Journal of Econometrics, October 2019
Green Table of Contents
Volume 212, Issue 2
Pages 359-678
Accelerating score-driven time series models
F. Blasques, P. Gorgi, S.J. Koopman
Pages 359-376
Link to preprint (Slightly different title, same authors, similar abstract)
A moment-based notion of time dependence for functional time series
Nazarii Salish, Alexander Gleim
Pages 377-392
Asymptotic theory and wild bootstrap inference with clustered errors
Antoine A. Djogbenou, James G. MacKinnon, Morten Ørregaard Nielsen
Pages 393-412
On asymptotic size distortions in the random coefficients logit model
Philipp Ketz
Pages 413-432
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Xirong Chen, Degui Li, Qi Li, Zheng Li
Pages 433-450
Panel data analysis with heterogeneous dynamics
Ryo Okui, Takahide Yanagi
Pages 451-475
Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms
Heng Chen, Yanqin Fan
Pages 476-502
Green copy not found
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A diagnostic criterion for approximate factor structure
Patrick Gagliardini, Elisa Ossola, Olivier Scaillet
Pages 503-521
Instrumental variables and the sign of the average treatment effect
Cecilia Machado, Azeem M. Shaikh, Edward J. Vytlacil
Pages 522-555
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Kim Christensen, Martin Thyrsgaard, Bezirgen Veliyev
Pages 556-583
Exact computation of Censored Least Absolute Deviations estimator
Yannis Bilias, Kostas Florios, Spyros Skouras
Pages 584-606
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice
Guohua Feng, Bin Peng, Liangjun Su, Thomas Tao Yang
Pages 607-622
Indirect inference with a non-smooth criterion function
David T. Frazier, Tatsushi Oka, Dan Zhu
Pages 623-645
Non-separable models with high-dimensional data
Liangjun Su, Takuya Ura, Yichong Zhang
Pages 646-677