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September 2024, Volume 12, Issue 4
- 1-17 Estimating the Effects of Credit Constraints on Productivity of Peruvian Agriculture
by Tiemen Woutersen & Katherine Hauck & Shahidur R. Khandker
November 2024, Volume 12, Issue 4
- 1-11 Likert Scale Variables in Personal Finance Research: The Neutral Category Problem
by Blain Pearson & Donald Lacombe & Nasima Khatun - 1-15 Forecasting Wind–Photovoltaic Energy Production and Income with Traditional and ML Techniques
by Giovanni Masala & Amelie Schischke - 1-19 Exploring the Role of Global Value Chain Position in Economic Models for Bankruptcy Forecasting
by Mélanie Croquet & Loredana Cultrera & Dimitri Laroutis & Laetitia Pozniak & Guillaume Vermeylen - 1-19 Enhancing Efficiency: Halton Draws in the Generalized True Random Effects Model
by David H. Bernstein - 1-28 Bayesian Inference for Long Memory Stochastic Volatility Models
by Pedro Chaim & Márcio Poletti Laurini
October 2024, Volume 12, Issue 4
- 1-19 Impact of Areal Factors on Students’ Travel Mode Choices: A Bayesian Spatial Analysis
by Amin Azimian & Alireza Azimian - 1-20 Long-Term Care in Germany in the Context of the Demographic Transition—An Outlook for the Expenses of Long-Term Care Insurance through 2050
by Patrizio Vanella & Christina Benita Wilke & Moritz Heß - 1-26 Econometric Analysis of the Sustainability and Development of an Alternative Strategy to Gross Value Added in Kazakhstan’s Agricultural Sector
by Azat Tleubayev & Seyit Kerimkhulle & Manatzhan Tleuzhanova & Aigul Uchkampirova & Zhanat Bulakbay & Raikhan Mugauina & Zhumagul Tazhibayeva & Alibek Adalbek & Yerassyl Iskakov & Daniyar Toleubay
July 2024, Volume 12, Issue 3
- 1-14 Instrumental Variable Method for Regularized Estimation in Generalized Linear Measurement Error Models
by Lin Xue & Liqun Wang - 1-23 Stochastic Debt Sustainability Analysis in Romania in the Context of the War in Ukraine
by Gabriela Dobrotă & Alina Daniela Voda - 1-28 Comparing Estimation Methods for the Power–Pareto Distribution
by Frederico Caeiro & Mina Norouzirad
September 2024, Volume 12, Issue 3
- 1-11 Estimating Treatment Effects Using Observational Data and Experimental Data with Non-Overlapping Support
by Kevin Han & Han Wu & Linjia Wu & Yu Shi & Canyao Liu - 1-24 Score-Driven Interactions for “Disease X” Using COVID and Non-COVID Mortality
by Szabolcs Blazsek & William M. Dos Santos & Andreco S. Edwards
August 2024, Volume 12, Issue 3
- 1-16 Is It Sufficient to Select the Optimal Class Number Based Only on Information Criteria in Fixed- and Random-Parameter Latent Class Discrete Choice Modeling Approaches?
