Journal of Econometrics,  

Green Table of Contents 

 

Volume 215, Issue 2

Pages 305-632 (April 2020)

 

n-prediction of generalized heteroscedastic transformation regression models

Songnian Chen, Hanghui Zhang

Pages 305-340

Request Copy from author via ResearchGate

 

Testing for Stationarity at High Frequency

Bibo Jiang, Ye Lu, Joon Y. Park

Pages 341-374

Link to preprint

 

Estimating production functions with robustness against errors in the proxy variables

Yingyao Hu, Guofang Huang, Yuya Sasaki

Pages 375-398

Link to preprint

 

Nonparametric identification in index models of link formation

Wayne Yuan Gao

Pages 399-413

Link to preprint

 

Estimating permanent price impact via machine learning

R. Philip

Pages 414-449

Link to preprint

 

The uniform validity of impulse response inference in autoregressions

Atsushi Inoue, Lutz Kilian

Pages 450-472

Link to preprint

 

Identifying dynamic discrete choice models off short panels

Peter Arcidiacono, Robert A. Miller

Pages 473-485

Link to preprint

 

Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests

Xiye Yang

Pages 486-516

Request Copy from author via ResearchGate

 

Variance risk: A bird’s eye view

Fabian Hollstein, Chardin Wese Simen

Pages 517-535

Link to preprint

 

Dependent microstructure noise and integrated volatility estimation from high-frequency data

Z. Merrick Li, Roger J.A. Laeven, Michel H. Vellekoop

Pages 536-558

Link to preprint

 

Issues in the estimation of mis-specified models of fractionally integrated processes

Gael M. Martin, K. Nadarajah, D.S. Poskitt

Pages 559-573

Link to preprint

 

Identification and estimation in panel models with overspecified number of groups

Ruiqi Liu, Zuofeng Shang, Yonghui Zhang, Qiankun Zhou

Pages 574-590

Link to preprint

 

Multivariate spatial autoregressive model for large scale social networks

Xuening Zhu, Danyang Huang, Rui Pan, Hansheng Wang

Pages 591-606

Link to preprint

 

Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression

Degui Li, Peter C.B. Phillips, Jiti Gao

Pages 607-632

Link to preprint