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Content
October 2009, Volume 152, Issue 2
September 2009, Volume 152, Issue 1
- 1-2 Editor's introduction
by Delgado, Miguel A.
- 3-18 Semiparametric tests of conditional moment restrictions under weak or partial identification
by Jun, Sung Jae & Pinkse, Joris
- 19-27 Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
by Andrews, Donald W.K. & Guggenberger, Patrik
- 28-36 Choosing instrumental variables in conditional moment restriction models
by Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K.
- 37-45 Excess heterogeneity, endogeneity and index restrictions
by Chesher, Andrew
- 46-60 Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
by Chen, Xiaohong & Pouzo, Demian
- 61-69 Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment
by Liu, Echu & Hsiao, Cheng & Matsumoto, Tomoya & Chou, Shinyi
- 70-78 Consistent estimation of a general nonparametric regression function in time series
by Linton, Oliver & Sancetta, Alessio
August 2009, Volume 151, Issue 2
- 99-100 Editor's introduction
by Delgado, Miguel A.
- 101-112 Local inference for locally stationary time series based on the empirical spectral measure
by Dahlhaus, Rainer
- 113-128 Goodness of fit for lattice processes
by Hidalgo, Javier
- 129-139 Inference on transformed stationary time series
by Hosoya, Yuzo & Terasaka, Takahiro
- 140-149 An automatic Portmanteau test for serial correlation
by Escanciano, J. Carlos & Lobato, Ignacio N.
- 150-158 Long memory and long run variation
by Phillips, Peter C.B.
- 159-177 Estimators of long-memory: Fourier versus wavelets
by Faÿ, Gilles & Moulines, Eric & Roueff, François & Taqqu, Murad S.
- 178-189 A Wald test for the cointegration rank in nonstationary fractional systems
by Avarucci, Marco & Velasco, Carlos
- 190-200 Whittle estimation of EGARCH and other exponential volatility models
by Zaffaroni, Paolo
July 2009, Volume 151, Issue 1
- 1-16 The optimal choice of moments in dynamic panel data models
by Okui, Ryo
- 17-32 Optimally combining censored and uncensored datasets
by Devereux, Paul J. & Tripathi, Gautam
- 33-46 A specification test for the propensity score using its distribution conditional on participation
by Shaikh, Azeem M. & Simonsen, Marianne & Vytlacil, Edward J. & Yildiz, Nese
- 47-55 GMM redundancy results for general missing data problems
by Prokhorov, Artem & Schmidt, Peter
- 56-69 Estimating deterministic trends with an integrated or stationary noise component
by Perron, Pierre & Yabu, Tomoyoshi
- 70-81 Minimax regret treatment choice with finite samples
by Stoye, Jörg
- 82-97 Local structural quantile effects in a model with a nonseparable control variable
by Jun, Sung Jae
June 2009, Volume 150, Issue 2
- 117-118 Guest editors' introduction
by Kuan, Chung-Ming & Hong, Yongmiao
- 119-138 Predictive density estimators for daily volatility based on the use of realized measures
by Corradi, Valentina & Distaso, Walter & Swanson, Norman R.
- 139-150 A two-stage realized volatility approach to estimation of diffusion processes with discrete data
by Phillips, Peter C.B. & Yu, Jun
- 151-166 A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects
by Bollerslev, Tim & Kretschmer, Uta & Pigorsch, Christian & Tauchen, George
- 167-181 The Wishart Autoregressive process of multivariate stochastic volatility
by Gourieroux, C. & Jasiak, J. & Sufana, R.
- 182-192 The structure of dynamic correlations in multivariate stochastic volatility models
by Asai, Manabu & McAleer, Michael
- 193-206 Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
by Dufour, Jean-Marie & Valéry, Pascale
- 207-218 Copula-based multivariate GARCH model with uncorrelated dependent errors
by Lee, Tae-Hwy & Long, Xiangdong
- 219-230 Maximum entropy autoregressive conditional heteroskedasticity model
by Park, Sung Y. & Bera, Anil K.
- 231-247 Extracting a common stochastic trend: Theory with some applications
by Chang, Yoosoon & Isaac Miller, J. & Park, Joon Y.
- 248-260 Quantile cointegrating regression
by Xiao, Zhijie
- 261-270 Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
by Kuan, Chung-Ming & Yeh, Jin-Huei & Hsu, Yu-Chin
- 271-287 Granger causality in risk and detection of extreme risk spillover between financial markets
by Hong, Yongmiao & Liu, Yanhui & Wang, Shouyang
- 288-296 Estimating the structural credit risk model when equity prices are contaminated by trading noises
by Duan, Jin-Chuan & Fulop, Andras
- 297-311 Forecasts of US short-term interest rates: A flexible forecast combination approach
by Guidolin, Massimo & Timmermann, Allan
- 312-321 Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
by Jin, Sainan
- 322-331 The role of beliefs in inference for rational expectations models
by Lehmann, Bruce N.
