Journal of Econometrics,  

Green Table of Contents 

 

Volume 215, Issue 1

Pages 1-304 (March 2020)

 

Inference for local distributions at high sampling frequencies: A bootstrap approach

    Ulrich Hounyo, Rasmus T. Varneskov

    Pages 1-34

Link to preprint

 

Does modeling a structural break improve forecast accuracy?

    Tom Boot, Andreas Pick

    Pages 35-59

Link to preprint

 

Determining individual or time effects in panel data models

    Xun Lu, Liangjun Su

    Pages 60-83

Link to preprint

 

A goodness-of-fit test for copulas based on martingale transformation

    Xiaohui Lu, Xu Zheng

    Pages 84-117

Green print not available

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Ultrahigh dimensional precision matrix estimation via refitted cross validation

    Luheng Wang, Zhao Chen, Christina Dan Wang, Runze Li

    Pages 118-130

Green print not available

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Inference on distribution functions under measurement error

    Karun Adusumilli, Daisuke Kurisu, Taisuke Otsu, Yoon-Jae Whang

    Pages 131-164

Link to preprint

 

Non-standard inference for augmented double autoregressive models with null volatility coefficients

    Feiyu Jiang, Dong Li, Ke Zhu

    Pages 165-183

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Identification and estimation of time-varying nonseparable panel data models without stayers

    Takuya Ishihara

    Pages 184-208

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Sequential monitoring for changes from stationarity to mild non-stationarity

    Lajos Horváth, Zhenya Liu, Gregory Rice, Shixuan Wang

    Pages 209-238

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Semiparametric estimation of a censored regression model with endogeneity

    Songnian Chen, Qian Wang

    Pages 239-256

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Hybrid stochastic local unit roots

    Offer Lieberman, Peter C.B. Phillips

    Pages 257-285

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Nonparametric identification of discrete choice models with lagged dependent variables

    Benjamin Williams

    Pages 286-304

Link to preprint