| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Adjusted QMLE for the spatial autoregressive parameter
|
Martellosio, Federico
|
|
|
219 |
2 |
p. 488-506
|
article
|
| 2 |
Asymptotic theory for time series with changing mean and variance
|
Dalla, Violetta
|
|
|
219 |
2 |
p. 281-313
|
article
|
| 3 |
Econometric analysis of production networks with dominant units
|
Pesaran, M. Hashem
|
|
|
219 |
2 |
p. 507-541
|
article
|
| 4 |
Editorial Board
|
|
|
|
219 |
2 |
p. ii
|
article
|
| 5 |
Heterogeneous panel data models with cross-sectional dependence
|
Gao, Jiti
|
|
|
219 |
2 |
p. 329-353
|
article
|
| 6 |
High-dimensional predictive regression in the presence of cointegration
|
Koo, Bonsoo
|
|
|
219 |
2 |
p. 456-477
|
article
|
| 7 |
High-frequency jump tests: Which test should we use?
|
Maneesoonthorn, Worapree
|
|
|
219 |
2 |
p. 478-487
|
article
|
| 8 |
Hypothesis testing based on a vector of statistics
|
King, Maxwell L.
|
|
|
219 |
2 |
p. 425-455
|
article
|
| 9 |
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
|
Harris, David
|
|
|
219 |
2 |
p. 354-388
|
article
|
| 10 |
Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
|
Hong, Seok Young
|
|
|
219 |
2 |
p. 389-424
|
article
|
| 11 |
Point optimal testing with roots that are functionally local to unity
|
Bykhovskaya, Anna
|
|
|
219 |
2 |
p. 231-259
|
article
|
| 12 |
Score tests in GMM: Why use implied probabilities?
|
Chaudhuri, Saraswata
|
|
|
219 |
2 |
p. 260-280
|
article
|
| 13 |
Special Issue of the Journal of Econometrics on “Econometric Estimation and Testing: Essays in Honour of Maxwell King”
|
Gao, Jiti
|
|
|
219 |
2 |
p. 201-203
|
article
|
| 14 |
Testing for a trend with persistent errors
|
Elliott, Graham
|
|
|
219 |
2 |
p. 314-328
|
article
|
| 15 |
The term structure of equity and variance risk premia
|
Aït-Sahalia, Yacine
|
|
|
219 |
2 |
p. 204-230
|
article
|
Journal description