May 2009, Volume 150, Issue 1
- 1-15 Dynamics of state price densities
by Härdle, Wolfgang & Hlávka, Zdenek
- 16-29 Edgeworth expansions and normalizing transforms for inequality measures
by Schluter, Christian & van Garderen, Kees Jan
- 30-40 Reliable inference for the Gini index
by Davidson, Russell
- 41-55 Identification of peer effects through social networks
by Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard
- 56-70 Two estimators of the long-run variance: Beyond short memory
by Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas
- 71-85 Fixed effects estimation of structural parameters and marginal effects in panel probit models
by Fernández-Val, Iván
- 86-98 Central limit theorems and uniform laws of large numbers for arrays of random fields
by Jenish, Nazgul & Prucha, Ingmar R.
- 99-115 On the statistical identification of DSGE models
by Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia
April 2009, Volume 149, Issue 2
- 101-117 Semiparametric binary regression models under shape constraints with an application to Indian schooling data
by Banerjee, Moulinath & Mukherjee, Debasri & Mishra, Santosh
- 118-135 Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
by Kurozumi, Eiji & Hayakawa, Kazuhiko
- 136-148 Bayesian analysis of random coefficient logit models using aggregate data
by Jiang, Renna & Manchanda, Puneet & Rossi, Peter E.
- 149-173 Tests of risk premia in linear factor models
by Kleibergen, Frank
- 174-190 Delay times of sequential procedures for multiple time series regression models
by Aue, Alexander & Horváth, Lajos & Reimherr, Matthew L.
- 191-208 Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
by Carneiro, Pedro & Lee, Sokbae
April 2009, Volume 149, Issue 1
- 1-1 Announcement of the establishment of the Amemiya lecture series
by Hsiao, Cheng
- 2-11 Testing the assumptions behind importance sampling
by Koopman, Siem Jan & Shephard, Neil & Creal, Drew
- 12-25 Consistent noisy independent component analysis
by Bonhomme, Stphane & Robin, Jean-Marc
- 26-51 Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
by Kim, Dukpa & Perron, Pierre
- 52-64 Bootstrap validity for the score test when instruments may be weak
by Moreira, Marcelo J. & Porter, Jack R. & Suarez, Gustavo A.
- 65-81 Parameter estimation and bias correction for diffusion processes
by Tang, Cheng Yong & Chen, Song Xi
- 82-99 Panel cointegration with global stochastic trends
by Bai, Jushan & Kao, Chihwa & Ng, Serena
February 2009, Volume 148, Issue 2
- 101-113 Functional-coefficient models for nonstationary time series data
by Cai, Zongwu & Li, Qi & Park, Joon Y.
- 114-123 Simulation based selection of competing structural econometric models
by Li, Tong
- 124-130 The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
by Lawford, Steve & Stamatogiannis, Michalis P.
- 131-148 Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
by Todorov, Viktor
- 149-161 A test of cross section dependence for a linear dynamic panel model with regressors
by Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald
- 162-178 Predictable returns and asset allocation: Should a skeptical investor time the market?
by Wachter, Jessica A. & Warusawitharana, Missaka
- 179-185 Thirty-five years of journal of econometrics
by Amemiya, Takeshi
- 186-200 A nonparametric test for equality of distributions with mixed categorical and continuous data
by Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S.
January 2009, Volume 148, Issue 1
- 1-13 Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
by Kim, Dukpa & Perron, Pierre
- 14-24 Tests for changing mean with monotonic power
by Juhl, Ted & Xiao, Zhijie
- 25-35 Studying co-movements in large multivariate data prior to multivariate modelling
by Cubadda, Gianluca & Hecq, Alain & Palm, Franz C.
- 36-45 On the distribution of estimated technical efficiency in stochastic frontier models
by Wang, Wei Siang & Schmidt, Peter
- 46-55 Markov-switching models with endogenous explanatory variables II: A two-step MLE procedure
by Kim, Chang-Jin
- 56-71 Inference in a synchronization game with social interactions
by de Paula, Áureo
- 72-85 The efficiency of top agents: An analysis through service strategy in tennis
by Klaassen, Franc J.G.M. & Magnus, Jan R.
