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Content
2014, Volume 183, Issue 2
- 222-229 Does the information content of payout initiations and omissions influence firm risks?
by von Eije, Henk & Goyal, Abhinav & Muckley, Cal B.
- 230-240 Methods for multicountry studies of corporate governance: Evidence from the BRIKT countries
by Black, Bernard & de Carvalho, Antonio Gledson & Khanna, Vikramaditya & Kim, Woochan & Yurtoglu, Burcin
- 241-250 Firms’ fundamentals, macroeconomic variables and quarterly stock prices in the US
by Bhargava, Alok
2014, Volume 183, Issue 1
- 5-21 The Barnett critique after three decades: A New Keynesian analysis
by Belongia, Michael T. & Ireland, Peter N.
- 22-30 Likelihood-based inference for regular functions with fractional polynomial approximations
by Geweke, John & Petrella, Lea
- 31-57 Bayesian exploratory factor analysis
by Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi
- 58-66 Decompositions of profitability change using cost functions
by Diewert, W. Erwin
- 67-90 Examining macroeconomic models through the lens of asset pricing
by Borovička, Jaroslav & Hansen, Lars Peter
- 91-103 An evaluation of financial institutions: Impact on consumption and investment using panel data and the theory of risk-bearing
by Alem, Mauro & Townsend, Robert M.
- 104-116 Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks
by Herwartz, Helmut & Lütkepohl, Helmut
- 117-134 Forecasting inflation using commodity price aggregates
by Chen, Yu-chin & Turnovsky, Stephen J. & Zivot, Eric
- 135-146 Undesirable outputs and a primal Divisia productivity index based on the directional output distance function
by Feng, Guohua & Serletis, Apostolos
2014, Volume 182, Issue 2
- 235-246 Semiparametric identification of binary decision games of incomplete information with correlated private signals
by Wan, Yuanyuan & Xu, Haiqing
- 247-268 Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics
by Caner, Mehmet
- 269-289 Modeling multivariate extreme events using self-exciting point processes
by Grothe, Oliver & Korniichuk, Volodymyr & Manner, Hans
- 290-308 Instrumental variables estimation with many weak instruments using regularized JIVE
by Hansen, Christian & Kozbur, Damian
- 309-328 Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
by Hou, Jie & Perron, Pierre
- 329-350 Consistent estimation with many moment inequalities
by Menzel, Konrad
- 351-363 Tests based on t-statistics for IV regression with weak instruments
by Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P.
- 364-384 Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
by Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David
- 385-396 Identification robust inference in cointegrating regressions
by Khalaf, Lynda & Urga, Giovanni
- 397-411 Pricing default events: Surprise, exogeneity and contagion
by Gouriéroux, C. & Monfort, A. & Renne, J.P.
2014, Volume 182, Issue 1
- 5-13 A two-stage procedure for partially identified models
by Kaido, Hiroaki & White, Halbert
- 14-26 Testing for separability in structural equations
by Lu, Xun & White, Halbert
- 27-44 Testing conditional independence via empirical likelihood
by Su, Liangjun & White, Halbert
- 45-58 Causal discourse in a game of incomplete information
by White, Halbert & Xu, Haiqing & Chalak, Karim
- 59-69 Conditional moment models under semi-strong identification
by Antoine, Bertille & Lavergne, Pascal
- 70-86 Sieve M inference on irregular parameters
by Chen, Xiaohong & Liao, Zhipeng
- 87-99 Likelihood inference in some finite mixture models
by Chen, Xiaohong & Ponomareva, Maria & Tamer, Elie
- 100-118 Testing for structural stability of factor augmented forecasting models
by Corradi, Valentina & Swanson, Norman R.
- 119-134 On the network topology of variance decompositions: Measuring the connectedness of financial firms
by Diebold, Francis X. & Yılmaz, Kamil
- 135-144 Priced risk and asymmetric volatility in the cross section of skewness
by Engle, Robert & Mistry, Abhishek
- 145-155 Theory-coherent forecasting
by Giacomini, Raffaella & Ragusa, Giuseppe
- 156-173 Bootstrapping factor-augmented regression models
by Gonçalves, Sílvia & Perron, Benoit
- 174-185 A predictability test for a small number of nested models
by Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger
- 186-195 Unpredictability in economic analysis, econometric modeling and forecasting
by Hendry, David F. & Mizon, Grayham E.
