Liana & Wagner, Helga & Frühwirth-Schnatter, Sylvia
- 251-270 The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
by Han, Heejoon & Linton, Oliver & Oka, Tatsushi & Whang, Yoon-Jae
- 271-289 Model averaging in semiparametric estimation of treatment effects
by Kitagawa, Toru & Muris, Chris
2016, Volume 192, Issue 2
- 332-348 Structural analysis with Multivariate Autoregressive Index models
by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
- 349-365 A multi-country approach to forecasting output growth using PMIs
by Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem
- 366-373 The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case
by Anderson, Brian D.O. & Deistler, Manfred & Felsenstein, Elisabeth & Koelbl, Lukas
- 374-390 Large Bayesian VARMAs
by Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary
- 391-405 Dynamic prediction pools: An investigation of financial frictions and forecasting performance
by Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank
- 406-420 Striated Metropolis–Hastings sampler for high-dimensional models
by Waggoner, Daniel F. & Wu, Hongwei & Zha, Tao
- 421-432 Joint confidence sets for structural impulse responses
by Inoue, Atsushi & Kilian, Lutz
- 433-450 Robust econometric inference with mixed integrated and mildly explosive regressors
by Phillips, Peter C.B. & Lee, Ji Hyung
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