Journal of Econometrics, August 2019

Green Table of Contents

 

Volume 211, Issue 2

Pages 319-618  

  

Strict stationarity testing and GLAD estimation of double autoregressive models

    Shaojun Guo, Dong Li, Muyi Li

    Pages 319-337

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Bayesian inference for partially identified smooth convex models

    Yuan Liao, Anna Simoni

    Pages 338-360

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Applied welfare analysis for discrete choice with interval-data on income

    Ying-Ying Lee, Debopam Bhattacharya

    Pages 361-387

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Dynamic semiparametric models for expected shortfall (and Value-at-Risk)

    Andrew J. Patton, Johanna F. Ziegel, Rui Chen

    Pages 388-413

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Semiparametric estimation of the random utility model with rank-ordered choice data

    Jin Yan, Hong Il Yoo

    Pages 414-438

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A rank test for the number of factors with high-frequency data

    Xin-Bing Kong, Zhi Liu, Wang Zhou

    Pages 439-460

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Combining p-values to test for multiple structural breaks in cointegrated regressions

    Michele Bergamelli, Annamaria Bianchi, Lynda Khalaf, Giovanni Urga

    Pages 461-482

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Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures

    Laurens Cherchye, Thomas Demuynck, Bram De Rock

    Pages 483-506

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Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator

    Jun Ma, Vadim Marmer, Artyom Shneyerov

    Pages 507-538

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A time-varying true individual effects model with endogenous regressors

    Levent Kutlu, Kien C. Tran, Mike G. Tsionas

    Pages 539-559

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Inference on Difference-in-Differences average treatment effects: A fixed-b approach

    Yu Sun, Karen X. Yan

    Pages 560-588

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