- 86-99 Properties and estimation of asymmetric exponential power distribution
by Zhu, Dongming & Zinde-Walsh, Victoria
December 2008, Volume 147, Issue 2
- 207-209 Estimating demand systems and measuring consumer preferences
by Slottje, Daniel
- 210-224 Consumer preferences and demand systems
by Barnett, William A. & Serletis, Apostolos
- 225-231 Chamberlin's strategy of multiple working hypotheses and a relative frequency theory of market demand
by Basmann, R.L.
- 232-246 A Bayesian mixed logit-probit model for multinomial choice
by Burda, Martin & Harding, Matthew & Hausman, Jerry
- 247-257 Demand and supply estimation biases due to omission of durability
by Chen, Jiawei & Esteban, Susanna & Shum, Matthew
- 258-265 Nonparametric tests of collectively rational consumption behavior: An integer programming procedure
by Cherchye, Laurens & De Rock, Bram & Sabbe, Jeroen & Vermeulen, Frederic
- 266-274 Estimating demand with distance functions: Parameterization in the primal and dual
by Färe, Rolf & Grosskopf, Shawna & Hayes, Kathy J. & Margaritis, Dimitris
- 275-281 A nonparametric test of weak separability and consumer preferences
by Fleissig, Adrian R. & Whitney, Gerald A.
- 282-298 Estimating demand systems when outcomes are correlated counts
by Herriges, Joseph A. & Phaneuf, Daniel J. & Tobias, Justin L.
- 299-315 Inferential methods for elasticity estimates
by Hirschberg, J.G. & Lye, J.N. & Slottje, D.J.
- 316-325 Increasing the price variation in a repeated cross section
by Hoderlein, Stefan & Mihaleva, Sonya
- 326-335 Consumption and labor supply
by Jorgenson, Dale W. & Slesnick, Daniel T.
- 336-349 The structure of US food demand
by LaFrance, Jeffrey T.
- 350-358 Estimation of collective household models with Engel curves
by Lewbel, Arthur & Pendakur, Krishna
- 359-371 A neural network demand system with heteroskedastic errors
by McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel
- 372-383 An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals
by Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier
- 384-395 Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints
by Millimet, Daniel L. & Tchernis, Rusty
November 2008, Volume 147, Issue 1
- 1-4 Econometric modelling in finance and risk management: An overview
by Gao, Jiti & McAleer, Michael & Allen, David E.
- 5-16 Correlation testing in time series, spatial and cross-sectional data
by Robinson, P.M.
- 17-33 Out of sample forecasts of quadratic variation
by Aït-Sahalia, Yacine & Mancini, Loriano
- 34-46 Realized volatility forecasting and option pricing
by Bandi, Federico M. & Russell, Jeffrey R. & Yang, Chen
- 47-59 Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
by Kalnina, Ilze & Linton, Oliver
- 60-71 Nonlinear models for strongly dependent processes with financial applications
by Baillie, Richard T. & Kapetanios, George
- 72-83 Econometric estimation in long-range dependent volatility models: Theory and practice
by Casas, Isabel & Gao, Jiti
- 84-98 Testing for a change in persistence in the presence of non-stationary volatility
by Cavaliere, Giuseppe & Taylor, A.M. Robert
- 99-103 A complete asymptotic series for the autocovariance function of a long memory process
by Lieberman, Offer & Phillips, Peter C.B.
- 104-119 A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
by McAleer, Michael & Medeiros, Marcelo C.
- 120-130 Nonparametric estimation of conditional VaR and expected shortfall
by Cai, Zongwu & Wang, Xian
- 131-140 Specification testing in discretized diffusion models: Theory and practice
by Gao, Jiti & Casas, Isabel
- 141-150 Fiscal policy and asset markets: A semiparametric analysis
by Jansen, Dennis W. & Li, Qi & Wang, Zijun & Yang, Jian
- 151-162 Testing for multivariate volatility functions using minimum volume sets and inverse regression
by Polonik, Wolfgang & Yao, Qiwei
- 163-185 Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
by Allen, David & Chan, Felix & McAleer, Michael & Peiris, Shelton
- 186-197 High dimensional covariance matrix estimation using a factor model
by Fan, Jianqing & Fan, Yingying & Lv, Jinchi
- 198-205 Dynamic quantile models
by Gourieroux, C. & Jasiak, J.
October 2008, Volume 146, Issue 2
- 199-201 Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson
by Cogley, Timothy & Durlauf, Steven N. & Nason, James M.
- 202-206 The Beveridge-Nelson decomposition in retrospect and prospect
by Nelson, Charles R.
