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Journal

Journal of Econometrics

0304-4076 · Elsevier BV

102 verified public works

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Changes in relative wages in the 1980s Returns to observed and unobserved skills and black–white wage differentials

2000 · 0 citations

Modeling long memory in stock market volatility

2000 · 0 citations

Conditionally independent private information in OCS wildcat auctions

2000 · 0 citations

Consistent bootstrap tests of parametric regression functions

2000 · 0 citations

Structural analysis of vector error correction models with exogenous I(1) variables

2000 · 0 citations

Testing for integration using evolving trend and seasonals models: A Bayesian approach

2000 · 0 citations

Index

2000 · 0 citations

Testing for structural change in conditional models

2000 · 0 citations

Robustifying Glejser test of heteroskedasticity

2000 · 0 citations

Reconsidering the continuous time limit of the GARCH(1,1) process

2000 · 0 citations

Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics

2000 · 0 citations

Estimation of a censored regression panel data model using conditional moment restrictions efficiently

2000 · 0 citations

Rank estimation of a generalized fixed-effects regression model

2000 · 0 citations

A numerically stable quadrature procedure for the one-factor random-component discrete choice model

2000 · 0 citations

Regime switching in foreign exchange rates:

2000 · 0 citations

Pricing and hedging derivative securities with neural networks and a homogeneity hint

2000 · 0 citations

Bayesian estimation of switching ARMA models

1999 · 0 citations

The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors

1999 · 0 citations

I(0) In, integration and cointegration out:

1999 · 0 citations

Estimation of dynamic and ARCH Tobit models

1999 · 0 citations

Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome

1999 · 0 citations

Consistent model specification tests for time series econometric models

1999 · 0 citations

Infrastructure and productivity: a nonlinear approach

1999 · 0 citations

Likelihood ratio tests for multiple structural changes

1999 · 0 citations

Distribution-free estimation of the random coefficient dummy endogenous variable model

1999 · 0 citations

The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series

1999 · 0 citations

Improved instrumental variables and generalized method of moments estimators

1999 · 0 citations

Trend stationarity in the I(2) cointegration model

1999 · 0 citations

The Sato–Vartia index and the monotonicity axiom

1999 · 0 citations

Spurious regression and residual-based tests for cointegration in panel data

1999 · 0 citations

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