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Content
2015, Volume 186, Issue 1
- 32-50 Regression-based analysis of cointegration systems
by Gomez-Biscarri, Javier & Hualde, Javier
- 51-65 Asymptotically exact inference in conditional moment inequality models
by Armstrong, Timothy B.
- 66-73 Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake
by Fujiki, Hiroshi & Hsiao, Cheng
- 74-93 What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio
by Wachter, Jessica A. & Warusawitharana, Missaka
- 94-112 Empirical likelihood for regression discontinuity design
by Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi
- 113-128 Asset-pricing anomalies at the firm level
by Cederburg, Scott & O’Doherty, Michael S.
- 129-141 Revealed preference tests for weak separability: An integer programming approach
by Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram & Hjertstrand, Per
- 142-159 Distribution theory of the least squares averaging estimator
by Liu, Chu-An
- 160-177 Nested forecast model comparisons: A new approach to testing equal accuracy
by Clark, Todd E. & McCracken, Michael W.
- 178-200 A general method for third-order bias and variance corrections on a nonlinear estimator
by Yang, Zhenlin
- 201-221 Quantile regression with censoring and endogeneity
by Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E.
- 222-244 Specification test for panel data models with interactive fixed effects
by Su, Liangjun & Jin, Sainan & Zhang, Yonghui
- 245-257 The generalised autocovariance function
by Proietti, Tommaso & Luati, Alessandra
- 258-275 Bad environments, good environments: A non-Gaussian asymmetric volatility model
by Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey
2015, Volume 185, Issue 2
- 305-331 Residual-based rank specification tests for AR–GARCH type models
by Andreou, Elena & Werker, Bas J.M.
- 332-342 Jackknife instrumental variable estimation with heteroskedasticity
by Bekker, Paul A. & Crudu, Federico
- 343-358 Through the looking glass: Indirect inference via simple equilibria
by Calvet, Laurent E. & Czellar, Veronika
- 359-371 Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
by Forni, Mario & Hallin, Marc & Lippi, Marco & Zaffaroni, Paolo
- 372-377 Cross-sectional averages versus principal components
by Westerlund, Joakim & Urbain, Jean-Pierre
- 378-391 Nonparametric rank tests for non-stationary panels
by Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim
- 392-408 Closed-form estimation of nonparametric models with non-classical measurement errors
by Hu, Yingyao & Sasaki, Yuya
- 409-419 Bayesian regression with nonparametric heteroskedasticity
by Norets, Andriy
- 420-434 Asymptotics for nonparametric and semiparametric fixed effects panel models
by Li, Cong & Liang, Zhongwen
- 435-452 Efficient inference on fractionally integrated panel data models with fixed effects
by Robinson, Peter M. & Velasco, Carlos
- 453-467 The effect of recursive detrending on panel unit root tests
by Westerlund, Joakim
- 468-494 Nonparametric predictive regression
by Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B.
- 495-509 The power of PANIC
by Westerlund, Joakim
- 510-525 Infinite order cross-validated local polynomial regression
by Hall, Peter G. & Racine, Jeffrey S.
- 526-541 IV estimation of panels with factor residuals
by Robertson, Donald & Sarafidis, Vasilis
2015, Volume 185, Issue 1
- 1-19 Nonparametric estimation and inference on conditional quantile processes
by Qu, Zhongjun & Yoon, Jungmo
- 20-32 Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
by Kaplan, David M.
- 33-59 LM tests of spatial dependence based on bootstrap critical values
by Yang, Zhenlin
- 60-81 Estimation of affine term structure models with spanned or unspanned stochastic volatility
by Creal, Drew D. & Wu, Jing Cynthia
- 82-94 Estimation of marginal effects in semiparametric selection models with binary outcomes
by Klein, Roger & Shen, Chan & Vella, Francis
- 95-109 Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
by Song, Suyong
- 110-123 Analysis of the bias of Matching and Difference-in-Difference under alternative earnings and selection processes
by Chabé-Ferret, Sylvain
- 124-161 A test for second order stationarity of a multivariate time series
by Jentsch, Carsten & Subba Rao, Suhasini
- 162-181 Asymptotic theory for differentiated products demand models with many markets
by Freyberger, Joachim
- 182-195 Nonlinear regressions with nonstationary time series
by Chan, Nigel & Wang, Qiying
- 196-215 Modeling and testing smooth structural changes with endogenous regressors
by Chen, Bin
- 216-229 Estimating dynamic equilibrium models with stochastic volatility
by Fernández-Villaverde, Jesús & Guerrón-Quintana, Pablo & Rubio-Ramírez, Juan F.