- 207-219 The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
by Oh, Kum Hwa & Zivot, Eric & Creal, Drew
- 220-226 Trend/cycle decomposition of regime-switching processes
by Morley, James & Piger, Jeremy
- 227-240 Markov-switching and the Beveridge-Nelson decomposition: Has US output persistence changed since 1984?
by Kim, Chang-Jin
- 241-254 Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
by Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H.
- 255-274 Methods for inference in large multiple-equation Markov-switching models
by Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao
- 275-292 Time series properties of ARCH processes with persistent covariates
by Han, Heejoon & Park, Joon Y.
- 293-303 Efficient forecast tests for conditional policy forecasts
by Faust, Jon & Wright, Jonathan H.
- 304-317 Forecasting economic time series using targeted predictors
by Bai, Jushan & Ng, Serena
- 318-328 Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia
- 329-341 Bayesian Model Averaging and exchange rate forecasts
by Wright, Jonathan H.
- 342-350 Least-squares forecast averaging
by Hansen, Bruce E.
- 351-363 Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach
by Diebold, Francis X. & Li, Canlin & Yue, Vivian Z.
- 364-375 Quality control for structural credit risk models
by Andreou, Elena & Ghysels, Eric
September 2008, Volume 146, Issue 1
- 1-9 Explaining individual response using aggregated data
by van Dijk, Bram & Paap, Richard
- 10-25 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
by Sentana, Enrique & Calzolari, Giorgio & Fiorentini, Gabriele
- 26-43 Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
by Moench, Emanuel
- 44-58 A Gaussian approximation scheme for computation of option prices in stochastic volatility models
by Cheng, Ai-ru (Meg) & Gallant, A. Ronald & Ji, Chuanshu & Lee, Beom S.
- 59-73 The limit distribution of the estimates in cointegrated regression models with multiple structural changes
by Kejriwal, Mohitosh & Perron, Pierre
- 74-85 Partial identification and testable restrictions in multi-unit auctions
by McAdams, David
- 86-91 Exact computation of max weighted score estimators
by Florios, Kostas & Skouras, Spyros
- 92-106 Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
by Kasahara, Hiroyuki & Shimotsu, Katsumi
- 107-117 Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
by Rosen, Adam M.
- 118-134 Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
by Yu, Jihai & de Jong, Robert & Lee, Lung-fei
- 135-145 A joint serial correlation test for linear panel data models
by Yamagata, Takashi
- 146-161 Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
by Gospodinov, Nikolay
- 162-169 The wild bootstrap, tamed at last
by Davidson, Russell & Flachaire, Emmanuel
- 170-184 Testing for structural change in regression quantiles
by Qu, Zhongjun
- 185-198 Local likelihood estimation of truncated regression and its partial derivatives: Theory and application
by Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin
July 2008, Volume 145, Issue 1-2
- 1-3 Special issue editors' introduction: The use of econometrics in informing public policy makers
by Sickles, Robin C. & Williams, Jennifer
- 4-20 A model of Social Security Disability Insurance using matched SIPP/Administrative data
by Lahiri, Kajal & Song, Jae & Wixon, Bernard
- 21-42 Social security and the retirement and savings behavior of low-income households
by van der Klaauw, Wilbert & Wolpin, Kenneth I.
- 43-63 Household search and health insurance coverage
by Dey, Matthew & Flinn, Christopher
- 64-80 Heterogeneous impacts in PROGRESA
by Djebbari, Habiba & Smith, Jeffrey
- 81-97 State dependence in youth labor market experiences, and the evaluation of policy interventions
by Doiron, Denise & Gørgens, Tue
- 98-108 Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients
by Hsiao, Cheng & Shen, Yan & Wang, Boqing & Weeks, Greg
- 109-120 The long-run cost of job loss as measured by consumption changes
by Browning, Martin & Crossley, Thomas F.
- 121-133 Panel data methods for fractional response variables with an application to test pass rates
by Papke, Leslie E. & Wooldridge, Jeffrey M.
- 134-157 Efficiency in public schools: Does competition matter?
by Millimet, Daniel L. & Collier, Trevor
- 158-173 Turning from crime: A dynamic perspective
by Sickles, Robin C. & Williams, Jenny
- 174-193 On the estimation of returns to scale, technical progress and monopolistic markups
by Diewert, W. Erwin & Fox, Kevin J.
- 194-208 Estimating regional trade agreement effects on FDI in an interdependent world
by Baltagi, Badi H. & Egger, Peter & Pfaffermayr, Michael
- 209-225 Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations
by Wheelock, David C. & Wilson, Paul W.
- 226-242 Relative prices and electronic substitution: Changes in household-level demand for postal delivery services from 1986 to 2004
by Hong, Seung-Hyun & Wolak, Frank A.
