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Content
March 2008, Volume 143, Issue 1
- 1-4 Specification testing
by Delgado, Miguel A.
- 5-18 On distribution-free goodness-of-fit testing of exponentiality
by Haywood, John & Khmaladze, Estate
- 19-36 Testing multivariate distributions in GARCH models
by Bai, Jushan & Chen, Zhihong
- 37-55 Distribution-free specification tests of conditional models
by Delgado, Miguel A. & Stute, Winfried
- 56-73 Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach
by Dette, Holger & Podolskij, Mark
- 74-87 Joint and marginal specification tests for conditional mean and variance models
by Carlos Escanciano, J.
- 88-102 Specification tests in nonparametric regression
by Einmahl, John H.J. & Van Keilegom, Ingrid
- 103-122 Breaking the curse of dimensionality in nonparametric testing
by Lavergne, Pascal & Patilea, Valentin
- 123-142 Nonparametric simultaneous testing for structural breaks
by Gao, Jiti & Gijbels, Irene & Van Bellegem, Sebastien
- 143-165 Specification testing for regression models with dependent data
by Hidalgo, J.
- 166-190 Goodness-of-fit tests for conditional models under censoring and truncation
by Cao, Ricardo & Gonzalez-Manteiga, Wenceslao
- 191-205 On specification testing of ordered discrete choice models
by Mora, Juan & Moro-Egido, Ana I.
- 206-225 Diagnostic testing for cointegration
by Robinson, P.M.
February 2008, Volume 142, Issue 2
- 611-614 Special issue editors' introduction: The regression discontinuity design--Theory and applications
by Imbens, Guido & Lemieux, Thomas
- 615-635 Regression discontinuity designs: A guide to practice
by Imbens, Guido W. & Lemieux, Thomas
- 636-654 "Waiting for Life to Arrive": A history of the regression-discontinuity design in Psychology, Statistics and Economics
by Cook, Thomas D.
- 655-674 Regression discontinuity inference with specification error
by Lee, David S. & Card, David
- 675-697 Randomized experiments from non-random selection in U.S. House elections
by Lee, David S.
- 698-714 Manipulation of the running variable in the regression discontinuity design: A density test
by McCrary, Justin
- 715-730 Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs
by Battistin, Erich & Rettore, Enrico
- 731-756 Breaking the link between poverty and low student achievement: An evaluation of Title I
by van der Klaauw, Wilbert
- 757-784 The work disincentive effects of the disability insurance program in the 1990s
by Chen, Susan & van der Klaauw, Wilbert
- 785-806 How do extended benefits affect unemployment duration A regression discontinuity approach
by Lalive, Rafael
- 807-828 Incentive effects of social assistance: A regression discontinuity approach
by Lemieux, Thomas & Milligan, Kevin
- 829-850 Mandatory summer school and student achievement
by Matsudaira, Jordan D.
January 2008, Volume 142, Issue 1
- 1-27 Nonlinearity, nonstationarity, and spurious forecasts
by Marmer, Vadim
- 28-49 Symmetry-based inference in an instrumental variable setting
by Bekker, Paul A. & Lawford, Steve
- 50-93 Testing slope homogeneity in large panels
by Hashem Pesaran, M. & Yamagata, Takashi
- 94-133 Adaptive consistent unit-root tests based on autoregressive threshold model
by Bec, Frederique & Guay, Alain & Guerre, Emmanuel
- 134-161 Generalized empirical likelihood tests in time series models with potential identification failure
by Guggenberger, Patrik & Smith, Richard J.
- 162-182 Local rank tests in a multivariate nonparametric relationship
by Fortuna, Natercia
- 183-200 Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
by Andrews, Donald W.K. & Marmer, Vadim
- 201-211 Sparse estimators and the oracle property, or the return of Hodges' estimator
by Leeb, Hannes & Potscher, Benedikt M.
- 212-240 A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
by Deng, Ai & Perron, Pierre
- 241-264 Nonparametric transformation to white noise
by Linton, Oliver B. & Mammen, Enno
- 265-280 Adaptive estimation of autoregressive models with time-varying variances
by Xu, Ke-Li & Phillips, Peter C.B.