- 196-210 Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting
by Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman
- 211-225 Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
by McElroy, Tucker S. & Politis, Dimitris N.
- 226-234 Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
by Wooldridge, Jeffrey M.
2014, Volume 181, Issue 2
- 65-76 Consistent estimation of the fixed effects stochastic frontier model
by Chen, Yi-Yi & Schmidt, Peter & Wang, Hung-Jen
- 77-91 A flexible parametric approach for estimating switching regime models and treatment effect parameters
by Chen, Heng & Fan, Yanqin & Wu, Jisong
- 92-116 Weighted KS statistics for inference on conditional moment inequalities
by Armstrong, Timothy B.
- 117-135 Estimating spot volatility with high-frequency financial data
by Zu, Yang & Peter Boswijk, H.
- 136-150 Misreported schooling, multiple measures and returns to educational qualifications
by Battistin, Erich & De Nadai, Michele & Sianesi, Barbara
- 151-164 Non parametric analysis of panel data models with endogenous variables
by Fève, Frédérique & Florens, Jean-Pierre
- 165-180 Design-free estimation of variance matrices
by Abadir, Karim M. & Distaso, Walter & Žikeš, Filip
- 181-193 Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
by Lee, Wei-Ming & Kuan, Chung-Ming & Hsu, Yu-Chin
2014, Volume 181, Issue 1
- 3-14 Exact confidence sets and goodness-of-fit methods for stable distributions
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda
- 15-24 On the properties of the coefficient of determination in regression models with infinite variance variables
by Kurz-Kim, Jeong-Ryeol & Loretan, Mico
- 25-33 On the robustness of location estimators in models of firm growth under heavy-tailedness
by Ibragimov, Rustam
- 34-43 The asymptotic codifference and covariation of log-fractional stable noise
by Levy, Joshua B. & Taqqu, Murad S.
- 44-52 Extreme-quantile tracking for financial time series
by Chavez-Demoulin, V. & Embrechts, P. & Sardy, S.
- 53-63 Exponential stock models driven by tempered stable processes
by Küchler, Uwe & Tappe, Stefan
2014, Volume 180, Issue 2
- 117-126 Nonparametric tests for tail monotonicity
by Berghaus, Betina & Bücher, Axel
- 127-140 Generalized dynamic panel data models with random effects for cross-section and time
by Mesters, G. & Koopman, S.J.
- 141-157 Pre and post break parameter inference
by Elliott, Graham & Müller, Ulrich K.
- 158-173 Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter
by Horowitz, Joel L.
- 174-197 Efficient GMM estimation of spatial dynamic panel data models with fixed effects
by Lee, Lung-fei & Yu, Jihai
- 198-216 Inference of bidders’ risk attitudes in ascending auctions with endogenous entry
by Fang, Hanming & Tang, Xun
- 217-232 A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
by Liu, Cheng & Tang, Cheng Yong
- 233-250 The dynamic mixed hitting-time model for multiple transaction prices and times
by Renault, Eric & van der Heijden, Thijs & Werker, Bas J.M.
- 251-264 Nonparametric estimation and inference for conditional density based Granger causality measures
by Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar
2014, Volume 180, Issue 1
- 1-15 Property taxes and home prices: A tale of two cities
by Bai, ChongEn & Li, Qi & Ouyang, Min
- 16-29 A score-test on measurement errors in rating transition times
by Voß, Sebastian & Weißbach, Rafael
- 30-48 Detecting big structural breaks in large factor models
by Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús
- 49-72 Beta-product dependent Pitman–Yor processes for Bayesian inference
by Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio
- 73-80 Maximum likelihood estimation of partially observed diffusion models
by Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J.
