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Journal of Econometrics - ResearchHub

Journal

Journal of Econometrics

0304-4076 · Elsevier BV

102 verified public works

Browse all journals →

Measurement error and peer effects in networks

2026 · 0 citations

Regression adjustment in completely randomized experiments with many covariates

2026 · 0 citations

Information theoretic measures of the income distribution in food demand

2002 · 0 citations

On the recovery of joint distributions from limited information

2002 · 0 citations

Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence

2002 · 0 citations

Generalized empirical likelihood non-nested tests

2002 · 0 citations

Connections between entropic and linear projections in asset pricing estimation

2002 · 0 citations

Author index to volume 107

2002 · 0 citations

Generalized moment based estimation and inference

2002 · 0 citations

The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis

2002 · 0 citations

Author index to volume 106

2002 · 0 citations

The pseudo-true score encompassing test for non-nested hypotheses

2002 · 0 citations

Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes

2002 · 0 citations

Edgeworth approximations for semiparametric instrumental variable estimators and test statistics

2002 · 0 citations

Determination of cointegrating rank in fractional systems

2002 · 0 citations

Reduced rank regression in cointegrated models

2002 · 0 citations

Modeling the interdependence of volatility and inter-transaction duration processes

2002 · 0 citations

On B-robust instrumental variable estimation of the linear model with panel data

2002 · 0 citations

A simple cointegrating rank test without vector autoregression

2001 · 0 citations

Goodness-of-fit tests for kernel regression with an application to option implied volatilities

2001 · 0 citations

Author index to volume 105

2001 · 0 citations

A real-time data set for macroeconomists

2001 · 0 citations

Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns

2001 · 0 citations

Dangers of data mining: The case of calendar effects in stock returns

2001 · 0 citations

Tests of equal forecast accuracy and encompassing for nested models

2001 · 0 citations

Long memory and regime switching

2001 · 0 citations

Forecasting and empirical methods in finance and macroeconomics

2001 · 0 citations

Spectral tests of the martingale hypothesis under conditional heteroscedasticity

2000 · 0 citations

Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances

2000 · 0 citations

Comment: Bayesian multinomial probit models with a normalization constraint

2000 · 0 citations

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