- 281-311 Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions
by Feng, Guohua & Serletis, Apostolos
- 312-326 A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test
by Francq, Christian & Makarova, Svetlana & Zakoi[diaeresis]an, Jean-Michel
- 327-351 Robust estimation for structural spurious regressions and a Hausman-type cointegration test
by Choi, Chi-Young & Hu, Ling & Ogaki, Masao
- 352-378 Estimation and tests for power-transformed and threshold GARCH models
by Pan, Jiazhu & Wang, Hui & Tong, Howell
- 379-398 Instrumental variable quantile regression: A robust inference approach
by Chernozhukov, Victor & Hansen, Christian
- 399-424 The multi-state latent factor intensity model for credit rating transitions
by Koopman, Siem Jan & Lucas, Andre & Monteiro, Andre
- 425-448 Estimation and testing of Euler equation models with time-varying reduced-form coefficients
by Li, Hong
- 449-466 Efficient estimation and inference in linear pseudo-panel data models
by Inoue, Atsushi
- 467-483 Temporal aggregation of multivariate GARCH processes
by Hafner, Christian M.
- 484-507 On Bayesian analysis and computation for functions with monotonicity and curvature restrictions
by McCausland, William J.
- 508-538 Conditional empirical likelihood estimation and inference for quantile regression models
by Otsu, Taisuke
- 539-552 Fixed effects instrumental variables estimation in correlated random coefficient panel data models
by Murtazashvili, Irina & Wooldridge, Jeffrey M.
- 553-580 Bayesian stochastic search for VAR model restrictions
by George, Edward I. & Sun, Dongchu & Ni, Shawn
- 581-609 Testing for unit root processes in random coefficient autoregressive models
by Distaso, Walter
December 2007, Volume 141, Issue 2
- 323-349 Realized range-based estimation of integrated variance
by Christensen, Kim & Podolskij, Mark
- 350-382 Instrumental variable estimation based on conditional median restriction
by Sakata, Shinichi
- 383-415 Generalized R-estimators under conditional heteroscedasticity
by Mukherjee, Kanchan
- 416-459 Incidental trends and the power of panel unit root tests
by Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B.
- 460-481 Non-parametric estimation of sequential english auctions
by Brendstrup, Bjarne
- 482-491 On the uniqueness of optimal prices set by monopolistic sellers
by van den Berg, Gerard J.
- 492-516 On the second-order properties of empirical likelihood with moment restrictions
by Chen, Song Xi & Cui, Hengjian
- 517-547 Contemporaneous threshold autoregressive models: Estimation, testing and forecasting
by Dueker, Michael J. & Sola, Martin & Spagnolo, Fabio
- 548-573 Efficient tests of the seasonal unit root hypothesis
by Rodrigues, Paulo M.M. & Taylor, A.M. Robert
- 574-596 Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
by Nielsen, Morten Orregaard & Shimotsu, Katsumi
- 597-620 Asymptotic properties of a robust variance matrix estimator for panel data when T is large
by Hansen, Christian B.
- 621-651 Online forecast combinations of distributions: Worst case bounds
by Sancetta, Alessio
- 652-682 Nonparametric tests for conditional symmetry in dynamic models
by Delgado, Miguel A. & Carlos Escanciano, J.
- 683-703 Masking identification of discrete choice models under simulation methods
by Chiou, Lesley & Walker, Joan L.
- 704-735 A smoothed least squares estimator for threshold regression models
by Seo, Myung Hwan & Linton, Oliver
- 736-776 Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
by Hong, Yongmiao & Li, Haitao & Zhao, Feng
- 777-806 Endogenous selection or treatment model estimation
by Lewbel, Arthur
- 807-834 A consistent characteristic function-based test for conditional independence
by Su, Liangjun & White, Halbert
- 835-875 A goodness-of-fit test for ARCH([infinity]) models
by Hidalgo, Javier & Zaffaroni, Paolo
- 876-912 Modelling security market events in continuous time: Intensity based, multivariate point process models
by Bowsher, Clive G.
- 913-949 Asymptotics for duration-driven long range dependent processes
by Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe
- 950-972 An adaptive empirical likelihood test for parametric time series regression models
by Chen, Song Xi & Gao, Jiti
- 973-1013 A goodness-of-fit test for ARCH([infinity]) models
by Hidalgo, Javier & Zaffaroni, Paolo
- 1014-1043 Discrete time duration models with group-level heterogeneity
by Frederiksen, Anders & Honore, Bo E. & Hu, Luojia
- 1044-1072 Income distribution and inequality measurement: The problem of extreme values
by Cowell, Frank A. & Flachaire, Emmanuel
- 1073-1099 A zero-inflated ordered probit model, with an application to modelling tobacco consumption
by Harris, Mark N. & Zhao, Xueyan
- 1100-1114 Estimating a generalized correlation coefficient for a generalized bivariate probit model
by Chen, Songnian & Zhou, Yahong
- 1115-1130 Nonstationary discrete choice: A corrigendum and addendum
by Phillips, Peter C.B. & Jin, Sainan & Hu, Ling
- 1131-1158 Endogeneity in quantile regression models: A control function approach
by Lee, Sokbae
- 1159-1195 Time and causality: A Monte Carlo assessment of the timing-of-events approach
by Gaure, Simen & Roed, Knut & Zhang, Tao
- 1196-1218 Confidence sets for the date of a single break in linear time series regressions
by Elliott, Graham & Muller, Ulrich K.
