Volume 146.
(as bibtex)
30 references.
Articles

19. Explaining individual response using aggregated data
van Dijk, Bram,
Paap, Richard

1025. Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
Sentana, Enrique,
Calzolari, Giorgio,
Fiorentini, Gabriele

107117. Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
Rosen, Adam M.

118134. Quasimaximum likelihood estimators for spatial dynamic panel data with fixed effects when both $n$ and $T$ are large
Yu, Jjhai,
de Jong, Robert,
Lee, Lungfei

135145. A joint serial correlation test for linear panel data models
Yamagata, Takashi

146161. Asymptotic and bootstrap tests for linearity in a TARGARCH(1,1) model with a unit root
Gospodinov, Nikolay

162169. The wild bootstrap, tamed at last
Davidson, Russell,
Flachaire, Emmanuel

170184. Testing for structural change in regression quantiles
Qu, Zhongjun

185198. Local likelihood estimation of truncated regression and its partial derivatives: Theory and application
Simar, Leopold,
Park, Byeong U.,
Simar, LĂ©opold,
Zelenyuk, Valentin

199201. Introduction: Journal of econometrics special issue honoring the research contributions of Charles R. Nelson
Cogley, Timothy,
Durlauf, Steven N.,
Nason, James M.

202206. The BeveridgeNelson decomposition in retrospect and prospect
Nelson, Charles R.

207219. The relationship between the BeveridgeNelson decomposition and other permanenttransitory decompositions that are popular in economics
Oh, Kum Hwa,
Zivot, Eric,
Creal, Drew

220226. Trend/cycle decomposition of regimeswitching processes
Morley, James,
Piger, Jeremy

227240. Markovswitching and the BeveridgeNelson decomposition: Has US output persistence changed since 1984?
Kim, ChangJin

241254. Efficient twosided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W. K.,
Moreira, Marcelo J.,
Stock, James H.

255274. Methods for inference in large multipleequation Markovswitching models
Sims, Christopher A.,
Waggoner, Daniel F.,
Zha, Tao

2643. Forecasting the yield curve in a datarich environment: A noarbitrage factoraugmented VAR approach
Moench, Emanuel

275292. Time series properties of ARCH processes with persistent covariates
Han, Heejoon,
Park, Joon Y.

293303. Efficient forecast tests for conditional policy forecasts
Faust, Jon,
Wright, Jonathan H.

304317. Forecasting economic time series using targeted predictors
Bai, Jushan,
Ng, Serena

318328. Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine,
Giannone, Domenico,
Reichlin, Lucrezia

329341. Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H.

342350. Leastsquares forecast averaging
Hansen, Bruce E.

351363. Global yield curve dynamics and interactions: A dynamic NelsonSiegel approach
Diebold, Francis X.,
Li, Canlin,
Yue, Vivian Z.

364375. Quality control for structural credit risk models
Andreou, Elena,
Ghysels, Eric

4458. A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Airu (Meg),
Gallant, A. Ronald,
Ji, Chuanshu,
Lee, Beom S.

5973. The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh,
Perron, Pierre

7485. Partial identification and testable restrictions in multiunit auctions
McAdams, David

8691. Exact computation of max weighted score estimators
Florios, Kostas,
Skouras, Spyros

92106. Pseudolikelihood estimation and bootstrap inference fore structural discrete Markov decision models
Kasahara, Hiroyuki,
Shimotsu, Katsumi