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Elsevier

Journal of Econometrics

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2013, Volume 175, Issue 2

• 61-70 Determining the MSE-optimal cross section to forecast
  by Arbués, Ignacio
• 71-83 Identification and N-consistent estimation of a nonlinear panel data model with correlated unobserved effects
  by Gayle, Wayne-Roy
• 84-93 Testing for structural stability in the whole sample
  by Hidalgo, Javier & Seo, Myung Hwan
• 94-115 Panel unit root tests in the presence of a multifactor error structure
  by Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi
• 116-131 Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
  by Shiu, Ji-Liang & Hu, Yingyao
• 132-141 Methods for computing marginal data densities from the Gibbs output
  by Fuentes-Albero, Cristina & Melosi, Leonardo
• 142-153 Modelling volatility by variance decomposition
  by Amado, Cristina & Teräsvirta, Timo

2013, Volume 175, Issue 1

• 1-21 The performance of estimators based on the propensity score
  by Huber, Martin & Lechner, Michael & Wunsch, Conny
• 22-34 Nelson–Plosser revisited: The ACF approach
  by Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel
• 35-45 First difference maximum likelihood and dynamic panel estimation
  by Han, Chirok & Phillips, Peter C.B.
• 46-59 Estimation of a nonlinear panel data model with semiparametric individual effects
  by Gayle, Wayne-Roy & Namoro, Soiliou Daw

2013, Volume 174, Issue 2

• 45-65 Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
  by Choi, Seungmoon
• 66-81 Low-frequency robust cointegration testing
  by Müller, Ulrich K. & Watson, Mark W.
• 82-94 Model averaging by jackknife criterion in models with dependent data
  by Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua
• 95-106 Inference on an extended Roy model, with an application to schooling decisions in France
  by D’Haultfœuille, Xavier & Maurel, Arnaud
• 107-126 Limit theory for panel data models with cross sectional dependence and sequential exogeneity
  by Kuersteiner, Guido M. & Prucha, Ingmar R.
• 127-143 Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators
  by Cattaneo, Matias D. & Farrell, Max H.
• 144-164 Are there common values in first-price auctions? A tail-index nonparametric test
  by Hill, Jonathan B. & Shneyerov, Artyom
• 165-185 Robust firm pricing with panel data
  by Handel, Benjamin R. & Misra, Kanishka & Roberts, James W.
• 186-193 Identification of first-price auctions with non-separable unobserved heterogeneity
  by Hu, Yingyao & McAdams, David & Shum, Matthew

2013, Volume 174, Issue 1

• 1-14 Panel data models with multiple time-varying individual effects
  by Ahn, Seung C. & Lee, Young H. & Schmidt, Peter
• 15-26 Predicting binary outcomes
  by Elliott, Graham & Lieli, Robert P.
• 27-43 Monetary policy regimes and the term structure of interest rates
  by Bikbov, Ruslan & Chernov, Mikhail

2013, Volume 173, Issue 2

• 143-159 Tests for m-dependence based on sample splitting methods
  by Moon, Seongman & Velasco, Carlos
• 160-174 Evaluating treatment protocols using data combination
  by Bhattacharya, Debopam
• 175-188 Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
  by Kruiniger, Hugo
• 189-204 On the structure and estimation of hierarchical Archimedean copulas
  by Okhrin, Ostap & Okhrin, Yarema & Schmid, Wolfgang

2013, Volume 173, Issue 1

• 1-10 On loss functions and ranking forecasting performances of multivariate volatility models
  by Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco
• 11-21 Generalized quadratic revenue functions
  by Chambers, Robert & Färe, Rolf & Grosskopf, Shawna & Vardanyan, Michael
• 22-35 Estimating DSGE models using seasonally adjusted and unadjusted data
  by Saijo, Hikaru
• 36-56 Maximum likelihood estimation and uniform inference with sporadic identification failure
  by Andrews, Donald W.K. & Cheng, Xu
• 57-82 Semi-parametric estimation of American option prices
  by Gagliardini, Patrick & Ronchetti, Diego
• 83-107 Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach
  by Chen, Bin & Song, Zhaogang
• 108-125 Chi-squared tests for evaluation and comparison of asset pricing models
  by Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare
• 126-142 Powerful tests for structural changes in volatility
  by Xu, Ke-Li