- 1219-1244 Finite sample multivariate structural change tests with application to energy demand models
by Bernard, Jean-Thomas & Idoudi, Nadhem & Khalaf, Lynda & Yelou, Clement
- 1245-1280 Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan
by Yu, Jialin
- 1281-1301 Inverse probability weighted estimation for general missing data problems
by Wooldridge, Jeffrey M.
- 1302-1330 A simple, robust and powerful test of the trend hypothesis
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 1331-1352 A theory of robust long-run variance estimation
by Muller, Ulrich K.
- 1353-1384 Nonstationarity-extended local Whittle estimation
by Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas
- 1385-1411 Efficient high-dimensional importance sampling
by Richard, Jean-Francois & Zhang, Wei
- 1412-1417 Corrigendum to "The pseudo-true score encompassing test for non-nested hypotheses": [Journal of Econometrics 106, 271-295]
by Chen, Yi-Ting & Kuan, Chung-Ming
- 1417-1418 Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394]
by Hall, Alastair R. & Inoue, Atsushi
- 1417-1419 Erratum to "Generalizing the standard product rule of probability theory and Bayes's Theorem": [J. Econometrics 138 (1) (2007) 14-23]
by Zellner, Arnold
November 2007, Volume 141, Issue 1
- 1-4 Semiparametric methods in econometrics
by Fernandes, Marcelo & Linton, Oliver & Scaillet, Olivier
- 5-43 Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
by Ai, Chunrong & Chen, Xiaohong
- 44-64 Testing the Markov property with high frequency data
by Amaro de Matos, Joao & Fernandes, Marcelo
- 65-83 Censored regression quantiles with endogenous regressors
by Blundell, Richard & Powell, James L.
- 84-108 Semiparametric identification and estimation in multi-object, English auctions
by Brendstrup, Bjarne & Paarsch, Harry J.
- 109-140 Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
by Chen, Xiaohong & Hong, Han & Shum, Matthew
- 141-166 Asymptotic and bootstrap inference for inequality and poverty measures
by Davidson, Russell & Flachaire, Emmanuel
- 167-178 Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance
by Dias, Ronaldo & Garcia, Nancy L.
- 179-212 Root-N consistent semiparametric estimators of a dynamic panel-sample-selection model
by Gayle, George-Levi & Viauroux, Christelle
- 213-249 Local multiplicative bias correction for asymmetric kernel density estimators
by Hagmann, M. & Scaillet, O.
- 250-282 The quantilogram: With an application to evaluating directional predictability
by Linton, O. & Whang, Yoon-Jae
- 283-319 Nonparametric frontier estimation via local linear regression
by Martins-Filho, Carlos & Yao, Feng
October 2007, Volume 140, Issue 2
- 333-374 Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
by Lee, Lung-fei
- 375-400 Nonparametric efficiency analysis: A multivariate conditional quantile approach
by Daouia, Abdelaati & Simar, Leopold
- 401-412 Analysis of treatment response data without the joint distribution of potential outcomes
by Chib, Siddhartha
- 413-424 Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk
by Reif, Jiri
- 425-449 Stochastic volatility with leverage: Fast and efficient likelihood inference
by Omori, Yasuhiro & Chib, Siddhartha & Shephard, Neil & Nakajima, Jouchi
- 450-484 Root-n-consistent estimation of weak fractional cointegration
by Hualde, J. & Robinson, P.M.
- 485-502 Infrastructure and productivity: An extension to private infrastructure and it productivity
by Duggal, Vijaya G. & Saltzman, Cynthia & Klein, Lawrence R.
- 503-528 Estimating dynamic panel data discrete choice models with fixed effects
by Carro, Jesus M.
- 529-573 Efficient estimation of general dynamic models with a continuum of moment conditions
by Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric
- 574-617 Long difference instrumental variables estimation for dynamic panel models with fixed effects
by Hahn, Jinyong & Hausman, Jerry & Kuersteiner, Guido
- 618-649 Trends and cycles in economic time series: A Bayesian approach
by Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K.
- 650-669 The second-order bias and mean squared error of estimators in time-series models
by Bao, Yong & Ullah, Aman
- 670-694 Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
by Hansen, Christian B.
