Journal of Econometrics, December
2013
Green Table of Contents
Volume 213, Issue 2
Pages 297-632 (
Simulated likelihood estimators for discretely observed
jump–diffusions
K. Giesecke, G. Schwenkler
Pages 297-320
Consistent non-Gaussian pseudo maximum likelihood estimators
Gabriele Fiorentini,
Enrique Sentana
Pages 321-358
Bootstrapping structural change tests
Otilia Boldea, Adriana Cornea-Madeira, Alastair R. Hall
Pages 359-397
(publisherŐs pdf, made open access by Elsevier)
Optimal two-sided tests for instrumental variables regression with
heteroskedastic and autocorrelated
errors
Humberto
Moreira, Marcelo J. Moreira
Pages 398-433
A likelihood ratio test for spatial model selection
Tuo Liu, Lung-fei Lee
Pages 434-458
Green print not
available
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Bias reduction in nonlinear and dynamic panels in the presence of
cross-section dependence
Cavit Pakel
Pages 459-492
Regime switching dynamic correlations for asymmetric and
fat-tailed conditional returns
Marc S. Paolella,
Paweł Polak, Patrick
S. Walker
Pages 493-515
Green print not
available
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Uniform confidence bands for nonparametric errors-in-variables
regression
Kengo Kato, Yuya Sasaki
Pages 516-555
A new stochastic frontier model with cross-sectional effects in
both noise and inefficiency terms
Luis Orea, Inmaculada C. çlvarez
Pages 556-577
Saddlepoint approximations for short and long memory time series: A frequency
domain approach
Davide La Vecchia, Elvezio Ronchetti
Pages 578-592
Green print not
available
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Efficient estimation and computation of parameters and
nonparametric functions in generalized semi/non-parametric regression models
Ling Zhou, Huazhen
Lin, Kani Chen, Hua Liang
Pages 593-607
Green print not
available
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Efficient estimation of nonparametric regression in the presence
of dynamic heteroskedasticity
Oliver Linton, Zhijie
Xiao
Pages 608-631