abbreviation
- J ECONOMETRICS
Journal of Econometrics
Journal
Overview
publication venue for
- Irregular identification of structural models with nonparametric unobserved heterogeneity. 1-22. 2022
- Optimal linear instrumental variables approximations. 221:223-246. 2021
- Testing constancy in varying coefficient models. 222:625-644. 2021
- Estimation of heterogeneous panels with systematic slope variations. 220:399-415. 2021
- A robust procedure to build dynamic factor models with cluster structure. 216:35-52. 2020
- Trends in distributional characteristics: existence of global warming. 214:153-174. 2020
- A moment-based notion of time dependence for functional time series. 212. 2019
- Nonparametric tests for conditional symmetry. 206:447-471. 2018
- Inference on trending panel data. 282-304. 2018
- Inference on trending panel data. 206:282-304. 2018
- Nonparametric tests for conditional symmetry. 206:447-471. 2018
- New goodness-of-fit diagnostics for conditional discrete response models. 200:135-149. 2017
- Estimation of fractionally integrated panels with fixed effects and cross-section dependence. 196:248-258. 2017
- Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers. 191:145-163. 2016
- Non-nested testing of spatial correlation. 187:385-401. 2015
- Efficient inference on fractionally integrated panel data models with fixed effects. 185:435-452. 2015
- Nonparametric estimation and inference for conditional density based Granger causality measures. 108:251-264. 2014
- Detecting big structural breaks in large factor models. 180:30-48. 2014
- Dynamic binary outcome models with maximal heterogeneity. 178:805-823. 2014
- Specification analysis of linear quantile models. 178:495-507. 2014
- Summability of stochastic processes: a generalization of integration for non-linear processes. 178:331-341. 2014
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing. 178:426-443. 2014
- Tests for m-dependence based on Sample Splitting Methods. 173:143-159. 2013
- Distribution-free tests of stochastic monotonicity. 170:68-75. 2012
- Knowledge Spillovers in US Patents: A Dynamic Patent Intensity Model with Secret Common Innovation Factors. 159:14-32. 2010
- Specification Tests of Parametric Dynamic Conditional Quantiles. 159:209-221. 2010
- Modelling and Measuring Price Discovery in Commodity Markets. 158:95-107. 2010
- Distribution-Free Tests for Time Series Models Specification. 155:128-137. 2010
- Short and Long Run Causality Measures: Theory and Inference. 154:42-58. 2010
- Testing single-index restrictions with a focus on average derivatives. 156. 2010
- Recent advances in Nonparametric and Semiparametric Econometrics: Honouring Peter M. Robinson: Editor Introduction. 152:1-2. 2009
- A Wald Test for the Cointegrating Rank in Nonstationary Fractional Systems. 151:178-189. 2009
- Recent Advances in Time Series Analysis: A volume Honouring Peter M. Robinson: Editor's Introduction. 151:99-100. 2009
- An automatic Portmanteau test for serial correlation. 151. 2009
- Demand and Supply Estimation Biases Due to Omission of Durability. 147:247-257. 2008
- Specification Testing in Discretized Diffusion Models: Theory and Practice. 147:131-140. 2008
- Specification Testing. 143:1-4. 2008
- Joint and marginal specification tests for conditional mean and variance models. 143. 2008
International Standard Serial Number (ISSN)
- 0304-4076
Electronic International Standard Serial Number (EISSN)
- 1872-6895