- 695-718 Testing joint hypotheses when one of the alternatives is one-sided
by Abadir, Karim M. & Distaso, Walter
- 719-752 Asymptotics for out of sample tests of Granger causality
by McCracken, Michael W.
- 753-780 Testing constancy of the error covariance matrix in vector models
by Eklund, Bruno & Terasvirta, Timo
- 781-801 Modeling and calculating the effect of treatment at baseline from panel outcomes
by Chib, Siddhartha & Jacobi, Liana
- 802-826 A consistent model specification test with mixed discrete and continuous data
by Hsiao, Cheng & Li, Qi & Racine, Jeffrey S.
- 827-848 A structural analysis of the correlated random coefficient wage regression model
by Belzil, Christian & Hansen, Jorgen
- 849-873 Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
by Ling, Shiqing
- 874-883 Why elementary price index number formulas differ: Evidence on price dispersion
by Silver, Mick & Heravi, Saeed
- 884-918 Properties of optimal forecasts under asymmetric loss and nonlinearity
by Patton, Andrew J. & Timmermann, Allan
- 919-947 Testing for unit roots in time series models with non-stationary volatility
by Cavaliere, Giuseppe & Taylor, A.M. Robert
September 2007, Volume 140, Issue 1
- 1-4 Analysis of spatially dependent data
by Baltagi, Badi H. & Kelejian, Harry H. & Prucha, Ingmar R.
- 5-51 Testing for serial correlation, spatial autocorrelation and random effects using panel data
by Baltagi, Badi H. & Heun Song, Seuck & Cheol Jung, Byoung & Koh, Won
- 52-75 Identification of binary choice models with social interactions
by Brock, William A. & Durlauf, Steven N.
- 76-96 Spatial correlation robust inference with errors in location or distance
by Conley, Timothy G. & Molinari, Francesca
- 97-130 Panel data models with spatially correlated error components
by Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R.
- 131-154 HAC estimation in a spatial framework
by Kelejian, Harry H. & Prucha, Ingmar R.
- 155-189 The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
by Lee, Lung-fei
- 190-214 A matrix exponential spatial specification
by LeSage, James P. & Kelley Pace, R.
- 215-225 A central limit theorem for endogenous locations and complex spatial interactions
by Pinkse, Joris & Shen, Lihong & Slade, Margaret
- 226-259 A spatial model for multivariate lattice data
by Sain, Stephan R. & Cressie, Noel
- 260-281 Estimating models of complex FDI: Are there third-country effects?
by Baltagi, Badi H. & Egger, Peter & Pfaffermayr, Michael
- 282-303 Estimating dynamic local interactions models
by Conley, Timothy G. & Topa, Giorgio
- 304-332 The origin of spatial interaction
by Keller, Wolfgang & Shiue, Carol H.
August 2007, Volume 139, Issue 2
- 237-241 The econometrics of intellectual property: An overview
by McAleer, Michael
- 242-258 Estimation of patent licensing value using a flexible demand specification
by Hausman, Jerry A. & Leonard, Gregory K.
- 259-284 An econometric analysis of asymmetric volatility: Theory and application to patents
by McAleer, Michael & Chan, Felix & Marinova, Dora
- 285-302 Valuing intangible assets with a nested logit market share model
by Dubin, Jeffrey A.
- 303-317 Econometric analysis of copyrights
by Slottje, Daniel J. & Millimet, Daniel L. & Buchanan, Michael J.
- 318-339 The size distribution of innovations revisited: An application of extreme value statistics to citation and value measures of patent significance
by Silverberg, Gerald & Verspagen, Bart
- 340-354 Patenting, intellectual property rights and sectoral outputs in Industrial Revolution Britain, 1780-1851
by Greasley, David & Oxley, Les
- 355-375 Patent activity and technical change
by Basmann, Robert L. & McAleer, Michael & Slottje, Daniel
- 376-390 Modeling the diffusion of scientific publications
by Fok, Dennis & Franses, Philip Hans
July 2007, Volume 139, Issue 1
- 1-3 Endogeneity, instruments and identification
by Chesher, Andrew & Dhaene, Geert & van Dijk, Herman
- 4-14 Instrumental variable estimation of nonseparable models
by Chernozhukov, Victor & Imbens, Guido W. & Newey, Whitney K.
- 15-34 Instrumental values
by Chesher, Andrew
- 35-75 Nonparametric IV estimation of local average treatment effects with covariates
by Frolich, Markus
- 76-104 Identification and information in monotone binary models
by Magnac, Thierry & Maurin, Eric
- 105-115 Minimax-regret treatment choice with missing outcome data
by Manski, Charles F.