- 230-258 QML estimation of dynamic panel data models with spatial errors
by Su, Liangjun & Yang, Zhenlin
- 259-282 Specification tests for partially identified models defined by moment inequalities
by Bugni, Federico A. & Canay, Ivan A. & Shi, Xiaoxia
- 283-304 High dimensional generalized empirical likelihood for moment restrictions with dependent data
by Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong
2015, Volume 184, Issue 2
- 209-232 Estimating a spatial autoregressive model with an endogenous spatial weight matrix
by Qu, Xi & Lee, Lung-fei
- 233-241 Gradient-based smoothing parameter selection for nonparametric regression estimation
by Henderson, Daniel J. & Li, Qi & Parmeter, Christopher F. & Yao, Shuang
- 242-261 Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
by Fengler, Matthias R. & Hin, Lin-Yee
- 262-279 Confidence sets for the date of a break in level and trend when the order of integration is unknown
by Harvey, David I. & Leybourne, Stephen J.
- 280-294 A residual-based ADF test for stationary cointegration in I(2) settings
by Gomez-Biscarri, Javier & Hualde, Javier
- 295-314 On the bootstrap for Moran’s I test for spatial dependence
by Jin, Fei & Lee, Lung-fei
- 315-327 Multiplicative-error models with sample selection
by Jochmans, Koen
- 328-346 Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
by Breunig, Christoph
- 347-360 Inference in semiparametric binary response models with interval data
by Wan, Yuanyuan & Xu, Haiqing
- 361-378 Econometrics of co-jumps in high-frequency data with noise
by Bibinger, Markus & Winkelmann, Lars
- 379-393 Frontier estimation in the presence of measurement error with unknown variance
by Kneip, Alois & Simar, Léopold & Van Keilegom, Ingrid
- 394-419 Tests for overidentifying restrictions in Factor-Augmented VAR models
by Han, Xu
- 420-451 The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models
by Andreasen, Martin M. & Christensen, Bent Jesper
- 452-463 Model averaging estimation of generalized linear models with imputed covariates
by Dardanoni, Valentino & De Luca, Giuseppe & Modica, Salvatore & Peracchi, Franco
2015, Volume 184, Issue 1
- 1-12 Reinforced urn processes for credit risk models
by Peluso, Stefano & Mira, Antonietta & Muliere, Pietro
- 13-36 A semiparametric single index model with heterogeneous impacts on an unobserved variable
by Lee, Jiyon
- 37-61 Robust score and portmanteau tests of volatility spillover
by Aguilar, Mike & Hill, Jonathan B.
- 62-80 Multi-scale tests for serial correlation
by Gençay, Ramazan & Signori, Daniele
- 81-96 Specification testing for transformation models with an application to generalized accelerated failure-time models
by Lewbel, Arthur & Lu, Xun & Su, Liangjun
- 97-110 Improved likelihood ratio tests for cointegration rank in the VAR model
by Boswijk, H. Peter & Jansson, Michael & Nielsen, Morten Ørregaard
- 111-123 Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
by Bartolucci, Francesco & Belotti, Federico & Peracchi, Franco
- 124-144 Asymptotically distribution-free tests for the volatility function of a diffusion
by Chen, Qiang & Zheng, Xu & Pan, Zhiyuan
- 145-157 Inference on factor structures in heterogeneous panels
by Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo
- 158-173 Risk-parameter estimation in volatility models
by Francq, Christian & Zakoïan, Jean-Michel
- 174-192 Estimation of fixed effects panel regression models with separable and nonseparable space–time filters
by Lee, Lung-fei & Yu, Jihai
- 193-207 Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs
by Deza, Monica
2014, Volume 183, Issue 2
- 151-167 Mutual excitation in Eurozone sovereign CDS
by Aït-Sahalia, Yacine & Laeven, Roger J.A. & Pelizzon, Loriana
- 168-180 Time-varying jump tails
by Bollerslev, Tim & Todorov, Viktor
- 181-192 The VIX, the variance premium and stock market volatility
by Bekaert, Geert & Hoerova, Marie
- 193-201 The nonlinear price dynamics of U.S. equity ETFs
by Caginalp, Gunduz & DeSantis, Mark & Sayrak, Akin
- 202-210 Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
by Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian
- 211-221 Minimum distance estimation of the errors-in-variables model using linear cumulant equations
by Erickson, Timothy & Jiang, Colin Huan & Whited, Toni M.
- 222-229 Does the information content of payout initiations and omissions influence firm risks?
by von Eije, Henk & Goyal, Abhinav & Muckley, Cal B.