2013, Volume 172, Issue 2

• 186-194 Linear and nonlinear regression with stable errors
  by Nolan, John P. & Ojeda-Revah, Diana
• 195-204 One-step R-estimation in linear models with stable errors
  by Hallin, Marc & Swan, Yvik & Verdebout, Thomas & Veredas, David
• 205-221 Heavy tails of OLS
  by Mikosch, Thomas & de Vries, Casper G.
• 222-234 Model identification for infinite variance autoregressive processes
  by Andrews, Beth & Davis, Richard A.
• 235-247 The method of simulated quantiles
  by Dominicy, Yves & Veredas, David
• 248-254 Estimation for multivariate stable distributions with generalized empirical likelihood
  by Ogata, Hiroaki
• 255-274 Moment condition tests for heavy tailed time series
  by Hill, Jonathan B. & Aguilar, Mike
• 275-282 Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions
  by McCulloch, J. Huston & Percy, E. Richard
• 283-291 Fat tails, VaR and subadditivity
  by Daníelsson, Jón & Jorgensen, Bjørn N. & Samorodnitsky, Gennady & Sarma, Mandira & de Vries, Casper G.
• 292-306 Stable mixture GARCH models
  by Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C.
• 307-324 Jump tails, extreme dependencies, and the distribution of stock returns
  by Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi
• 325-337 Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integration
  by Fasen, Vicky

2013, Volume 172, Issue 1

• 1-13 Estimation in threshold autoregressive models with a stationary and a unit root regime
  by Gao, Jiti & Tjøstheim, Dag & Yin, Jiying
• 14-32 Testing functional inequalities
  by Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae
• 33-48 Local Gaussian correlation: A new measure of dependence
  by Tjøstheim, Dag & Hufthammer, Karl Ove
• 49-65 Bootstrapping realized multivariate volatility measures
  by Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour
• 66-76 A zero inefficiency stochastic frontier model
  by Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.
• 77-89 Partial maximum likelihood estimation of spatial probit models
  by Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M.
• 90-105 Rank tests for short memory stationarity
  by Pelagatti, Matteo M. & Sen, Pranab K.
• 106-126 A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
  by Hurn, A.S. & Lindsay, K.A. & McClelland, A.J.
• 127-141 On bootstrapping panel factor series
  by Trapani, Lorenzo
• 142-157 Jackknife estimation of stationary autoregressive models
  by Chambers, Marcus J.
• 158-167 Estimation and inference in unstable nonlinear least squares models
  by Boldea, Otilia & Hall, Alastair R.
• 168-182 Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions
  by Khan, Shakeeb

2012, Volume 171, Issue 2

• 101-120 A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
  by Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K.
• 121-133 Generalized smooth finite mixtures
  by Villani, Mattias & Kohn, Robert & Nott, David J.
• 134-151 On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
  by Pitt, Michael K. & Silva, Ralph dos Santos & Giordani, Paolo & Kohn, Robert
• 152-166 Evaluating DSGE model forecasts of comovements
  by Herbst, Edward & Schorfheide, Frank
• 167-184 Confronting model misspecification in macroeconomics
  by Waggoner, Daniel F. & Zha, Tao
• 185-204 Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments
  by Geweke, John
• 205-216 A Bayesian analysis of payday loans and their regulation
  by Li, Mingliang & Mumford, Kevin J. & Tobias, Justin L.
• 217-236 Probabilistic forecasts of volatility and its risk premia
  by Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S. & Grose, Simone D.
• 237-250 Bayesian model averaging in the instrumental variable regression model
  by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney
• 251-266 Mixtures of g-priors for Bayesian model averaging with economic applications
  by Ley, Eduardo & Steel, Mark F.J.
• 267-280 Variable selection and functional form uncertainty in cross-country growth regressions
  by Salimans, Tim

2012, Volume 171, Issue 1

• 1-23 Nonparametric estimation and inference about the overlap of two distributions
  by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae
• 24-31 Ratio-based estimators for a change point in persistence
  by Halunga, Andreea G. & Osborn, Denise R.
• 32-44 Nonparametric identification of dynamic models with unobserved state variables
  by Hu, Yingyao & Shum, Matthew
• 45-53 Hodges–Lehmann optimality for testing moment conditions
  by Canay, Ivan A. & Otsu, Taisuke
• 54-70 Higher order properties of the wild bootstrap under misspecification
  by Kline, Patrick & Santos, Andres
• 71-85 Semiparametric trending panel data models with cross-sectional dependence
  by Chen, Jia & Gao, Jiti & Li, Degui
• 86-97 Econometric analysis of present value models when the discount factor is near one
  by West, Kenneth D.