- 243-257 Is econometrics useful for private policy making? A case study of replacement policy at an auto rental company
by Cho, Sungjin & Rust, John
June 2008, Volume 144, Issue 2
- 325-340 Evolution of forecast disagreement in a Bayesian learning model
by Lahiri, Kajal & Sheng, Xuguang
- 341-351 Patient enrollment in medical trials: Selection bias in a randomized experiment
by Malani, Anup
- 352-370 Testing for jumps when asset prices are observed with noise-a "swap variance" approach
by Jiang, George J. & Oomen, Roel C.A.
- 371-391 Difference in difference meets generalized least squares: Higher order properties of hypotheses tests
by Hausman, Jerry & Kuersteiner, Guido
- 392-408 Estimation of partial differential equations with applications in finance
by Kristensen, Dennis
- 409-427 Valid tests of whether technical inefficiency depends on firm characteristics
by Kim, Myungsup & Schmidt, Peter
- 428-429 Restricted Kalman filtering revisited
by Pizzinga, Adrian & Fernandes, Cristiano & Contreras, Sergio
- 430-446 Inference in panel data models under attrition caused by unobservables
by Bhattacharya, Debopam
- 447-464 Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
by Kruiniger, Hugo
- 465-478 Analysis of treatment response data from eligibility designs
by Chib, Siddhartha & Jacobi, Liana
- 479-491 The effect of college curriculum on earnings: An affinity identifier for non-ignorable non-response bias
by Hamermesh, Daniel S. & Donald, Stephen G.
- 492-499 Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
by Lee, Sokbae & Seo, Myung Hwan
- 500-510 Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
by Corradi, Valentina & Iglesias, Emma M.
- 511-523 Nearly-singular design in GMM and generalized empirical likelihood estimators
by Caner, Mehmet
- 524-525 Corrigendum to: "Testing for unit roots with flow data and varying sampling frequency" [J. Econom. 119 (1) (2004) 1-18]
by Chambers, Marcus J.
May 2008, Volume 144, Issue 1
- 1-26 An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions
by Aït-Sahalia, Yacine & Mykland, Per A.
- 27-61 Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution
by Hu, Yingyao
- 62-80 Likelihood approximation by numerical integration on sparse grids
by Heiss, Florian & Winschel, Viktor
- 81-117 Partial identification of probability distributions with misclassified data
by Molinari, Francesca
- 118-138 Weak identification robust tests in an instrumental quantile model
by Jun, Sung Jae
- 139-155 A non-parametric independence test using permutation entropy
by Matilla-Garcia, Mariano & Ruiz Marin, Manuel
- 156-174 Learning and the value of information: Evidence from health plan report cards
by Chernew, Michael & Gowrisankaran, Gautam & Scanlon, Dennis P.
- 175-192 Mixtures of t-distributions for finance and forecasting
by Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert
- 193-218 Local polynomial estimation of nonparametric simultaneous equations models
by Su, Liangjun & Ullah, Aman
- 219-233 More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
by Im, Kyung So & Schmidt, Peter
- 234-256 Risk, jumps, and diversification
by Bollerslev, Tim & Law, Tzuo Hann & Tauchen, George
- 257-275 Nonparametric estimation and testing of fixed effects panel data models
by Henderson, Daniel J. & Carroll, Raymond J. & Li, Qi
- 276-305 A semi-parametric Bayesian approach to the instrumental variable problem
by Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E.
- 306-324 Chain indices of the cost-of-living and the path-dependence problem: An empirical solution
by Oulton, Nicholas
April 2008, Volume 143, Issue 2
- 227-262 Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
by Chen, Gongmeng & Choi, Yoon K. & Zhou, Yong
- 263-273 Estimation of Markov regime-switching regression models with endogenous switching
by Kim, Chang-Jin & Piger, Jeremy & Startz, Richard
- 274-290 Birth-spacing, fertility and neonatal mortality in India: Dynamics, frailty, and fecundity
by Bhalotra, Sonia & Soest, Arthur van
- 291-316 Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
by Panagiotelis, Anastasios & Smith, Michael
- 317-333 A smooth nonparametric conditional quantile frontier estimator
by Martins-Filho, Carlos & Yao, Feng
- 334-348 Bayesian analysis of the ordered probit model with endogenous selection
by Munkin, Murat K. & Trivedi, Pravin K.
- 349-374 Long-run risk-return trade-offs
by Bandi, Federico M. & Perron, Benoît
- 375-395 Examining bias in estimators of linear rational expectations models under misspecification
by Jondeau, Eric & Le Bihan, Hervé
- 396-397 Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330]
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
March 2008, Volume 143, Issue 1
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