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Content
2017, Volume 198, Issue 1
- 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
- 451-467 Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
by Harris, David & Leybourne, Stephen J. & Taylor, A.M. Robert
- 468-484 Vector autoregressive moving average identification for macroeconomic modeling: A new methodology
by Poskitt, D.S.
- 485-498 Gaussian mixture vector autoregression
by Kalliovirta, Leena & Meitz, Mika & Saikkonen, Pentti
- 499-513 TENET: Tail-Event driven NETwork risk
by Härdle, Wolfgang Karl & Wang, Weining & Yu, Lining
2016, Volume 192, Issue 1
- 1-18 Exploiting the errors: A simple approach for improved volatility forecasting
by Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier
- 19-39 Bayesian semiparametric modeling of realized covariance matrices
by Jin, Xin & Maheu, John M.
- 40-54 Efficiency of thin and thick markets
by Gan, Li & Li, Qi
- 55-63 Root-T consistent density estimation in GARCH models
by Delaigle, Aurore & Meister, Alexander & Rombouts, Jeroen
- 64-85 Inference on co-integration parameters in heteroskedastic vector autoregressions
by Boswijk, H. Peter & Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert
- 86-104 Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
by Lee, Seojeong
- 105-118 Predictive quantile regression with persistent covariates: IVX-QR approach
by Lee, Ji Hyung
- 119-138 Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
by Aït-Sahalia, Yacine & Park, Joon Y.
- 139-151 Model averaging based on leave-subject-out cross-validation
by Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Zou, Guohua
- 152-167 Nonstationarity in time series of state densities
by Chang, Yoosoon & Kim, Chang Sik & Park, Joon Y.
- 168-189 A reexamination of stock return predictability
by Choi, Yongok & Jacewitz, Stefan & Park, Joon Y.
- 190-206 Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem
by Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus
- 207-230 Testing for Granger causality with mixed frequency data
by Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji
- 231-268 Bootstrap inference for instrumental variable models with many weak instruments
by Wang, Wenjie & Kaffo, Maximilien
- 269-290 A dual approach to inference for partially identified econometric models
by Kaido, Hiroaki
- 291-312 Individual and time effects in nonlinear panel models with large N, T
by Fernández-Val, Iván & Weidner, Martin
- 313-328 The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
by Park, Yang-Ho
2016, Volume 191, Issue 2
- 276-292 Dynamic treatment effects
by Heckman, James J. & Humphries, John Eric & Veramendi, Gregory
- 293-301 Credible interval estimates for official statistics with survey nonresponse
by Manski, Charles F.
- 302-311 On independence conditions in nonseparable models: Observable and unobservable instruments
by Matzkin, Rosa L.
- 312-324 Real-time nowcasting of nominal GDP with structural breaks
by Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo
- 325-347 Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error
by Park, Sujin & Hong, Seok Young & Linton, Oliver
- 348-359 A new approach to measuring and studying the characteristics of class membership: Examining poverty, inequality and polarization in urban China
by Anderson, Gordon & Farcomeni, Alessio & Pittau, Maria Grazia & Zelli, Roberto
- 360-373 Consistent tests for poverty dominance relations
by Barrett, Garry F. & Donald, Stephen G. & Hsu, Yu-Chin
- 374-383 A solution to aggregation and an application to multidimensional ‘well-being’ frontiers
by Maasoumi, Esfandiar & Racine, Jeffrey S.
- 384-397 Improving GDP measurement: A measurement-error perspective
by Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho
- 398-406 Price discounts and the measurement of inflation
by Fox, Kevin J. & Syed, Iqbal A.
- 407-413 A least squares approach to imposing within-region fixity in the International Comparisons Program
by Hill, Robert J.
