Journal of Econometrics, August 2019
Green Table of Contents
Volume 211, Issue 2
Pages 319-618
Strict stationarity testing and GLAD estimation of double autoregressive models
Shaojun Guo, Dong Li, Muyi Li
Pages 319-337
Bayesian inference for partially identified smooth convex models
Yuan Liao, Anna Simoni
Pages 338-360
Applied welfare analysis for discrete choice with interval-data on income
Ying-Ying Lee, Debopam Bhattacharya
Pages 361-387
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Andrew J. Patton, Johanna F. Ziegel, Rui Chen
Pages 388-413
Semiparametric estimation of the random utility model with rank-ordered choice data
Jin Yan, Hong Il Yoo
Pages 414-438
A rank test for the number of factors with high-frequency data
Xin-Bing Kong, Zhi Liu, Wang Zhou
Pages 439-460
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Combining p-values to test for multiple structural breaks in cointegrated regressions
Michele Bergamelli, Annamaria Bianchi, Lynda Khalaf, Giovanni Urga
Pages 461-482
Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures
Laurens Cherchye, Thomas Demuynck, Bram De Rock
Pages 483-506
Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator
Jun Ma, Vadim Marmer, Artyom Shneyerov
Pages 507-538
A time-varying true individual effects model with endogenous regressors
Levent Kutlu, Kien C. Tran, Mike G. Tsionas
Pages 539-559
Inference on Difference-in-Differences average treatment effects: A fixed-b approach
Yu Sun, Karen X. Yan
Pages 560-588