- 230-240 Methods for multicountry studies of corporate governance: Evidence from the BRIKT countries
by Black, Bernard & de Carvalho, Antonio Gledson & Khanna, Vikramaditya & Kim, Woochan & Yurtoglu, Burcin
- 241-250 Firms’ fundamentals, macroeconomic variables and quarterly stock prices in the US
by Bhargava, Alok
2014, Volume 183, Issue 1
- 5-21 The Barnett critique after three decades: A New Keynesian analysis
by Belongia, Michael T. & Ireland, Peter N.
- 22-30 Likelihood-based inference for regular functions with fractional polynomial approximations
by Geweke, John & Petrella, Lea
- 31-57 Bayesian exploratory factor analysis
by Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi
- 58-66 Decompositions of profitability change using cost functions
by Diewert, W. Erwin
- 67-90 Examining macroeconomic models through the lens of asset pricing
by Borovička, Jaroslav & Hansen, Lars Peter
- 91-103 An evaluation of financial institutions: Impact on consumption and investment using panel data and the theory of risk-bearing
by Alem, Mauro & Townsend, Robert M.
- 104-116 Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks
by Herwartz, Helmut & Lütkepohl, Helmut
- 117-134 Forecasting inflation using commodity price aggregates
by Chen, Yu-chin & Turnovsky, Stephen J. & Zivot, Eric
- 135-146 Undesirable outputs and a primal Divisia productivity index based on the directional output distance function
by Feng, Guohua & Serletis, Apostolos
2014, Volume 182, Issue 2
- 235-246 Semiparametric identification of binary decision games of incomplete information with correlated private signals
by Wan, Yuanyuan & Xu, Haiqing
- 247-268 Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics
by Caner, Mehmet
- 269-289 Modeling multivariate extreme events using self-exciting point processes
by Grothe, Oliver & Korniichuk, Volodymyr & Manner, Hans
- 290-308 Instrumental variables estimation with many weak instruments using regularized JIVE
by Hansen, Christian & Kozbur, Damian
- 309-328 Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
by Hou, Jie & Perron, Pierre
- 329-350 Consistent estimation with many moment inequalities
by Menzel, Konrad
- 351-363 Tests based on t-statistics for IV regression with weak instruments
by Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P.
- 364-384 Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
by Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David
- 385-396 Identification robust inference in cointegrating regressions
by Khalaf, Lynda & Urga, Giovanni
- 397-411 Pricing default events: Surprise, exogeneity and contagion
by Gouriéroux, C. & Monfort, A. & Renne, J.P.
2014, Volume 182, Issue 1
- 5-13 A two-stage procedure for partially identified models
by Kaido, Hiroaki & White, Halbert
- 14-26 Testing for separability in structural equations
by Lu, Xun & White, Halbert
- 27-44 Testing conditional independence via empirical likelihood
by Su, Liangjun & White, Halbert
- 45-58 Causal discourse in a game of incomplete information
by White, Halbert & Xu, Haiqing & Chalak, Karim
- 59-69 Conditional moment models under semi-strong identification
by Antoine, Bertille & Lavergne, Pascal
- 70-86 Sieve M inference on irregular parameters
by Chen, Xiaohong & Liao, Zhipeng
- 87-99 Likelihood inference in some finite mixture models
by Chen, Xiaohong & Ponomareva, Maria & Tamer, Elie
- 100-118 Testing for structural stability of factor augmented forecasting models
by Corradi, Valentina & Swanson, Norman R.
- 119-134 On the network topology of variance decompositions: Measuring the connectedness of financial firms
by Diebold, Francis X. & Yılmaz, Kamil
- 135-144 Priced risk and asymmetric volatility in the cross section of skewness
by Engle, Robert & Mistry, Abhishek
- 145-155 Theory-coherent forecasting
by Giacomini, Raffaella & Ragusa, Giuseppe
- 156-173 Bootstrapping factor-augmented regression models
by Gonçalves, Sílvia & Perron, Benoit
- 174-185 A predictability test for a small number of nested models
by Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger
- 186-195 Unpredictability in economic analysis, econometric modeling and forecasting
by Hendry, David F. & Mizon, Grayham E.
- 196-210 Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting
by Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman
- 211-225 Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
by McElroy, Tucker S. & Politis, Dimitris N.
- 226-234 Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
by Wooldridge, Jeffrey M.
2014, Volume 181, Issue 2
- 65-76 Consistent estimation of the fixed effects stochastic frontier model
by Chen, Yi-Yi & Schmidt, Peter & Wang, Hung-Jen
- 77-91 A flexible parametric approach for estimating switching regime models and treatment effect parameters
by Chen, Heng & Fan, Yanqin & Wu, Jisong
- 92-116 Weighted KS statistics for inference on conditional moment inequalities
by Armstrong, Timothy B.
