Journal of
Econometrics,
Green Table of
Contents
Volume 220, Issue 2,
Pages 215-606 (February 2021)
Second-order corrected likelihood for nonlinear panel models with fixed effects
Geert Dhaene, Yutao Sun
Pages 227-252
Semiparametric identification in panel data discrete response models
Eleni Aristodemou
Pages 253-271
Identifying latent group structures in nonlinear panels
Wuyi Wang, Liangjun Su
Pages 272-295
Nonlinear factor models for network and panel data
Mingli Chen, Iván Fernández-Val, Martin Weidner
Pages 296-324
On the robustness of the pooled CCE estimator
Artūras Juodis, Hande Karabiyik, Joakim Westerlund
Pages 325-348
Estimating and testing high dimensional factor models with multiple structural changes
Badi H. Baltagi, Chihwa Kao, Fa Wang
Pages 349-365
Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors
Elena Andreou, Eric Ghysels
Pages 366-398
Estimation of heterogeneous panels with systematic slope variations
Jörg Breitung, Nazarii Salish
Pages 399-415
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Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Milda Norkutė, Vasilis Sarafidis, Takashi Yamagata, Guowei Cui
Pages 416-446
Heterogeneous structural breaks in panel data models
Ryo Okui, Wendun Wang
Pages 447-473
Inferential theory for heterogeneity and cointegration in large panels
Lorenzo Trapani
Pages 474-503
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
George Kapetanios, Laura Serlenga, Yongcheol Shin
Pages 504-531
An econometric approach to the estimation of multi-level models
Yimin Yang, Peter Schmidt
Pages 532-543
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Detecting granular time series in large panels
Christian Brownlees, Geert Mesters
Pages 544-561
Estimation of a nonparametric model for bond prices from cross-section and time series information
Bonsoo Koo, Davide La Vecchia, Oliver Linton
Pages 562-588
Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit
Lynda Khalaf, Maral Kichian, Charles J. Saunders, Marcel Voia
Pages 589-605