Journal of Econometrics,
Green Table of Contents
Volume 215, Issue 2
Pages 305-632 (April 2020)
n-prediction of generalized heteroscedastic transformation regression models
Songnian Chen, Hanghui Zhang
Pages 305-340
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Testing for Stationarity at High Frequency
Bibo Jiang, Ye Lu, Joon Y. Park
Pages 341-374
Estimating production functions with robustness against errors in the proxy variables
Yingyao Hu, Guofang Huang, Yuya Sasaki
Pages 375-398
Nonparametric identification in index models of link formation
Wayne Yuan Gao
Pages 399-413
Estimating permanent price impact via machine learning
R. Philip
Pages 414-449
The uniform validity of impulse response inference in autoregressions
Atsushi Inoue, Lutz Kilian
Pages 450-472
Identifying dynamic discrete choice models off short panels
Peter Arcidiacono, Robert A. Miller
Pages 473-485
Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests
Xiye Yang
Pages 486-516
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Variance risk: A bird’s eye view
Fabian Hollstein, Chardin Wese Simen
Pages 517-535
Dependent microstructure noise and integrated volatility estimation from high-frequency data
Z. Merrick Li, Roger J.A. Laeven, Michel H. Vellekoop
Pages 536-558
Issues in the estimation of mis-specified models of fractionally integrated processes
Gael M. Martin, K. Nadarajah, D.S. Poskitt
Pages 559-573
Identification and estimation in panel models with overspecified number of groups
Ruiqi Liu, Zuofeng Shang, Yonghui Zhang, Qiankun Zhou
Pages 574-590
Multivariate spatial autoregressive model for large scale social networks
Xuening Zhu, Danyang Huang, Rui Pan, Hansheng Wang
Pages 591-606
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Degui Li, Peter C.B. Phillips, Jiti Gao
Pages 607-632