- 81-97 Variance trading and market price of variance risk
by Bondarenko, Oleg
- 98-115 Adaptive dynamic Nelson–Siegel term structure model with applications
by Chen, Ying & Niu, Linlin
2014, Volume 179, Issue 2
- 99-111 Bayesian inference for nonlinear structural time series models
by Hall, Jamie & Pitt, Michael K. & Kohn, Robert
- 112-127 Bounding quantile demand functions using revealed preference inequalities
by Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa
- 128-133 A fast resample method for parametric and semiparametric models
by Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han
- 134-157 A nonlinear panel data model of cross-sectional dependence
by Kapetanios, George & Mitchell, James & Shin, Yongcheol
- 158-177 Hermite polynomial based expansion of European option prices
by Xiu, Dacheng
2014, Volume 179, Issue 1
- 1-15 On implied volatility for options—Some reasons to smile and more to correct
by Chen, Song Xi & Xu, Zheng
- 16-30 Multivariate rotated ARCH models
by Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin
- 31-45 Nonparametric inference based on conditional moment inequalities
by Andrews, Donald W.K. & Shi, Xiaoxia
- 46-65 Inference on stochastic time-varying coefficient models
by Giraitis, L. & Kapetanios, G. & Yates, T.
- 66-82 Testing stationarity of functional time series
by Horváth, Lajos & Kokoszka, Piotr & Rice, Gregory
- 83-98 Improving the performance of random coefficients demand models: The role of optimal instruments
by Reynaert, Mathias & Verboven, Frank
2014, Volume 178, Issue P3
- 383-397 Estimation and inference for distribution functions and quantile functions in treatment effect models
by Donald, Stephen G. & Hsu, Yu-Chin
- 398-413 Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
by Lee, Seojeong
- 414-425 Model equivalence tests in a parametric framework
by Lavergne, Pascal
- 426-443 Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
by Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur
- 444-455 Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
by Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno
- 456-470 Frontier estimation in nonparametric location-scale models
by Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid
- 471-483 Semiparametric models with single-index nuisance parameters
by Song, Kyungchul
- 484-494 Testing for heteroskedasticity in fixed effects models
by Juhl, Ted & Sosa-Escudero, Walter
- 495-507 Specification analysis of linear quantile models
by Escanciano, J.C. & Goh, S.C.
- 508-522 Marginal likelihood for Markov-switching and change-point GARCH models
by Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K.
- 523-538 Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
by Jensen, Mark J. & Maheu, John M.
- 539-557 An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
by Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y.
- 558-568 Geometric and long run aspects of Granger causality
by Al-Sadoon, Majid M.
- 569-581 Moment-based tests for individual and time effects in panel data models
by Wu, Jianhong & Li, Guodong
- 582-601 Longevity, life-cycle behavior and pension reform
by Haan, Peter & Prowse, Victoria
- 602-612 A new approach to Bayesian hypothesis testing
by Li, Yong & Zeng, Tao & Yu, Jun
- 613-623 On empirical likelihood statistical functions
by Yuan, Ao & Xu, Jinfeng & Zheng, Gang
- 624-638 Bayesian regression with heteroscedastic error density and parametric mean function
by Pelenis, Justinas
- 639-658 Sieve inference on possibly misspecified semi-nonparametric time series models
by Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao
- 659-677 Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference
by Sun, Yixiao
- 678-693 Testing multiple inequality hypotheses: A smoothed indicator approach
by Chen, Le-Yu & Szroeter, Jerzy
- 694-705 The delta expansion for the transition density of diffusion models
by Lee, Yoon Dong & Song, Seongjoo & Lee, Eun-Kyung
2014, Volume 178, Issue P2
- 210-224 Optimal estimation of cointegrated systems with irrelevant instruments
by Phillips, Peter C.B.
- 225-230 The estimation of misspecified long memory models
by Robinson, Peter M.