- 117-135 Estimating spot volatility with high-frequency financial data
by Zu, Yang & Peter Boswijk, H.
- 136-150 Misreported schooling, multiple measures and returns to educational qualifications
by Battistin, Erich & De Nadai, Michele & Sianesi, Barbara
- 151-164 Non parametric analysis of panel data models with endogenous variables
by Fève, Frédérique & Florens, Jean-Pierre
- 165-180 Design-free estimation of variance matrices
by Abadir, Karim M. & Distaso, Walter & Žikeš, Filip
- 181-193 Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
by Lee, Wei-Ming & Kuan, Chung-Ming & Hsu, Yu-Chin
2014, Volume 181, Issue 1
- 3-14 Exact confidence sets and goodness-of-fit methods for stable distributions
by Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda
- 15-24 On the properties of the coefficient of determination in regression models with infinite variance variables
by Kurz-Kim, Jeong-Ryeol & Loretan, Mico
- 25-33 On the robustness of location estimators in models of firm growth under heavy-tailedness
by Ibragimov, Rustam
- 34-43 The asymptotic codifference and covariation of log-fractional stable noise
by Levy, Joshua B. & Taqqu, Murad S.
- 44-52 Extreme-quantile tracking for financial time series
by Chavez-Demoulin, V. & Embrechts, P. & Sardy, S.
- 53-63 Exponential stock models driven by tempered stable processes
by Küchler, Uwe & Tappe, Stefan
2014, Volume 180, Issue 2
- 117-126 Nonparametric tests for tail monotonicity
by Berghaus, Betina & Bücher, Axel
- 127-140 Generalized dynamic panel data models with random effects for cross-section and time
by Mesters, G. & Koopman, S.J.
- 141-157 Pre and post break parameter inference
by Elliott, Graham & Müller, Ulrich K.
- 158-173 Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter
by Horowitz, Joel L.
- 174-197 Efficient GMM estimation of spatial dynamic panel data models with fixed effects
by Lee, Lung-fei & Yu, Jihai
- 198-216 Inference of bidders’ risk attitudes in ascending auctions with endogenous entry
by Fang, Hanming & Tang, Xun
- 217-232 A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
by Liu, Cheng & Tang, Cheng Yong
- 233-250 The dynamic mixed hitting-time model for multiple transaction prices and times
by Renault, Eric & van der Heijden, Thijs & Werker, Bas J.M.
- 251-264 Nonparametric estimation and inference for conditional density based Granger causality measures
by Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar
2014, Volume 180, Issue 1
- 1-15 Property taxes and home prices: A tale of two cities
by Bai, ChongEn & Li, Qi & Ouyang, Min
- 16-29 A score-test on measurement errors in rating transition times
by Voß, Sebastian & Weißbach, Rafael
- 30-48 Detecting big structural breaks in large factor models
by Chen, Liang & Dolado, Juan J. & Gonzalo, Jesús
- 49-72 Beta-product dependent Pitman–Yor processes for Bayesian inference
by Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio
- 73-80 Maximum likelihood estimation of partially observed diffusion models
by Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J.
- 81-97 Variance trading and market price of variance risk
by Bondarenko, Oleg
- 98-115 Adaptive dynamic Nelson–Siegel term structure model with applications
by Chen, Ying & Niu, Linlin
2014, Volume 179, Issue 2
- 99-111 Bayesian inference for nonlinear structural time series models
by Hall, Jamie & Pitt, Michael K. & Kohn, Robert
- 112-127 Bounding quantile demand functions using revealed preference inequalities
by Blundell, Richard & Kristensen, Dennis & Matzkin, Rosa
- 128-133 A fast resample method for parametric and semiparametric models
by Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han
- 134-157 A nonlinear panel data model of cross-sectional dependence
by Kapetanios, George & Mitchell, James & Shin, Yongcheol
- 158-177 Hermite polynomial based expansion of European option prices
by Xiu, Dacheng
2014, Volume 179, Issue 1
- 1-15 On implied volatility for options—Some reasons to smile and more to correct
by Chen, Song Xi & Xu, Zheng
- 16-30 Multivariate rotated ARCH models
by Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin
- 31-45 Nonparametric inference based on conditional moment inequalities
by Andrews, Donald W.K. & Shi, Xiaoxia
- 46-65 Inference on stochastic time-varying coefficient models
by Giraitis, L. & Kapetanios, G. & Yates, T.
