Journal of
Econometrics,
Green Table of
Contents
Volume 215, Issue
1
Pages 1-304 (March
2020)
Inference for
local distributions at high sampling frequencies: A bootstrap approach
Ulrich
Hounyo, Rasmus T. Varneskov
Pages
1-34
Does modeling a
structural break improve forecast accuracy?
Tom
Boot, Andreas Pick
Pages
35-59
Determining
individual or time effects in panel data models
Xun
Lu, Liangjun Su
Pages
60-83
A goodness-of-fit
test for copulas based on martingale transformation
Xiaohui
Lu, Xu Zheng
Pages
84-117
Green print not
available
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copy from author via ResearchGate
Ultrahigh
dimensional precision matrix estimation via refitted cross validation
Luheng
Wang, Zhao Chen, Christina Dan Wang, Runze Li
Pages
118-130
Green print not
available
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copy from author via ResearchGate
Inference on
distribution functions under measurement error
Karun
Adusumilli, Daisuke Kurisu, Taisuke Otsu, Yoon-Jae Whang
Pages
131-164
Non-standard
inference for augmented double autoregressive models with null volatility
coefficients
Feiyu
Jiang, Dong Li, Ke Zhu
Pages
165-183
Identification and
estimation of time-varying nonseparable panel data models without stayers
Takuya
Ishihara
Pages
184-208
Sequential
monitoring for changes from stationarity to mild non-stationarity
Lajos
Horváth, Zhenya Liu, Gregory Rice, Shixuan Wang
Pages
209-238
Semiparametric
estimation of a censored regression model with endogeneity
Songnian
Chen, Qian Wang
Pages
239-256
Hybrid stochastic
local unit roots
Offer
Lieberman, Peter C.B. Phillips
Pages
257-285
Nonparametric
identification of discrete choice models with lagged dependent variables
Benjamin
Williams
Pages
286-304