- 231-242 Testable implications of affine term structure models
by Hamilton, James D. & Wu, Jing Cynthia
- 243-258 Testing for seasonal unit roots by frequency domain regression
by Chambers, Marcus J. & Ercolani, Joanne S. & Taylor, A.M. Robert
- 259-272 Testing for unit roots in bounded time series
by Cavaliere, Giuseppe & Xu, Fang
- 273-285 Aggregation in large dynamic panels
by Pesaran, M. Hashem & Chudik, Alexander
- 286-293 Model selection in under-specified equations facing breaks
by Castle, Jennifer L. & Hendry, David F.
- 294-309 Is there an optimal forecast combination?
by Hsiao, Cheng & Wan, Shui Ki
- 310-315 An asymptotic invariance property of the common trends under linear transformations of the data
by Johansen, Søren & Juselius, Katarina
- 316-330 Granger causality, exogeneity, cointegration, and economic policy analysis
by White, Halbert & Pettenuzzo, Davide
- 331-341 Summability of stochastic processes—A generalization of integration for non-linear processes
by Berenguer-Rico, Vanessa & Gonzalo, Jesús
- 342-351 The aggregation of dynamic relationships caused by incomplete information
by Thornton, Michael A.
- 352-367 Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
by Kim, Hyun Hak & Swanson, Norman R.
- 368-381 Estimating turning points using large data sets
by Stock, James H. & Watson, Mark W.
2014, Volume 178, Issue P1
- 4-14 Testing predictive regression models with nonstationary regressors
by Cai, Zongwu & Wang, Yunfei
- 15-21 Testing overidentifying restrictions with many instruments and heteroskedasticity
by Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen
- 22-44 A unified approach to validating univariate and multivariate conditional distribution models in time series
by Chen, Bin & Hong, Yongmiao
- 45-56 Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV
by Fan, Yanqin & Park, Sang Soo
- 57-70 Testing cointegration relationship in a semiparametric varying coefficient model
by Gu, Jingping & Liang, Zhongwen
- 71-79 Constructing smooth tests without estimating the eigenpairs of the limiting process
by Hsu, Shih-Hsun & Kuan, Chung-Ming
- 80-85 Model specification test with correlated but not cointegrated variables
by Gan, Li & Hsiao, Cheng & Xu, Shu
- 86-100 Neglected heterogeneity in moment condition models
by Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J.
- 101-113 Estimating and testing a quantile regression model with interactive effects
by Harding, Matthew & Lamarche, Carlos
- 114-131 Estimating a semi-parametric duration model without specifying heterogeneity
by Hausman, Jerry A. & Woutersen, Tiemen
- 132-145 An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
by Kim, Jae-Young
- 146-166 Testing a linear dynamic panel data model against nonlinear alternatives
by Lee, Yoon-Jin
- 167-179 A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
by Lin, Zhongjian & Li, Qi & Sun, Yiguo
- 180-193 Volatility activity: Specification and estimation
by Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna
- 194-206 Robustness checks and robustness tests in applied economics
by Lu, Xun & White, Halbert
2014, Volume 178, Issue 2
- 707-715 Treatment effect estimation with covariate measurement error
by Battistin, Erich & Chesher, Andrew
- 716-726 Estimation of finite sequential games
by Maruyama, Shiko
- 727-740 A Γ-moment approach to monotonic boundary estimation
by Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle
- 741-760 Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
by Vogelsang, Timothy J. & Wagner, Martin
- 761-778 Estimation of long-run parameters in unbalanced cointegration
by Hualde, Javier
- 779-793 Time-varying sparsity in dynamic regression models
by Kalli, Maria & Griffin, Jim E.
- 794-804 Identification theory for high dimensional static and dynamic factor models
by Bai, Jushan & Wang, Peng
- 805-823 Dynamic binary outcome models with maximal heterogeneity
by Browning, Martin & Carro, Jesus M.
2013, Volume 177, Issue 2
- 134-152 Optimal forecasts in the presence of structural breaks
by Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail
- 153-170 Adaptive forecasting in the presence of recent and ongoing structural change
by Giraitis, Liudas & Kapetanios, George & Price, Simon
- 171-184 Forecasting a long memory process subject to structural breaks
by Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng
- 185-198 Large time-varying parameter VARs
by Koop, Gary & Korobilis, Dimitris
- 199-212 Conditional predictive density evaluation in the presence of instabilities
by Rossi, Barbara & Sekhposyan, Tatevik
- 213-232 Time-varying combinations of predictive densities using nonlinear filtering
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K.