by Péter Czine & Péter Balogh & Zsanett Blága & Zoltán Szabó & Réka Szekeres & Stephane Hess & Béla Juhász - 1-18 Transient and Persistent Technical Efficiencies in Rice Farming: A Generalized True Random-Effects Model Approach
by Phuc Trong Ho & Michael Burton & Atakelty Hailu & Chunbo Ma - 1-19 Signs of Fluctuations in Energy Prices and Energy Stock-Market Volatility in Brazil and in the US
by Gabriel Arquelau Pimenta Rodrigues & André Luiz Marques Serrano & Gabriela Mayumi Saiki & Matheus Noschang de Oliveira & Guilherme Fay Vergara & Pedro Augusto Giacomelli Fernandes & Vinícius Pereira Gonçalves & Clóvis Neumann
March 2024, Volume 12, Issue 2
- 1-16 Biases in the Maximum Simulated Likelihood Estimation of the Mixed Logit Model
by Maksat Jumamyradov & Murat Munkin & William H. Greene & Benjamin M. Craig
April 2024, Volume 12, Issue 2
- 1-15 A Pretest Estimator for the Two-Way Error Component Model
by Badi H. Baltagi & Georges Bresson & Jean-Michel Etienne - 1-16 The Gini and Mean Log Deviation Indices of Multivariate Inequality of Opportunity
by Marek Kapera & Martyna Kobus - 1-23 Stein-like Common Correlated Effects Estimation under Structural Breaks
by Shahnaz Parsaeian
June 2024, Volume 12, Issue 2
- 1-24 Investigation of Equilibrium in Oligopoly Markets with the Help of Tripled Fixed Points in Banach Spaces
by Atanas Ilchev & Vanya Ivanova & Hristina Kulina & Polina Yaneva & Boyan Zlatanov - 1-26 Predicting the Direction of NEPSE Index Movement with News Headlines Using Machine Learning
by Keshab Raj Dahal & Ankrit Gupta & Nawa Raj Pokhrel - 1-26 Modeling the Economic Impact of the COVID-19 Pandemic Using Dynamic Panel Models and Seemingly Unrelated Regressions
by Ioannis D. Vrontos & John Galakis & Ekaterini Panopoulou & Spyridon D. Vrontos
May 2024, Volume 12, Issue 2
- 1-14 Exponential Time Trends in a Fractional Integration Model
by Guglielmo Maria Caporale & Luis Alberiko Gil-Alana - 1-19 Financial and Oil Market’s Co-Movements by a Regime-Switching Copula
by Manel Soury - 1-21 Short-Term Hourly Ozone Concentration Forecasting Using Functional Data Approach
by Ismail Shah & Naveed Gul & Sajid Ali & Hassan Houmani - 1-21 On the Validity of Granger Causality for Ecological Count Time Series
by Konstantinos G. Papaspyropoulos & Dimitris Kugiumtzis
February 2024, Volume 12, Issue 1
- 1-2 Introduction to the Special Issue “High-Dimensional Time Series in Macroeconomics and Finance”
by Benedikt M. Pötscher & Leopold Sögner & Martin Wagner - 1-28 Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension
by João Pedro Coli de Souza Monteneri Nacinben & Márcio Laurini - 1-32 Influence of Digitalisation on Business Success in Austrian Traded Prime Market Companies—A Longitudinal Study
by Christa Hangl
March 2024, Volume 12, Issue 1
- 1-19 Public Debt and Economic Growth: A Panel Kink Regression Latent Group Structures Approach
by Chaoyi Chen & Thanasis Stengos & Jianhan Zhang
January 2024, Volume 12, Issue 1
- 1-20 Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach
by Md Samsul Alam & Alessandra Amendola & Vincenzo Candila & Shahram Dehghan Jabarabadi - 1-48 Estimating Linear Dynamic Panels with Recentered Moments
by Yong Bao
December 2023, Volume 12, Issue 1
October 2023, Volume 11, Issue 4
- 1-11 A New Matrix Statistic for the Hausman Endogeneity Test under Heteroskedasticity
by Alecos Papadopoulos - 1-32 Dirichlet Process Log Skew-Normal Mixture with a Missing-at-Random-Covariate in Insurance Claim Analysis
by Minkun Kim & David Lindberg & Martin Crane & Marija Bezbradica
December 2023, Volume 11, Issue 4
- 1-20 Liquidity and Business Cycles—With Occasional Disruptions
by Willi Semmler & Gabriel R. Padró Rosario & Levent Koçkesen - 1-44 Multistep Forecast Averaging with Stochastic and Deterministic Trends
by Mohitosh Kejriwal & Linh Nguyen & Xuewen Yu
November 2023, Volume 11, Issue 4
- 1-28 On the Proper Computation of the Hausman Test Statistic in Standard Linear Panel Data Models: Some Clarifications and New Results
by Julie Le Gallo & Marc-Alexandre Sénégas - 1-30 When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures
by Sylvia Frühwirth-Schnatter & Darjus Hosszejni & Hedibert Freitas Lopes
August 2023, Volume 11, Issue 3
- 1-20 Locationally Varying Production Technology and Productivity: The Case of Norwegian Farming
by Subal C. Kumbhakar & Jingfang Zhang & Gudbrand Lien - 1-20 Competition–Innovation Nexus: Product vs. Process, Does It Matter?
