Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar Nonparametric estimation and inference for conditional density based Granger causality measures. (English) Zbl 1293.62082 J. Econom. 180, No. 2, 251-264 (2014). MSC: 62G05 62G07 62H05 62M10 62P05 91G70 PDFBibTeX XMLCite \textit{A. Taamouti} et al., J. Econom. 180, No. 2, 251--264 (2014; Zbl 1293.62082) Full Text: DOI Link
Renault, Eric; van der Heijden, Thijs; Werker, Bas J. M. The dynamic mixed hitting-time model for multiple transaction prices and times. (English) Zbl 1293.91198 J. Econom. 180, No. 2, 233-250 (2014). MSC: 91G70 60H30 62P05 PDFBibTeX XMLCite \textit{E. Renault} et al., J. Econom. 180, No. 2, 233--250 (2014; Zbl 1293.91198) Full Text: DOI
Liu, Cheng; Tang, Cheng Yong A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data. (English) Zbl 1293.91196 J. Econom. 180, No. 2, 217-232 (2014). MSC: 91G70 62F12 62H12 62M10 62P05 PDFBibTeX XMLCite \textit{C. Liu} and \textit{C. Y. Tang}, J. Econom. 180, No. 2, 217--232 (2014; Zbl 1293.91196) Full Text: DOI
Fang, Hanming; Tang, Xun Inference of bidders’ risk attitudes in ascending auctions with endogenous entry. (English) Zbl 1293.91080 J. Econom. 180, No. 2, 198-216 (2014). MSC: 91B26 62G10 62P20 PDFBibTeX XMLCite \textit{H. Fang} and \textit{X. Tang}, J. Econom. 180, No. 2, 198--216 (2014; Zbl 1293.91080) Full Text: DOI
Lee, Lung-fei; Yu, Jihai Efficient GMM estimation of spatial dynamic panel data models with fixed effects. (English) Zbl 1293.62193 J. Econom. 180, No. 2, 174-197 (2014). MSC: 62M10 62H11 PDFBibTeX XMLCite \textit{L.-f. Lee} and \textit{J. Yu}, J. Econom. 180, No. 2, 174--197 (2014; Zbl 1293.62193) Full Text: DOI
Horowitz, Joel L. Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter. (English) Zbl 1293.62074 J. Econom. 180, No. 2, 158-173 (2014). MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{J. L. Horowitz}, J. Econom. 180, No. 2, 158--173 (2014; Zbl 1293.62074) Full Text: DOI
Elliott, Graham; Müller, Ulrich K. Pre and post break parameter inference. (English) Zbl 1293.62183 J. Econom. 180, No. 2, 141-157 (2014). MSC: 62M10 62F03 62F05 PDFBibTeX XMLCite \textit{G. Elliott} and \textit{U. K. Müller}, J. Econom. 180, No. 2, 141--157 (2014; Zbl 1293.62183) Full Text: DOI Link
Mesters, G.; Koopman, S. J. Generalized dynamic panel data models with random effects for cross-section and time. (English) Zbl 1293.62197 J. Econom. 180, No. 2, 127-140 (2014). MSC: 62M10 62F10 62P25 62P20 91B62 91B82 91D10 PDFBibTeX XMLCite \textit{G. Mesters} and \textit{S. J. Koopman}, J. Econom. 180, No. 2, 127--140 (2014; Zbl 1293.62197) Full Text: DOI Link
Berghaus, Betina; Bücher, Axel Nonparametric tests for tail monotonicity. (English) Zbl 1293.62096 J. Econom. 180, No. 2, 117-126 (2014). MSC: 62G10 62P20 91B82 PDFBibTeX XMLCite \textit{B. Berghaus} and \textit{A. Bücher}, J. Econom. 180, No. 2, 117--126 (2014; Zbl 1293.62096) Full Text: DOI Link