Journal of Econometrics

Journal of Econometrics

7 companion websites

Volatility Forecast Comparison Using Imperfect Volatility Proxies

Journal of Econometrics (2011)

Patton Andrew J.

Efficient Learning via Simulation: A Marginalized Resample-Move Approach

Journal of Econometrics (2013)

Li Junye and Fulop Andras

Threshold Effects in Non-Dynamic Panels: Estimation, Testing, and Inference

Journal of Econometrics (1999)

Hansen Bruce E.

Inference Regarding Multiple Structural Changes in Linear Models with Endogenous Regressors

Journal of Econometrics (2012)

Hall Alastair R., Han Sanggohn, and Boldea Otilia

Testing for a Unit Root in Panels with Dynamic Factors

Journal of Econometrics (2004)

Moon Hyungsik Roger and Perron Benoit

Testing for Unit Roots in Heterogeneous Panels

Journal of Econometrics (2003)

Im Kyung So, Pesaran Hashem, and Shin Yongcheol

Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties

Journal of Econometrics (2002)

Levin Andrew, Lin Chien-Fu, and Chu Chia-Shang