2012, Volume 170, Issue 2

• 256-280 Underidentification?
  by Arellano, Manuel & Hansen, Lars Peter & Sentana, Enrique
• 281-302 Inference regarding multiple structural changes in linear models with endogenous regressors
  by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia
• 303-324 Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
  by Peñaranda, Francisco & Sentana, Enrique
• 325-330 Proofs for large sample properties of generalized method of moments estimators
  by Hansen, Lars Peter
• 331-349 GEL statistics under weak identification
  by Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J.
• 350-367 Efficient minimum distance estimation with multiple rates of convergence
  by Antoine, Bertille & Renault, Eric
• 368-382 Inference in regression models with many regressors
  by Anatolyev, Stanislav
• 383-398 A regularization approach to the many instruments problem
  by Carrasco, Marine
• 399-421 Kernel-weighted GMM estimators for linear time series models
  by Kuersteiner, Guido M.
• 422-441 CUE with many weak instruments and nearly singular design
  by Caner, Mehmet & Yıldız, Neşe
• 442-457 The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
  by Ai, Chunrong & Chen, Xiaohong
• 458-475 Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior
  by Florens, Jean-Pierre & Simoni, Anna
• 476-490 Local GMM estimation of time series models with conditional moment restrictions
  by Gospodinov, Nikolay & Otsu, Taisuke
• 491-498 Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
  by Severini, Thomas A. & Tripathi, Gautam
• 499-518 Information criteria for impulse response function matching estimation of DSGE models
  by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara
• 519-537 Assessing misspecified asset pricing models with empirical likelihood estimators
  by Almeida, Caio & Garcia, René
• 538-550 Optimal comparison of misspecified moment restriction models under a chosen measure of fit
  by Marmer, Vadim & Otsu, Taisuke

2012, Volume 170, Issue 1

• 1-14 In-sample tests of predictive ability: A new approach
  by Clark, Todd E. & McCracken, Michael W.
• 15-31 Functional coefficient regression models with time trend
  by Liang, Zhongwen & Li, Qi
• 32-49 Term structure models and the zero bound: An empirical investigation of Japanese yields
  by Kim, Don H. & Singleton, Kenneth J.
• 50-67 Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
  by Bennala, Nezar & Hallin, Marc & Paindaveine, Davy
• 68-75 Distribution-free tests of stochastic monotonicity
  by Delgado, Miguel A. & Escanciano, Juan Carlos
• 76-91 Asymptotics for panel quantile regression models with individual effects
  by Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V.
• 92-101 Regression towards the mode
  by Kemp, Gordon C.R. & Santos Silva, J.M.C.
• 102-116 Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
  by Bartolucci, Francesco & Nigro, Valentina
• 117-141 International market links and volatility transmission
  by Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo
• 142-152 Towards estimating extremal serial dependence via the bootstrapped extremogram
  by Davis, Richard A. & Mikosch, Thomas & Cribben, Ivor
• 153-163 Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
  by Fanelli, Luca
• 164-177 A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
  by Baltagi, Badi H. & Feng, Qu & Kao, Chihwa
• 178-190 On spatial processes and asymptotic inference under near-epoch dependence
  by Jenish, Nazgul & Prucha, Ingmar R.
• 191-209 Multiperiod corporate default prediction—A forward intensity approach
  by Duan, Jin-Chuan & Sun, Jie & Wang, Tao
• 210-233 Estimation of semiparametric locally stationary diffusion models
  by Koo, Bonsoo & Linton, Oliver
• 234-248 Maximum likelihood estimation of stochastic frontier models by the Fourier transform
  by Tsionas, Efthymios G.

2012, Volume 169, Issue 2

• 142-146 Useful conclusions from surprising results
  by Granger, Clive W.J.
• 147-154 Robustifying multivariate trend tests to nonstationary volatility
  by Xu, Ke-Li
• 155-165 Cointegrating rank selection in models with time-varying variance
  by Cheng, Xu & Phillips, Peter C.B.
• 166-178 Mean and autocovariance function estimation near the boundary of stationarity
  by Giraitis, Liudas & Phillips, Peter C.B.
• 179-187 Mildly explosive autoregression under weak and strong dependence
  by Magdalinos, Tassos
• 188-195 Testing for unit roots in the presence of uncertainty over both the trend and initial condition
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• 196-210 Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
  by Andrews, Donald W.K. & Guggenberger, Patrik
• 211-223 Robust inference in nonstationary time series models
  by Xiao, Zhijie
• 224-238 Model selection criteria for the leads-and-lags cointegrating regression
  by Choi, In & Kurozumi, Eiji
• 239-246 Model selection when there are multiple breaks
  by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.
• 247-257 Model selection in the presence of nonstationarity
  by Kim, Jae-Young
• 258-265 Optimal estimation under nonstandard conditions
  by Ploberger, Werner & Phillips, Peter C.B.
• 266-278 Exact local Whittle estimation of fractionally cointegrated systems
  by Shimotsu, Katsumi
• 279-292 Stationarity-based specification tests for diffusions when the process is nonstationary
  by Aït-Sahalia, Yacine & Park, Joon Y.
• 293-300 Persistence-robust surplus-lag Granger causality testing
  by Bauer, Dietmar & Maynard, Alex
• 301-309 Spurious regressions in technical trading
  by Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke

2012, Volume 169, Issue 1

• 4-14 Nonparametric trending regression with cross-sectional dependence
  by Robinson, Peter M.
• 15-28 Taking a new contour: A novel approach to panel unit root tests
  by Chang, Yoosoon
• 29-33 Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
  by Moon, H.R. & Perron, B.
• 34-47 Sieve estimation of panel data models with cross section dependence
  by Su, Liangjun & Jin, Sainan
• 48-53 Asymptotic distribution of factor augmented estimators for panel regression
  by Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu
• 54-60 Bias in dynamic panel models under time series misspecification
  by Lee, Yoonseok
• 61-74 Random walk or chaos: A formal test on the Lyapunov exponent
  by Park, Joon Y. & Whang, Yoon-Jae
• 75-93 Jump-robust volatility estimation using nearest neighbor truncation
  by Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst
• 94-113 Time-varying leverage effects
  by Bandi, Federico M. & Renò, Roberto
• 114-122 Bias in the estimation of the mean reversion parameter in continuous time models
  by Yu, Jun
• 123-130 Statistical tests for multiple forecast comparison
  by Mariano, Roberto S. & Preve, Daniel
• 131-138 Comparison of misspecified calibrated models: The minimum distance approach
  by Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao

2012, Volume 168, Issue 2

• 175-188 Uniform confidence bands for functions estimated nonparametrically with instrumental variables
  by Horowitz, Joel L. & Lee, Sokbae
• 189-206 The HESSIAN method: Highly efficient simulation smoothing, in a nutshell
  by McCausland, William J.
• 207-222 Testing for jumps in noisy high frequency data
  by Aït-Sahalia, Yacine & Jacod, Jean & Li, Jia
• 223-243 Treatment effect bounds: An application to Swan–Ganz catheterization
  by Bhattacharya, Jay & Shaikh, Azeem M. & Vytlacil, Edward
• 244-258 Asymptotics of the principal components estimator of large factor models with weakly influential factors
  by Onatski, Alexei
• 259-269 Well-posedness of measurement error models for self-reported data
  by An, Yonghong & Hu, Yingyao
• 270-284 Dynamic misspecification in nonparametric cointegrating regression
  by Kasparis, Ioannis & Phillips, Peter C.B.
• 285-299 Regularization of nonparametric frontier estimators
  by Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold
• 300-314 Nonparametric identification in nonseparable panel data models with generalized fixed effects
  by Hoderlein, Stefan & White, Halbert
• 315-331 Identification and estimation of Gaussian affine term structure models
  by Hamilton, James D. & Wu, Jing Cynthia
• 332-346 Bayesian modeling of joint and conditional distributions
  by Norets, Andriy & Pelenis, Justinas
• 347-366 Semiparametric robust estimation of truncated and censored regression models
  by Čížek, Pavel
• 367-381 Segmenting mean-nonstationary time series via trending regressions
  by Aue, Alexander & Horváth, Lajos & Hušková, Marie
• 382-395 Quantile treatment effects in the regression discontinuity design
  by Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise
• 396-406 Jumps in equilibrium prices and market microstructure noise
  by Lee, Suzanne S. & Mykland, Per A.

2012, Volume 168, Issue 1

• 4-16 Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation
  by Hubbard, Timothy P. & Li, Tong & Paarsch, Harry J.
• 17-28 Empirical implementation of nonparametric first-price auction models
  by Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K.
• 29-46 Information acquisition and/or bid preparation: A structural analysis of entry and bidding in timber sale auctions
  by Li, Tong & Zheng, Xiaoyong
• 47-59 Bayesian estimation approaches to first-price auctions
  by Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.
• 60-69 Efficient local IV estimation of an empirical auction model
  by Hong, Han & Nekipelov, Denis
• 70-80 Strategic substitutes or complements? The game of where to fish
  by Hicks, Robert L. & Horrace, William C. & Schnier, Kurt E.
• 81-95 The effect of job flexibility on female labor market outcomes: Estimates from a search and bargaining model
  by Flabbi, Luca & Moro, Andrea
• 96-107 Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements
  by Campo, Sandra
• 108-119 Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
  by Bierens, Herman J. & Song, Hosin
• 120-140 Pairwise-difference estimation of incomplete information games
  by Aradillas-Lopez, Andres
• 141-155 Estimation of market power in the presence of firm level inefficiencies
  by Kutlu, Levent & Sickles, Robin C.
• 156-173 A dynamic oligopoly game of the US airline industry: Estimation and policy experiments
  by Aguirregabiria, Victor & Ho, Chun-Yu

