Aigner, Dennis J. Obituary: Phoebus Dhrymes (1932–2016). (English) Zbl 1417.01016 J. Econom. 194, No. 1, iv (2016). MSC: 01A70 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Hongjun; Li, Qi; Liu, Ruixuan Consistent model specification tests based on \(k\)-nearest-neighbor estimation method. (English) Zbl 1431.62189 J. Econom. 194, No. 1, 187-202 (2016). MSC: 62G10 62G20 62G09 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min A nonparametric test of a strong leverage hypothesis. (English) Zbl 1431.62480 J. Econom. 194, No. 1, 153-186 (2016). MSC: 62P05 62G10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Maller, Ross; Roberts, Steven; Tourky, Rabee The large-sample distribution of the maximum Sharpe ratio with and without short sales. (English) Zbl 1431.62481 J. Econom. 194, No. 1, 138-152 (2016). MSC: 62P05 62E20 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Christensen, Bent Jesper; Posch, Olaf; van der Wel, Michel Estimating dynamic equilibrium models using mixed frequency macro and financial data. (English) Zbl 1431.62605 J. Econom. 194, No. 1, 116-137 (2016). MSC: 62P20 62M10 62M05 62P05 91B50 × Cite Format Result Cite Review PDF Full Text: DOI Link
Aradillas-López, Andrés; Gandhi, Amit; Quint, Daniel A simple test for moment inequality models with an application to English auctions. (English) Zbl 1431.62583 J. Econom. 194, No. 1, 96-115 (2016). MSC: 62P20 62G10 62G20 91B26 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Xianyang White noise testing and model diagnostic checking for functional time series. (English) Zbl 1431.62429 J. Econom. 194, No. 1, 76-95 (2016). MSC: 62M10 62M15 62M20 62G10 × Cite Format Result Cite Review PDF Full Text: DOI
Khan, Shakeeb; Ponomareva, Maria; Tamer, Elie Identification of panel data models with endogenous censoring. (English) Zbl 1431.62638 J. Econom. 194, No. 1, 57-75 (2016). MSC: 62P20 62G05 62N01 × Cite Format Result Cite Review PDF Full Text: DOI Link
Li, Degui; Li, Runze Local composite quantile regression smoothing for Harris recurrent Markov processes. (English) Zbl 1431.62397 J. Econom. 194, No. 1, 44-56 (2016). MSC: 62M10 62G08 62G07 62G20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Armstrong, Timothy B.; Chan, Hock Peng Multiscale adaptive inference on conditional moment inequalities. (English) Zbl 1431.62181 J. Econom. 194, No. 1, 24-43 (2016). MSC: 62G10 62G20 62E20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jin, Xin; Maheu, John M. Modeling covariance breakdowns in multivariate GARCH. (English) Zbl 1431.62387 J. Econom. 194, No. 1, 1-23 (2016). MSC: 62M10 62F15 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link