by Emil Palikot - 1-36 Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum
by Bilel Sanhaji & Julien Chevallier - 1-73 Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases
by Dean Fantazzini & Yufeng Xiao
July 2023, Volume 11, Issue 3
April 2023, Volume 11, Issue 2
- 1-11 Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes
by Dietmar Bauer - 1-15 Modeling COVID-19 Infection Rates by Regime-Switching Unobserved Components Models
by Paul Haimerl & Tobias Hartl - 1-27 Local Gaussian Cross-Spectrum Analysis
by Lars Arne Jordanger & Dag Tjøstheim
June 2023, Volume 11, Issue 2
- 1-20 Skill Mismatch, Nepotism, Job Satisfaction, and Young Females in the MENA Region
by Mahmoud Arayssi & Ali Fakih & Nathir Haimoun - 1-26 Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices
by Jarosław Gruszka & Janusz Szwabiński - 1-29 Socio-Economic and Demographic Factors Associated with COVID-19 Mortality in European Regions: Spatial Econometric Analysis
by Mateusz Szysz & Andrzej Torój
May 2023, Volume 11, Issue 2
- 1-11 Factorization of a Spectral Density with Smooth Eigenvalues of a Multidimensional Stationary Time Series
by Tamás Szabados - 1-19 Online Hybrid Neural Network for Stock Price Prediction: A Case Study of High-Frequency Stock Trading in the Chinese Market
by Chengyu Li & Luyi Shen & Guoqi Qian
February 2023, Volume 11, Issue 1
- 1-20 Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles
by Hui-Ching Chuang & Jau-er Chen - 1-30 Causal Vector Autoregression Enhanced with Covariance and Order Selection
by Marianna Bolla & Dongze Ye & Haoyu Wang & Renyuan Ma & Valentin Frappier & William Thompson & Catherine Donner & Máté Baranyi & Fatma Abdelkhalek - 1-37 Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks
by Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta
March 2023, Volume 11, Issue 1
- 1-16 Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models
by Gianluca Cubadda & Alain Hecq & Elisa Voisin - 1-33 Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks
by Nick James & Max Menzies & Jennifer Chan
January 2023, Volume 11, Issue 1
- 1-2 Acknowledgment to the Reviewers of Econometrics in 2022
by Econometrics Editorial Office - 1-13 Comparing the Conditional Logit Estimates and True Parameters under Preference Heterogeneity: A Simulated Discrete Choice Experiment
by Maksat Jumamyradov & Benjamin M. Craig & Murat Munkin & William Greene
December 2022, Volume 11, Issue 1
- 1-18 Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models
by Omar Abbara & Mauricio Zevallos - 1-29 Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers
by Graziano Moramarco
December 2022, Volume 10, Issue 4
- 1-9 Manfred Deistler and the General-Dynamic-Factor-Model Approach to the Statistical Analysis of High-Dimensional Time Series
by Marc Hallin - 1-18 Is Climate Change Time-Reversible?
by Francesco Giancaterini & Alain Hecq & Claudio Morana - 1-26 Linear System Challenges of Dynamic Factor Models
by Brian D. O. Anderson & Manfred Deistler & Marco Lippi
October 2022, Volume 10, Issue 4
- 1-28 On the Bayesian Mixture of Generalized Linear Models with Gamma-Distributed Responses
by Irwan Susanto & Nur Iriawan & Heri Kuswanto
November 2022, Volume 10, Issue 4
- 1-24 Validation of a Computer Code for the Energy Consumption of a Building, with Application to Optimal Electric Bill Pricing
by Merlin Keller & Guillaume Damblin & Alberto Pasanisi & Mathieu Schumann & Pierre Barbillon & Fabrizio Ruggeri & Eric Parent - 1-27 Detecting and Quantifying Structural Breaks in Climate
by Neil R. Ericsson & Mohammed H. I. Dore & Hassan Butt
July 2022, Volume 10, Issue 3
August 2022, Volume 10, Issue 3
- 1-27 Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures
by Shiyun Cao & Qiankun Zhou - 1-41 A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model
by Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade
September 2022, Volume 10, Issue 3
- 1-17 Modelling and Diagnostics of Spatially Autocorrelated Counts
by Robert C. Jung & Stephanie Glaser
June 2022, Volume 10, Issue 2
- 1-14 Impact of COVID-19 Pandemic News on the Cryptocurrency Market and Gold Returns: A Quantile-on-Quantile Regression Analysis
by Esam Mahdi & Ameena Al-Abdulla - 1-34 Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy
by Diogo de Prince & Emerson Fernandes Marçal & Pedro L. Valls Pereira
