Journal of
Econometrics,
Green Table of
Contents
Volume 221, Issue 2
Pages 337-676 (April 2021)
Estimation of dynamic panel spatial vector autoregression: Stability and spatial multivariate cointegration
Kai Yang, Lung-fei Lee
Pages 337-367
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Robust and optimal estimation for partially linear instrumental variables models with partial identification
Qihui Chen
Pages 368-380
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Varying random coefficient models
Christoph Breunig
Pages 381-408
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Xinxin Yang, Xinghua Zheng, Jiaqi Chen
Pages 409-423
Spatial dynamic panel data models with correlated random effects
Liyao Li, Zhenlin Yang
Pages 424-454
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with cointegrated factors
Matteo Barigozzi, Marco Lippi, Matteo Luciani
Pages 455-482
Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks
Lei Hou, Kunpeng Li, Qi Li, Min Ouyang
Pages 483-509
Detection of units with pervasive effects in large panel data models
G. Kapetanios, M.H. Pesaran, S. Reese
Pages 510-541
Missing observations in observation-driven time series models
F. Blasques, P. Gorgi, S.J. Koopman
Pages 542-568
The factor analytical approach in near unit root interactive effects panels
Milda Norkutė, Joakim Westerlund
Pages 569-590
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Estimation and inference in spatial models with dominant units
M. Hashem Pesaran, Cynthia Fan Yang
Pages 591-615
Diffusion copulas: Identification and estimation
Ruijun Bu, Kaddour Hadri, Dennis Kristensen
Pages 616-643
Overlap in observational studies with high-dimensional covariates
Alexander D’Amour, Peng Ding, Avi Feller, Lihua Lei, Jasjeet Sekhon
Pages 644-654
The continuous-time limit of score-driven volatility models
Giuseppe Buccheri, Fulvio Corsi, Franco Flandoli, Giulia Livieri
Pages 655-675