- 233-249 Sequential estimation of shape parameters in multivariate dynamic models
by Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique
- 250-264 Predictive regression under various degrees of persistence and robust long-horizon regression
by Phillips, Peter C.B. & Lee, Ji Hyung
- 265-284 Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 285-288 Least squares estimation in a simple random coefficient autoregressive model
by Johansen, Søren & Lange, Theis
- 289-304 Consistent factor estimation in dynamic factor models with structural instability
by Bates, Brandon J. & Plagborg-Møller, Mikkel & Stock, James H. & Watson, Mark W.
- 305-319 Forecasting by factors, by variables, by both or neither?
by Castle, Jennifer L. & Clements, Michael P. & Hendry, David F.
- 320-342 A Markov-switching multifractal inter-trade duration model, with application to US equities
by Chen, Fei & Diebold, Francis X. & Schorfheide, Frank
- 343-356 Modelling and forecasting government bond spreads in the euro area: A GVAR model
by Favero, Carlo A.
- 357-373 Complete subset regressions
by Elliott, Graham & Gargano, Antonio & Timmermann, Allan
2013, Volume 177, Issue 1
- 1-13 Inference on impulse response functions in structural VAR models
by Inoue, Atsushi & Kilian, Lutz
- 14-33 Binary choice models with discrete regressors: Identification and misspecification
by Komarova, Tatiana
- 34-46 GARCH models without positivity constraints: Exponential or log GARCH?
by Francq, Christian & Wintenberger, Olivier & Zakoïan, Jean-Michel
- 47-59 Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory
by Lavergne, Pascal & Patilea, Valentin
- 60-74 Distribution theory for the studentized mean for long, short, and negative memory time series
by McElroy, Tucker & Politis, Dimitris N.
- 75-84 Finite-sample exact tests for linear regressions with bounded dependent variables
by Gossner, Olivier & Schlag, Karl H.
- 85-108 Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
by Kim, Min Seong & Sun, Yixiao
- 109-115 Dilation bootstrap
by Galichon, Alfred & Henry, Marc
- 116-129 Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood
by Cosslett, Stephen R.
2013, Volume 176, Issue 2
- 93-111 Density approximations for multivariate affine jump-diffusion processes
by Filipović, Damir & Mayerhofer, Eberhard & Schneider, Paul
- 112-133 Nonparametric dynamic panel data models: Kernel estimation and specification testing
by Su, Liangjun & Lu, Xun
- 134-145 Robust adaptive rate-optimal testing for the white noise hypothesis
by Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána
- 146-161 Efficient learning via simulation: A marginalized resample-move approach
by Fulop, Andras & Li, Junye
- 162-172 Moving average stochastic volatility models with application to inflation forecast
by Chan, Joshua C.C.
2013, Volume 176, Issue 1
- 1-2 Fellow’s opinion corner: Econometric information recovery
by Judge, George
- 3-17 Bayesian semiparametric multivariate GARCH modeling
by Jensen, Mark J. & Maheu, John M.
- 18-29 Principal components estimation and identification of static factors
by Bai, Jushan & Ng, Serena
- 30-45 Testing for a break in trend when the order of integration is unknown
by Iacone, Fabrizio & Leybourne, Stephen J. & Robert Taylor, A.M.
- 46-58 What model for entry in first-price auctions? A nonparametric approach
by Marmer, Vadim & Shneyerov, Artyom & Xu, Pai
- 59-79 Semiparametric estimation in triangular system equations with nonstationarity
by Gao, Jiti & Phillips, Peter C.B.
- 80-91 Adaptively combined forecasting for discrete response time series
by Zhang, Xinyu & Lu, Zudi & Zou, Guohua
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
2013, Volume 173, Issue 2
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