Journal of
Econometrics,
Green Table of
Contents
Volume 221, Issue 1
Pages 1-336 (March 2021)
Bootstrap based probability forecasting in multiplicative error models
Indeewara Perera, Mervyn J. Silvapulle
Pages 1-24
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Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
Andrés Aradillas-López
Pages 25-42
A general semiparametric approach to inference with marker-dependent hazard rate models
Gerard. J. van den Berg, Lena Janys, Enno Mammen, Jens Perch Nielsen
Pages 43-67
Jackknife empirical likelihood for inequality constraints on regular functionals
Ruxin Chen, Rami V. Tabri
Pages 68-77
Efficient size correct subset inference in homoskedastic linear instrumental variables regression
Frank Kleibergen
Pages 78-96
ExpectHill estimation, extreme risk and heavy tails
Abdelaati Daouia, Stéphane Girard, Gilles Stupfler
Pages 97-117
Hierarchical Markov-switching models for multivariate integer-valued time-series
Leopoldo Catania, Roberto Di Mari
Pages 118-137
Testing continuity of a density via g-order statistics in the regression discontinuity design
Federico A. Bugni, Ivan A. Canay
Pages 138-159
Likelihood inference and the role of initial conditions for the dynamic panel data model
José Diogo Barbosa, Marcelo J. Moreira
Pages 160-179
Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
Xi Qu, Lung-fei Lee, Chao Yang
Pages 180-197
Nonstationary panel models with latent group structures and cross-section dependence
Wenxin Huang, Sainan Jin, Peter C.B. Phillips, Liangjun Su
Pages 198-222
Optimal Linear Instrumental Variables Approximations
Juan Carlos Escanciano, Wei Li
Pages 223-246
An automated approach towards sparse single-equation cointegration modelling
Stephan Smeekes, Etienne Wijler
Pages 247-276
Estimating multiple breaks in nonstationary autoregressive models
Tianxiao Pang, Lingjie Du, Terence Tai-Leung Chong
Pages 277-311
Frequentist properties of Bayesian inequality tests
David M. Kaplan, Longhao Zhuo
Pages 312-336