- 116-132 Performance of conditional Wald tests in IV regression with weak instruments
by Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H.
- 133-153 Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
by Dufour, Jean-Marie & Taamouti, Mohamed
- 154-180 On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks
by Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K.
- 181-216 Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
by Kleibergen, Frank
- 217-236 Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
by Poskitt, D.S. & Skeels, C.L.
June 2007, Volume 138, Issue 2
- 379-387 Information and entropy econometrics - volume overview and synthesis
by Golan, Amos
- 388-404 Some aspects of the history of Bayesian information processing
by Zellner, Arnold
- 405-429 Information optimality and Bayesian modelling
by Clarke, Bertrand
- 430-460 Efficient information theoretic inference for conditional moment restrictions
by Smith, Richard J.
- 461-487 On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood
by Antoine, Bertille & Bonnal, Helene & Renault, Eric
- 488-512 Information in generalized method of moments estimation and entropy-based moment selection
by Hall, Alastair R. & Inoue, Atsushi & Jana, Kalidas & Shin, Changmock
- 513-531 Estimation and inference in the case of competing sets of estimating equations
by Judge, George G. & Mittelhammer, Ron C.
- 532-546 GMM estimation of a maximum entropy distribution with interval data
by Wu, Ximing & Perloff, Jeffrey M.
- 547-567 A versatile and robust metric entropy test of time-reversibility, and other hypotheses
by Racine, Jeffrey S. & Maasoumi, Esfandiar
- 568-585 Information measures for generalized gamma family
by Dadpay, Ali & Soofi, Ehsan S. & Soyer, Refik
May 2007, Volume 138, Issue 1
- 1-2 Progress and challenges in econometrics
by Franses, Philip Hans & van Dijk, Herman K.
- 3-13 Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam
by Granger, Clive W.J.
- 14-23 Generalizing the standard product rule of probability theory and Bayes's Theorem
by Zellner, Arnold
- 24-46 Testing with many weak instruments
by Andrews, Donald W.K. & Stock, James H.
- 47-62 The zero-information-limit condition and spurious inference in weakly identified models
by Nelson, Charles R. & Startz, Richard
- 63-103 Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
by Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K.
- 104-124 Unit root log periodogram regression
by Phillips, Peter C.B.
- 125-180 No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications
by Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav
- 181-207 Measuring volatility with the realized range
by Martens, Martin & van Dijk, Dick
- 208-230 Product attributes and models of multiple discreteness
by Kim, Jaehwan & Allenby, Greg M. & Rossi, Peter E.
- 231-251 Seasonality and non-linear price effects in scanner-data-based market-response models
by Fok, Dennis & Hans Franses, Philip & Paap, Richard
- 252-290 Smoothly mixing regressions
by Geweke, John & Keane, Michael
- 291-311 Approximately normal tests for equal predictive accuracy in nested models
by Clark, Todd E. & West, Kenneth D.
- 312-355 A pair-wise approach to testing for output and growth convergence
by Hashem Pesaran, M.
- 356-378 Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory
by Abdellaoui, Mohammed & Barrios, Carolina & Wakker, Peter P.
April 2007, Volume 137, Issue 2
- 277-310 Gaussian semiparametric estimation of multivariate fractionally integrated processes
by Shimotsu, Katsumi
- 311-333 A robust version of the KPSS test based on indicators
by de Jong, Robert M. & Amsler, Christine & Schmidt, Peter
- 334-353 Granger causality and path diagrams for multivariate time series
by Eichler, Michael
- 354-395 A simple approach to the parametric estimation of potentially nonstationary diffusions
by Bandi, Federico M. & Phillips, Peter C.B.
- 396-413 Finite sample properties of maximum likelihood estimator in spatial models
by Bao, Yong & Ullah, Aman
- 414-440 Decisionmetrics: A decision-based approach to econometric modelling
by Skouras, Spyros
- 441-471 Optimal statistical decisions about some alternative financial models
by Stummer, Wolfgang & Vajda, Igor
- 472-488 Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
by Blake, Andrew P. & Kapetanios, George
- 489-514 GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
by Lee, Lung-fei
- 515-555 Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
by Chao, John & Swanson, Norman R.
- 556-576 Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
by Hang Chan, Ngai & Deng, Shi-Jie & Peng, Liang & Xia, Zhendong
- 577-614 On efficient estimation of the ordered response model
by Coppejans, Mark
- 615-640 MCMC maximum likelihood for latent state models
by Jacquier, Eric & Johannes, Michael & Polson, Nicholas
- 641-673 Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
by Ferreira, Jose T.A.S. & Steel, Mark F.J.
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