• Issue

    The Econometrics Journal: Volume 21, Issue 2

    87-246
    June 2018
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ARTICLES

Open Access

Adaptive wild bootstrap tests for a unit root with non-stationary volatility

H. Peter Boswijk,  Yang Zu, 
  • Pages: 87-113
  • First Published: 01 August 2017
Full Access

The wild bootstrap for few (treated) clusters

James G. MacKinnon,  Matthew D. Webb, 
  • Pages: 114-135
  • First Published: 15 November 2017
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Non-parametric inference on (conditional) quantile differences and interquantile ranges, using L-statistics

Matt Goldman,  David M. Kaplan, 
  • Pages: 136-169
  • First Published: 15 June 2017
Full Access

Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production

Cinzia Daraio,  Léopold Simar,  Paul W. Wilson, 
  • Pages: 170-191
  • First Published: 19 September 2017
Full Access

Testing for changing volatility

Jilin Wu,  Zhijie Xiao, 
  • Pages: 192-217
  • First Published: 14 November 2017
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Identification and estimation of heteroscedastic binary choice models with endogenous dummy regressors

Beili Mu,  Zhengyu Zhang, 
  • Pages: 218-246
  • First Published: 30 November 2017