- 414-425 Stochastic approach to computation of purchasing power parities in the International Comparison Program (ICP)
by Rao, D.S. Prasada & Hajargasht, Gholamreza
- 426-433 Measuring industry productivity and cross-country convergence
by Inklaar, Robert & Diewert, W. Erwin
2016, Volume 191, Issue 1
- 1-18 Efficient estimation of approximate factor models via penalized maximum likelihood
by Bai, Jushan & Liao, Yuan
- 19-32 Nonparametric errors in variables models with measurement errors on both sides of the equation
by De Nadai, Michele & Lewbel, Arthur
- 33-56 Long memory affine term structure models
by Goliński, Adam & Zaffaroni, Paolo
- 57-68 Testing for (in)finite moments
by Trapani, Lorenzo
- 69-85 Inference in VARs with conditional heteroskedasticity of unknown form
by Brüggemann, Ralf & Jentsch, Carsten & Trenkler, Carsten
- 86-109 Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
by Qian, Junhui & Su, Liangjun
- 110-128 Information theory for maximum likelihood estimation of diffusion models
by Choi, Hwan-sik
- 129-144 Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness
by Dette, Holger & Hoderlein, Stefan & Neumeyer, Natalie
- 145-163 Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers
by Blazsek, Szabolcs & Escribano, Alvaro
- 164-175 Intergenerational long-term effects of preschool-structural estimates from a discrete dynamic programming model
by Heckman, James J. & Raut, Lakshmi K.
- 176-195 Estimation of heterogeneous panels with structural breaks
by Baltagi, Badi H. & Feng, Qu & Kao, Chihwa
- 196-216 A direct approach to inference in nonparametric and semiparametric quantile models
by Fan, Yanqin & Liu, Ruixuan
- 217-230 Variation-based tests for volatility misspecification
by Papanicolaou, Alex & Giesecke, Kay
- 231-254 Sieve instrumental variable quantile regression estimation of functional coefficient models
by Su, Liangjun & Hoshino, Tadao
- 255-271 ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
by Medeiros, Marcelo C. & Mendes, Eduardo F.
2016, Volume 190, Issue 2
- 212-221 A weak instrument F-test in linear IV models with multiple endogenous variables
by Sanderson, Eleanor & Windmeijer, Frank
- 222-232 Endogenous network production functions with selectivity
by Horrace, William C. & Liu, Xiaodong & Patacchini, Eleonora
- 233-251 Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
by Malikov, Emir & Kumbhakar, Subal C. & Sun, Yiguo
- 252-266 A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
by Murtazashvili, Irina & Wooldridge, Jeffrey M.
- 267-279 Estimating production functions with control functions when capital is measured with error
by Kim, Kyoo il & Petrin, Amil & Song, Suyong
- 280-288 Endogeneity in stochastic frontier models
by Amsler, Christine & Prokhorov, Artem & Schmidt, Peter
- 289-300 A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
by Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C.
- 301-314 Directional distance functions: Optimal endogenous directions
by Atkinson, Scott E. & Tsionas, Mike G.
- 315-327 The good, the bad and the technology: Endogeneity in environmental production models
by Kumbhakar, Subal C. & Tsionas, Efthymios G.
- 328-340 Using information about technologies, markets and firm behaviour to decompose a proper productivity index
by O’Donnell, C.J.
- 341-348 Some models for stochastic frontiers with endogeneity
by Griffiths, William E. & Hajargasht, Gholamreza
- 349-359 Nonparametric instrumental variables estimation for efficiency frontier
by Cazals, Catherine & Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold
- 360-373 Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
by Simar, Léopold & Vanhems, Anne & Van Keilegom, Ingrid
2016, Volume 190, Issue 1
- 1-17 Series estimation under cross-sectional dependence
by Lee, Jungyoon & Robinson, Peter M.
- 18-45 GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
by Hill, Jonathan B. & Prokhorov, Artem
- 46-61 Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
by Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M.
- 62-78 Adverse selection, moral hazard and the demand for Medigap insurance
by Keane, Michael & Stavrunova, Olena
- 79-99 Methods for measuring expectations and uncertainty in Markov-switching models
by Bianchi, Francesco
- 100-114 Testing for monotonicity under endogeneity
by Gutknecht, Daniel
- 115-132 Efficient shrinkage in parametric models
by Hansen, Bruce E.
- 133-147 Particle efficient importance sampling
by Scharth, Marcel & Kohn, Robert
- 148-175 Shrinkage estimation of dynamic panel data models with interactive fixed effects
by Lu, Xun & Su, Liangjun
- 176-196 A tale of two option markets: Pricing kernels and volatility risk
by Song, Zhaogang & Xiu, Dacheng
- 197-208 Grouped effects estimators in fixed effects models
by Bester, C. Alan & Hansen, Christian B.
2015, Volume 189, Issue 2
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