169761.rar
[原创][下载]Journal of Econometrics-Volume 141, Issue 2, Pages 323-1420 (December 2007)
本附件包括:
- 19.A consistent characteristic function-based test for conditional independence.pdf
- 20.A goodness-of-fit test for ARCH(∞) models.pdf
- 21.Modelling security market events in continuous time- Intensity based, multivariate point process models.pdf
- 22.Asymptotics for duration-driven long range dependent processes.pdf
- 23.An adaptive empirical likelihood test for parametric time series regression models.pdf
- 24.A goodness-of-fit test for ARCH models.pdf
- 25.Discrete time duration models with group-level heterogeneity.pdf
- 26.Income distribution and inequality measurement- The problem of extreme values.pdf
- 27.A zero-inflated ordered probit model, with an application to modelling tobacco consumption.pdf
- 28.Estimating a generalized correlation coefficient for a generalized bivariate probit model.pdf
- 29.Nonstationary discrete choice- A corrigendum and addendum.pdf
- 30.Endogeneity in quantile regression models- A control function approach.pdf
- 31.Time and causality- A Monte Carlo assessment of the timing-of-events approach.pdf
- 32.Confidence sets for the date of a single break in linear time series regressions.pdf
- 33.Finite sample multivariate structural change tests with application to energy demand models.pdf
- 34.Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan.pdf
- 35.Inverse probability weighted estimation for general missing data problems.pdf
- 36.A simple, robust and powerful test of the trend hypothesis.pdf
- 38.Nonstationarity-extended local Whittle estimation.pdf
- 37.A theory of robust long-run variance estimation.pdf
- 39.Efficient high-dimensional importance sampling.pdf
- 40.Corrigendum to The pseudo-true score encompassing test for non-nested hypotheses.pdf
- 41.The large sample behaviour of the generalized method of moments estimator in misspecified models.pdf
- 42.Erratum to “Generalizing the standard product rule of probability theory and Bayes's Theorem.pdf
- 43.Error in contents listing of Special issue.pdf
- 1.Editorial Board.pdf
- 2.Realized range-based estimation of integrated variance.pdf
- 3.Instrumental variable estimation based on conditional median restriction.pdf
- 4.Generalized R-estimators under conditional heteroscedasticity.pdf
- 5.Incidental trends and the power of panel unit root tests.pdf
- 6.Non-parametric estimation of sequential english auctions.pdf
- 7.On the uniqueness of optimal prices set by monopolistic sellers.pdf
- 8.On the second-order properties of empirical likelihood with moment restrictions.pdf
- 9.Contemporaneous threshold autoregressive models- Estimation, testing and forecasting.pdf
- 10.Efficient tests of the seasonal unit root hypothesis.pdf
- 11.Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach.pdf
- 12.Asymptotic properties of a robust variance matrix estimator for panel data when T is large.pdf
- 13.Online forecast combinations of distributions- Worst case bounds.pdf
- 14.Nonparametric tests for conditional symmetry in dynamic models.pdf
- 15.Masking identification of discrete choice models under simulation methods.pdf
- 16.A smoothed least squares estimator for threshold regression models.pdf
- 17.Can the random walk model be beaten in out-of-sample density forecasts- Evidence from intraday foreign exchange rates.pdf
- 18.Endogenous selection or treatment model estimation.pdf