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Terkko 2005-2021
Estimating and testing high dimensional factor models with multiple structural changes
Journal of Econometrics
8 days
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Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit
Journal of Econometrics
8 days
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An econometric approach to the estimation of multi-level models
Journal of Econometrics
8 days
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Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Journal of Econometrics
8 days
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Inferential theory for heterogeneity and cointegration in large panels
Journal of Econometrics
8 days
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Heterogeneous structural breaks in panel data models
Journal of Econometrics
8 days
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Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Journal of Econometrics
8 days
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Estimation of heterogeneous panels with systematic slope variations
Journal of Econometrics
8 days
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Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors
Journal of Econometrics
8 days
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Detecting granular time series in large panels
Journal of Econometrics
8 days
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On the robustness of the pooled CCE estimator
Journal of Econometrics
8 days
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Nonlinear factor models for network and panel data
Journal of Econometrics
8 days
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Identifying latent group structures in nonlinear panels
Journal of Econometrics
8 days
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Semiparametric identification in panel data discrete response models
Journal of Econometrics
8 days
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Second-order corrected likelihood for nonlinear panel models with fixed effects
Journal of Econometrics
8 days
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Celebrating 40 years of panel data analysis: Past, present and future
Journal of Econometrics
8 days
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Editorial Board
Journal of Econometrics
8 days
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Estimation of a nonparametric model for bond prices from cross-section and time series information
Journal of Econometrics
8 days
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Inference in Bayesian Proxy-SVARs
Journal of Econometrics
9 days
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Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections
Journal of Econometrics
9 days
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Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
Journal of Econometrics
9 days
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How to go viral: A covid-19 model with endogenously time-varying parameters
Journal of Econometrics
9 days
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Minimax-regret sample design in anticipation of missing data, with application to panel data
Journal of Econometrics
13 days
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Censored quantile regression survival models with a cure proportion
Journal of Econometrics
19 days
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An improved bootstrap test for restricted stochastic dominance
Journal of Econometrics
19 days
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Dynamic spatial panel data models with common shocks
Journal of Econometrics
24 days
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Identification and estimation of the SEIRD epidemic model for COVID-19
Journal of Econometrics
40 days
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Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S.
Journal of Econometrics
48 days
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Estimation of Covid-19 prevalence from serology tests: A partial identification approach
Journal of Econometrics
48 days
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Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Journal of Econometrics
49 days
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The medium-run efficiency consequences of unfair school matching: Evidence from Chinese college admissions
Journal of Econometrics
52 days
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An econometric model of network formation with an application to board interlocks between firms
Journal of Econometrics
52 days
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Time-varying instrumental variable estimation
Journal of Econometrics
52 days
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Copula-based time series with filtered nonstationarity
Journal of Econometrics
53 days
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Robust nonlinear regression estimation in null recurrent time series
Journal of Econometrics
53 days
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Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Journal of Econometrics
53 days
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Asymptotic theory for time series with changing mean and variance
Journal of Econometrics
69 days
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Econometric analysis of production networks with dominant units
Journal of Econometrics
69 days
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High-dimensional predictive regression in the presence of cointegration
Journal of Econometrics
69 days
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Hypothesis testing based on a vector of statistics
Journal of Econometrics
69 days
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Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
Journal of Econometrics
69 days
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Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Journal of Econometrics
69 days
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Heterogeneous panel data models with cross-sectional dependence
Journal of Econometrics
69 days
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Testing for a trend with persistent errors
Journal of Econometrics
69 days
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High-frequency jump tests: Which test should we use?
Journal of Econometrics
69 days
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Score tests in GMM: Why use implied probabilities?
Journal of Econometrics
69 days
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Point optimal testing with roots that are functionally local to unity
Journal of Econometrics
69 days
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The term structure of equity and variance risk premia
Journal of Econometrics
69 days
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Special Issue of the Journal of Econometrics on “Econometric Estimation and Testing: Essays in Honour of Maxwell King”
Journal of Econometrics
69 days
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Editorial Board
Journal of Econometrics
69 days
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