Journal of Econometrics,
Green Table of Contents
Volume 217, Issue 1
Pages 1-202 (July 2020)
Estimating derivatives of function-valued parameters in a class of moment condition models
Christoph Rothe, Dominik Wied
Pages 1-19
High frequency traders and the price process
Yacine Aït-Sahalia, Celso Brunetti
Pages 20-45
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Relevant parameter changes in structural break models
Arnaud Dufays, Jeroen V.K. Rombouts
Pages 46-78
Inference for high-dimensional instrumental variables regression
David Gold, Johannes Lederer, Jing Tao
Pages 79-111
Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
Irene Botosaru
Pages 112-139
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Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
Marcus J. Chambers
Pages 140-160
Posterior distribution of nondifferentiable functions
Toru Kitagawa, José Luis Montiel Olea, Jonathan Payne, Amilcar Velez
Pages 161-175
A coupled component DCS-EGARCH model for intraday and overnight volatility
Oliver Linton, Jianbin Wu
Pages 176-201