March 2022, Volume 10, Issue 2
- 1-15 Learning Forecast-Efficient Yield Curve Factor Decompositions with Neural Networks
by Piero C. Kauffmann & Hellinton H. Takada & Ana T. Terada & Julio M. Stern - 1-20 A Binary Choice Model with Sample Selection and Covariate-Related Misclassification
by Jorge González Chapela - 1-25 Causal Transmission in Reduced-Form Models
by Vassilios Bazinas & Bent Nielsen
April 2022, Volume 10, Issue 2
- 1-15 A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations
by Katarina Juselius - 1-15 Combining Predictions of Auto Insurance Claims
by Chenglong Ye & Lin Zhang & Mingxuan Han & Yanjia Yu & Bingxin Zhao & Yuhong Yang - 1-16 A Conversation with Søren Johansen
by Rocco Mosconi & Paolo Paruolo - 1-21 A Conversation with Katarina Juselius
by Rocco Mosconi & Paolo Paruolo - 1-22 Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application to USA Data
by Duo Qin & Sophie van Huellen & Qing Chao Wang & Thanos Moraitis - 1-23 Using the SARIMA Model to Forecast the Fourth Global Wave of Cumulative Deaths from COVID-19: Evidence from 12 Hard-Hit Big Countries
by Gaetano Perone - 1-25 Model Validation and DSGE Modeling
by Niraj Poudyal & Aris Spanos - 1-27 An Alternative Estimation Method for Time-Varying Parameter Models
by Mikio Ito & Akihiko Noda & Tatsuma Wada
May 2022, Volume 10, Issue 2
- 1-4 Celebrated Econometricians: Katarina Juselius and Søren Johansen
by Rocco Mosconi & Paolo Paruolo - 1-12 Are Vaccinations Alone Enough to Curb the Dynamics of the COVID-19 Pandemic in the European Union?
by Paweł Miłobędzki
January 2022, Volume 10, Issue 1
- 1-2 Acknowledgment to Reviewers of Econometrics in 2021
by Econometrics Editorial Office - 1-7 A New Estimator for Standard Errors with Few Unbalanced Clusters
by Gianmaria Niccodemi & Tom Wansbeek - 1-11 The Age–Period–Cohort Problem in Hedonic House Prices Models
by Chung-Yim Yiu & Ka-Shing Cheung - 1-16 Forecasting Real GDP Growth for Africa
by Philip Hans Franses & Max Welz - 1-19 An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses
by Ron Mittelhammer & George Judge & Miguel Henry
February 2022, Volume 10, Issue 1
- 1-10 The Impact of COVID-19 on Airfares—A Machine Learning Counterfactual Analysis
by Florian Wozny - 1-14 Identification in Parametric Models: The Minimum Hellinger Distance Criterion
by David Pacini - 1-29 Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models
by Szabolcs Blazsek & Alvaro Escribano
March 2022, Volume 10, Issue 1
- 1-11 Missing Values in Panel Data Unit Root Tests
by Yiannis Karavias & Elias Tzavalis & Haotian Zhang - 1-31 Green Bonds for the Transition to a Low-Carbon Economy
by Andreas Lichtenberger & Joao Paulo Braga & Willi Semmler
December 2021, Volume 10, Issue 1
- 1-16 An Exponential Endogenous Switching Regression with Correlated Random Coefficients
by Myoung-Jin Keay - 1-21 Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry
December 2021, Volume 9, Issue 4
- 1-6 On the Plausibility of the Latent Ignorability Assumption
by Martin Huber - 1-13 Interdependency Pattern Recognition in Econometrics: A Penalized Regularization Antidote
by Kimon Ntotsis & Alex Karagrigoriou & Andreas Artemiou - 1-14 Jointly Modeling Male and Female Labor Participation and Unemployment
by David H. Bernstein & Andrew B. Martinez - 1-15 Climate Finance: Mapping Air Pollution and Finance Market in Time Series
by Zheng Fang & Jianying Xie & Ruiming Peng & Sheng Wang - 1-22 Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach
by Xin Jin & Jia Liu & Qiao Yang
November 2021, Volume 9, Issue 4
- 1-15 Children’s Health Capital Investment: Effects of U.S. Infant Breastfeeding on Teenage Obesity
by Albert Okunade & Ahmad Reshad Osmani & Toluwalope Ayangbayi & Adeyinka Kevin Okunade - 1-17 Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors
by Mustafa Salamh & Liqun Wang - 1-24 Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices
by Kjartan Kloster Osmundsen & Tore Selland Kleppe & Roman Liesenfeld & Atle Oglend
September 2021, Volume 9, Issue 4
- 1-15 Inference Using Simulated Neural Moments
by Michael Creel
October 2021, Volume 9, Issue 4
- 1-16 Modeling Hospital Resource Management during the COVID-19 Pandemic: An Experimental Validation
by J. M. Calabuig & E. Jiménez-Fernández & E. A. Sánchez-Pérez & S. Manzanares - 1-17 Air Pollution and Mobility, What Carries COVID-19?