2012, Volume 167, Issue 2

• 297-304 Semiparametric estimation of a truncated regression model
  by Chen, Songnian & Zhou, Xianbo
• 305-316 n-uniformly consistent density estimation in nonparametric regression models
  by Escanciano, Juan Carlos & Jacho-Chávez, David T.
• 317-329 Treatment effects in sample selection models and their nonparametric estimation
  by Lee, Myoung-jae
• 330-344 Confidence intervals for the quantile of treatment effects in randomized experiments
  by Fan, Yanqin & Park, Sang Soo
• 345-357 Quantile-based nonparametric inference for first-price auctions
  by Marmer, Vadim & Shneyerov, Artyom
• 358-369 Bayesian averaging, prediction and nonnested model selection
  by Hong, Han & Preston, Bruce
• 370-382 Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
  by Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae
• 383-396 Specification testing in nonparametric instrumental variable estimation
  by Horowitz, Joel L.
• 397-412 Functional regression of continuous state distributions
  by Park, Joon Y. & Qian, Junhui
• 413-425 Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
  by Cai, Zongwu & Xiao, Zhijie
• 426-447 Local polynomial Whittle estimation of perturbed fractional processes
  by Frederiksen, Per & Nielsen, Frank S. & Nielsen, Morten Ørregaard
• 448-457 Partial parametric estimation for nonstationary nonlinear regressions
  by Kim, Chang Sik & Kim, In-Moo
• 458-472 Semiparametric inference in a GARCH-in-mean model
  by Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M.
• 473-482 A semiparametric stochastic volatility model
  by Yu, Jun
• 483-493 Estimating semiparametric panel data models by marginal integration
  by Qian, Junhui & Wang, Le
• 494-503 Lock-in and unobserved preferences in server operating systems: A case of Linux vs. Windows
  by Hong, Seung-Hyun & Rezende, Leonardo
• 504-520 Residual based tests for cointegration in dependent panels
  by Chang, Yoosoon & Nguyen, Chi Mai
• 521-542 Statistical inference on regression with spatial dependence
  by Robinson, Peter M. & Thawornkaiwong, Supachoke
• 543-560 Semiparametric GMM estimation of spatial autoregressive models
  by Su, Liangjun

2012, Volume 167, Issue 1

• 1-15 Optimal inference for instrumental variables regression with non-Gaussian errors
  by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
• 16-37 Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration
  by Yu, Jihai & de Jong, Robert & Lee, Lung-fei
• 38-46 Jackknife model averaging
  by Hansen, Bruce E. & Racine, Jeffrey S.
• 47-60 The dynamics of US inflation: Can monetary policy explain the changes?
  by Canova, Fabio & Ferroni, Filippo
• 61-75 Tikhonov regularization for nonparametric instrumental variable estimators
  by Gagliardini, Patrick & Scaillet, Olivier
• 76-94 Estimation of dynamic models with nonparametric simulated maximum likelihood
  by Kristensen, Dennis & Shin, Yongseok
• 95-112 ARCH/GARCH with persistent covariate: Asymptotic theory of MLE
  by Han, Heejoon & Park, Joon Y.
• 113-132 The econometrics of auctions with asymmetric anonymous bidders
  by Lamy, Laurent
• 133-139 Hahn–Hausman test as a specification test
  by Lee, Yoonseok & Okui, Ryo
• 140-167 Unit root testing under a local break in trend
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• 168-196 Inferring welfare maximizing treatment assignment under budget constraints
  by Bhattacharya, Debopam & Dupas, Pascaline
• 197-210 Robust subsampling
  by Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio
• 211-223 The conditional autoregressive Wishart model for multivariate stock market volatility
  by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman
• 224-239 Nonparametric spatial regression under near-epoch dependence
  by Jenish, Nazgul
• 240-253 On the least squares estimation of multiple-regime threshold autoregressive models
  by Li, Dong & Ling, Shiqing
• 254-273 Testing for a unit root in a random coefficient panel data model
  by Westerlund, Joakim & Larsson, Rolf

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