Journal of
Econometrics,
Green Table of
Contents
Volume 214, Issues
2
Pages 295-540
(February 2020)
Nonparametric
filtering of conditional state-price densities
Jeroen Dalderop
Pages
295-325
Variance disparity
and market frictions
Yang-Ho
Park
Pages
326-348
Nonparametric
assessment of hedge fund performance
Caio
Almeida, Kym Ardison, René Garcia
Pages
349-378
On rank estimators
in increasing dimensions
Yanqin
Fan, Fang Han, Wei Li, Xiao-Hua Zhou
Pages
379-412
Measurement error
in multiple equations: Tobin’s q and corporate investment, saving, and debt
Karim
Chalak, Daniel Kim
Pages
413-432
Inference in
heavy-tailed vector error correction models
Rui
She, Shiqing Ling
Pages
433-450
Green print not
available
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copy from author via ResearchGate
Panel threshold
regressions with latent group structures
Ke
Miao, Liangjun Su, Wendun Wang
Pages
451-481
High-dimensional
minimum variance portfolio estimation based on high-frequency data
T.
Tony Cai, Jianchang Hu, Yingying Li, Xinghua Zheng
Pages
482-494
Robust estimation
with many instruments
Mikkel
Sølvsten
Pages
495-512
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available
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Modelling regional
patterns of inefficiency: A Bayesian approach to geoadditive panel stochastic
frontier analysis with an application to cereal production in England and Wales
Nadja
Klein, Helmut Herwartz, Thomas Kneib
Pages
513-539
Green print not
available