by C. Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés - 1-18 Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation
by J. Eduardo Vera-Valdés - 1-20 Forecasting US Inflation in Real Time
by Chad Fulton & Kirstin Hubrich
August 2021, Volume 9, Issue 3
- 1-6 Prais–Winsten Algorithm for Regression with Second or Higher Order Autoregressive Errors
by Dimitrios V. Vougas - 1-27 Cointegration, Root Functions and Minimal Bases
by Massimo Franchi & Paolo Paruolo - 1-28 Søren Johansen and Katarina Juselius: A Bibliometric Analysis of Citations through Multivariate Bass Models
by Fragiskos Archontakis & Rocco Mosconi
July 2021, Volume 9, Issue 3
- 1-3 Special Issue “Celebrated Econometricians: Peter Phillips”
by Federico Bandi & Alex Maynard & Hyungsik Roger Moon & Benoit Perron - 1-17 Multivariate Analysis of Cryptocurrencies
by Vincenzo Candila
September 2021, Volume 9, Issue 3
- 1-18 On Spurious Causality, CO 2 , and Global Temperature
by Philippe Goulet Coulombe & Maximilian Göbel - 1-21 Forecasting FOMC Forecasts
by S. Yanki Kalfa & Jaime Marquez
June 2021, Volume 9, Issue 3
- 1-35 Selecting a Model for Forecasting
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - 1-35 Fisher’s z Distribution-Based Mixture Autoregressive Model
by Arifatus Solikhah & Heri Kuswanto & Nur Iriawan & Kartika Fithriasari
April 2021, Volume 9, Issue 2
- 1-15 Multidimensional Arrays, Indices and Kronecker Products
by D. Stephen G. Pollock - 1-18 Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions
by Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien - 1-18 Uncertainty Due to Infectious Diseases and Stock–Bond Correlation
by Konstantinos Gkillas & Christoforos Konstantatos & Costas Siriopoulos - 1-32 Outliers in Semi-Parametric Estimation of Treatment Effects
by Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta & Darwin Ugarte Ontiveros - 1-35 Quantile Regression with Generated Regressors
by Liqiong Chen & Antonio F. Galvao & Suyong Song
June 2021, Volume 9, Issue 2
- 1-14 Are Soybean Yields Getting a Free Ride from Climate Change? Evidence from Argentine Time Series Data
by Hildegart Ahumada & Magdalena Cornejo - 1-32 An Empirical Model of Medicare Costs: The Role of Health Insurance, Employment, and Delays in Medicare Enrollment
by Yuanyuan Deng & Hugo Benítez-Silva
May 2021, Volume 9, Issue 2
- 1-14 Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis
by Kajal Lahiri & Zulkarnain Pulungan - 1-20 Semiparametric Estimation of a Corporate Bond Rating Model
by Yixiao Jiang - 1-21 Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models
by Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels - 1-35 Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues
by Antonio Pacifico
February 2021, Volume 9, Issue 1
- 1-1 Erratum: Hoover, K.D. 2020. The Discovery of Long-Run Causal Order: A Preliminary Investigation. Econometrics 8: 31
by Kevin D. Hoover - 1-10 Hospital Emergency Room Savings via Health Line S24 in Portugal
by Paula Simões & Sérgio Gomes & Isabel Natário - 1-25 Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing
by Kyungsik Nam - 1-27 Searching for a Theory That Fits the Data: A Personal Research Odyssey
by Katarina Juselius
January 2021, Volume 9, Issue 1
- 1-2 Acknowledgment to Reviewers of Econometrics in 2020
by Econometrics Editorial Office - 1-23 Enhanced Methods of Seasonal Adjustment
by D. Stephen G. Pollock
March 2021, Volume 9, Issue 1
- 1-17 Integration and Disintegration of EMU Government Bond Markets
by Christian Leschinski & Michelle Voges & Philipp Sibbertsen - 1-20 Goodness–of–Fit Tests for Bivariate Time Series of Counts
by Šárka Hudecová & Marie Hušková & Simos G. Meintanis - 1-22 Temperature Anomalies, Long Memory, and Aggregation
by J. Eduardo Vera-Valdés - 1-25 New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?