- 66-82 Testing stationarity of functional time series
by Horváth, Lajos & Kokoszka, Piotr & Rice, Gregory
- 83-98 Improving the performance of random coefficients demand models: The role of optimal instruments
by Reynaert, Mathias & Verboven, Frank
2014, Volume 178, Issue P3
- 383-397 Estimation and inference for distribution functions and quantile functions in treatment effect models
by Donald, Stephen G. & Hsu, Yu-Chin
- 398-413 Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
by Lee, Seojeong
- 414-425 Model equivalence tests in a parametric framework
by Lavergne, Pascal
- 426-443 Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
by Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur
- 444-455 Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
by Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno
- 456-470 Frontier estimation in nonparametric location-scale models
by Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid
- 471-483 Semiparametric models with single-index nuisance parameters
by Song, Kyungchul
- 484-494 Testing for heteroskedasticity in fixed effects models
by Juhl, Ted & Sosa-Escudero, Walter
- 495-507 Specification analysis of linear quantile models
by Escanciano, J.C. & Goh, S.C.
- 508-522 Marginal likelihood for Markov-switching and change-point GARCH models
by Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K.
- 523-538 Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
by Jensen, Mark J. & Maheu, John M.
- 539-557 An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
by Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y.
- 558-568 Geometric and long run aspects of Granger causality
by Al-Sadoon, Majid M.
- 569-581 Moment-based tests for individual and time effects in panel data models
by Wu, Jianhong & Li, Guodong
- 582-601 Longevity, life-cycle behavior and pension reform
by Haan, Peter & Prowse, Victoria
- 602-612 A new approach to Bayesian hypothesis testing
by Li, Yong & Zeng, Tao & Yu, Jun
- 613-623 On empirical likelihood statistical functions
by Yuan, Ao & Xu, Jinfeng & Zheng, Gang
- 624-638 Bayesian regression with heteroscedastic error density and parametric mean function
by Pelenis, Justinas
- 639-658 Sieve inference on possibly misspecified semi-nonparametric time series models
by Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao
- 659-677 Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference
by Sun, Yixiao
- 678-693 Testing multiple inequality hypotheses: A smoothed indicator approach
by Chen, Le-Yu & Szroeter, Jerzy
- 694-705 The delta expansion for the transition density of diffusion models
by Lee, Yoon Dong & Song, Seongjoo & Lee, Eun-Kyung
2014, Volume 178, Issue P2
- 210-224 Optimal estimation of cointegrated systems with irrelevant instruments
by Phillips, Peter C.B.
- 225-230 The estimation of misspecified long memory models
by Robinson, Peter M.
- 231-242 Testable implications of affine term structure models
by Hamilton, James D. & Wu, Jing Cynthia
- 243-258 Testing for seasonal unit roots by frequency domain regression
by Chambers, Marcus J. & Ercolani, Joanne S. & Taylor, A.M. Robert
- 259-272 Testing for unit roots in bounded time series
by Cavaliere, Giuseppe & Xu, Fang
- 273-285 Aggregation in large dynamic panels
by Pesaran, M. Hashem & Chudik, Alexander
- 286-293 Model selection in under-specified equations facing breaks
by Castle, Jennifer L. & Hendry, David F.
- 294-309 Is there an optimal forecast combination?
by Hsiao, Cheng & Wan, Shui Ki
- 310-315 An asymptotic invariance property of the common trends under linear transformations of the data
by Johansen, Søren & Juselius, Katarina
- 316-330 Granger causality, exogeneity, cointegration, and economic policy analysis
by White, Halbert & Pettenuzzo, Davide
- 331-341 Summability of stochastic processes—A generalization of integration for non-linear processes
by Berenguer-Rico, Vanessa & Gonzalo, Jesús
- 342-351 The aggregation of dynamic relationships caused by incomplete information
by Thornton, Michael A.
- 352-367 Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
by Kim, Hyun Hak & Swanson, Norman R.
- 368-381 Estimating turning points using large data sets
by Stock, James H. & Watson, Mark W.
2014, Volume 178, Issue P1
- 4-14 Testing predictive regression models with nonstationary regressors
by Cai, Zongwu & Wang, Yunfei
- 15-21 Testing overidentifying restrictions with many instruments and heteroskedasticity
by Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen
- 22-44 A unified approach to validating univariate and multivariate conditional distribution models in time series
by Chen, Bin & Hong, Yongmiao
- 45-56 Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV
by Fan, Yanqin & Park, Sang Soo
- 57-70 Testing cointegration relationship in a semiparametric varying coefficient model
by Gu, Jingping & Liang, Zhongwen
- 71-79 Constructing smooth tests without estimating the eigenpairs of the limiting process
by Hsu, Shih-Hsun & Kuan, Chung-Ming
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