Journal of Econometrics

March 2019

Green Open Access

Volume 209, Issue 1

Pages 1-144

 

Quantile regression for duration models with time-varying regressors

    Songnian Chen

    Pages 1-17

Green copy not available

 

Nearly weighted risk minimal unbiased estimation

    Ulrich K. MŸller, Yulong Wang

    Pages 18-34

Link to preprint

 

Model averaging based on leave-subject-out cross-validation for vector autoregressions

    Jun Liao, Xianpeng Zong, Xinyu Zhang, Guohua Zou

    Pages 35-60

Green copy not available

 

Structured volatility matrix estimation for non-synchronized high-frequency financial data

    Jianqing Fan, Donggyu Kim

    Pages 61-78

Green copy not available

 

New results on the identification of stochastic bargaining models

    Antonio Merlo, Xun Tang

    Pages 79-93

Link to preprint

 

The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification

    Chuhui Li, D.S. Poskitt, Xueyan Zhao

    Pages 94-113

Link to preprint

 

Bayesian estimation of dynamic asset pricing models with informative observations

    Andras Fulop, Junye Li

    Pages 114-138

Green copy not available