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Robust forecast combinationsXIAOQIAO WEI; YUHONG YANG.Journal of econometrics. 2012, Vol 166, Num 2, pp 224-236, issn 0304-4076, 13 p.Article
The random coefficients logit model is identifiedFOX, Jeremy T; KYOO IL KIM; RYAN, Stephen P et al.Journal of econometrics. 2012, Vol 166, Num 2, pp 204-212, issn 0304-4076, 9 p.Article
Partial identification using random set theoryBERESTEANU, Arie; MOLCHANOV, Ilya; MOLINARI, Francesca et al.Journal of econometrics. 2012, Vol 166, Num 1, pp 17-32, issn 0304-4076, 16 p.Article
The impact of the National School Lunch Program on child health: A nonparametric bounds analysisGUNDERSEN, Craig; KREIDER, Brent; PEPPER, John et al.Journal of econometrics. 2012, Vol 166, Num 1, pp 79-91, issn 0304-4076, 13 p.Article
Minima regret treatment choice with covariates or with limited validity of experimentsSTOYE, Jörg.Journal of econometrics. 2012, Vol 166, Num 1, pp 138-156, issn 0304-4076, 19 p.Article
A new method of projection-based inference in GMM with weakly identified nuisance parametersCHAUDHURI, Saraswata; ZIVOT, Eric.Journal of econometrics. 2011, Vol 164, Num 2, pp 239-251, issn 0304-4076, 13 p.Article
An I(d) model with trend and cyclesABADIR, Karim M; DISTASO, Walter; GIRAITIS, Liudas et al.Journal of econometrics. 2011, Vol 163, Num 2, pp 186-199, issn 0304-4076, 14 p.Article
Bayesian inference in a sample selection modelVAN HASSELT, Martijn.Journal of econometrics. 2011, Vol 165, Num 2, pp 221-232, issn 0304-4076, 12 p.Article
Bias in estimating multivariate and univariate diffusionsXIAOHU WANG; PHILLIPS, Peter C. B; JUN YU et al.Journal of econometrics. 2011, Vol 161, Num 2, pp 228-245, issn 0304-4076, 18 p.Article
Empirical likelihood block bootstrappingALLEN, Jason; GREGORY, Allan W; SHIMOTSU, Katsumi et al.Journal of econometrics. 2011, Vol 161, Num 2, pp 110-121, issn 0304-4076, 12 p.Article
Likelihood-based scoring rules for comparing density forecasts in tailsDIKS, Cees; PANCHENKO, Valentyn; VAN DIJK, Dick et al.Journal of econometrics. 2011, Vol 163, Num 2, pp 215-230, issn 0304-4076, 16 p.Article
Particle filters for continuous likelihood evaluation and maximisationMALIK, Sheheryar; PITT, Michael K.Journal of econometrics. 2011, Vol 165, Num 2, pp 190-209, issn 0304-4076, 20 p.Article
Semi-nonparametric estimation and misspecification testing of diffusion modelsKRISTENSEN, Dennis.Journal of econometrics. 2011, Vol 164, Num 2, pp 382-403, issn 0304-4076, 22 p.Article
Volatility contagion: A range-based volatility approachCHIANG, Min-Hsien; WANG, Li-Min.Journal of econometrics. 2011, Vol 165, Num 2, pp 175-189, issn 0304-4076, 15 p.Article
Wealth accumulation and factors accounting for successPAWASUTIPAISIT, Anan; TOWNSEND, Robert M.Journal of econometrics. 2011, Vol 161, Num 1, pp 56-81, issn 0304-4076, 26 p.Article
THE ECONOMICS AND ECONOMETRICS OF RISKZILBERMAN, David; ZELLNER, Arnold.Journal of econometrics. 2011, Vol 162, Num 1, issn 0304-4076, 148 p.Serial Issue
Risk behavior in the presence of government programsSERRA, Teresa; GOODWIN, Barry K; FEATHERSTONE, Allen M et al.Journal of econometrics. 2011, Vol 162, Num 1, pp 18-24, issn 0304-4076, 7 p.Article
Moment Restriction-Based Econometric MethodsKUNITOMO, Naoto; MCALEER, Michael; NISHIYAMA, Yoshihiko et al.Journal of econometrics. 2011, Vol 165, Num 1, issn 0304-4076, 137 p.Serial Issue
Control variate method for stationary processesAMANO, Tomoyuki; TANIGUCHI, Masanobu.Journal of econometrics. 2011, Vol 165, Num 1, pp 20-29, issn 0304-4076, 10 p.Article
Linear programming-based estimators in simple linear regressionPREVE, Daniel; MEDEIROS, Marcelo C.Journal of econometrics. 2011, Vol 165, Num 1, pp 128-136, issn 0304-4076, 9 p.Article
Cross-sectional dependence robust block bootstrap panel unit root testsPALM, Franz C; SMEEKES, Stephan; URBAIN, Jean-Pierre et al.Journal of econometrics. 2011, Vol 163, Num 1, pp 85-104, issn 0304-4076, 20 p.Conference Paper
Dynamic factors in the presence of blocksHALLIN, Marc; LISKA, Roman.Journal of econometrics. 2011, Vol 163, Num 1, pp 29-41, issn 0304-4076, 13 p.Conference Paper
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?CARRIERO, Andrea; GIACOMINI, Raffaella.Journal of econometrics. 2011, Vol 164, Num 1, pp 21-34, issn 0304-4076, 14 p.Conference Paper
Density estimation for nonlinear parametric models with conditional heteroscedasticityZHIBIAO ZHAO.Journal of econometrics. 2010, Vol 155, Num 1, pp 71-82, issn 0304-4076, 12 p.Article
Distribution-free tests for time series models specificationDELGADO, Miguel A; VELASCO, Carlos.Journal of econometrics. 2010, Vol 155, Num 2, pp 128-137, issn 0304-4076, 10 p.Article