by Boriss Siliverstovs - 1-25 Estimating Endogenous Treatment Effects Using Latent Factor Models with and without Instrumental Variables
by Souvik Banerjee & Anirban Basu - 1-35 Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions
by Fabian Knorre & Martin Wagner & Maximilian Grupe
December 2020, Volume 9, Issue 1
- 1-3 Towards a New Paradigm for Statistical Evidence in the Use of p -Value
by Muhammad Ishaq Bhatti & Jae H. Kim - 1-23 Regularized Maximum Diversification Investment Strategy
by N’Golo Koné
October 2020, Volume 8, Issue 4
- 1-15 Reducing the Bias of the Smoothed Log Periodogram Regression for Financial High-Frequency Data
by Erhard Reschenhofer & Manveer K. Mangat - 1-25 On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples
by Nandana Sengupta & Fallaw Sowell
November 2020, Volume 8, Issue 4
- 1-19 Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature
by Eric Hillebrand & Søren Johansen & Torben Schmith - 1-54 A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing
by Dietmar Bauer & Lukas Matuschek & Patrick de Matos Ribeiro & Martin Wagner
December 2020, Volume 8, Issue 4
- 1-25 Direct and Indirect Effects under Sample Selection and Outcome Attrition
by Martin Huber & Anna Solovyeva - 1-26 Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational
by Michael D. Goldberg & Olesia Kozlova & Deniz Ozabaci
September 2020, Volume 8, Issue 3
- 1-16 Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment
by C. Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés - 1-22 Linear Stochastic Models in Discrete and Continuous Time
by D. Stephen G. Pollock - 1-23 Teaching Graduate (and Undergraduate) Econometrics: Some Sensible Shifts to Improve Efficiency, Effectiveness, and Usefulness
by Jeremy Arkes - 1-26 Indirect Inference Estimation of Spatial Autoregressions
by Yong Bao & Xiaotian Liu & Lihong Yang - 1-28 Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size
by Yuanyuan Li & Dietmar Bauer
August 2020, Volume 8, Issue 3
- 1-25 The Discovery of Long-Run Causal Order: A Preliminary Investigation
by Kevin D. Hoover - 1-27 Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model
by Stefan Mittnik & Willi Semmler & Alexander Haider - 1-28 Maximum Likelihood Estimation for the Fractional Vasicek Model
by Katsuto Tanaka & Weilin Xiao & Jun Yu
July 2020, Volume 8, Issue 3
- 1-15 Frequency-Domain Evidence for Climate Change
by Manveer Kaur Mangat & Erhard Reschenhofer - 1-15 Cointegration and Structure in Norwegian Wage–Price Dynamics
by Marit Gjelsvik & Ragnar Nymoen & Victoria Sparrman - 1-28 Confidence Distributions for FIC Scores
by Céline Cunen & Nils Lid Hjort - 1-28 Dynamic Panel Modeling of Climate Change
by Peter C. B. Phillips
June 2020, Volume 8, Issue 2
- 1-15 Bayesian Model Averaging with the Integrated Nested Laplace Approximation
by Virgilio Gómez-Rubio & Roger S. Bivand & Håvard Rue - 1-15 Maximum-Likelihood Estimation in a Special Integer Autoregressive Model
by Robert C. Jung & Andrew R. Tremayne - 1-20 Gini Index Estimation within Pre-Specified Error Bound: Application to Indian Household Survey Data
by Francis Bilson Darku & Frank Konietschke & Bhargab Chattopadhyay - 1-26 Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach
by Fernanda Valente & Márcio Laurini
May 2020, Volume 8, Issue 2
- 1-15 Bayesian Model Averaging Using Power-Expected-Posterior Priors
by Dimitris Fouskakis & Ioannis Ntzoufras - 1-16 Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?
by Michael P. Clements - 1-24 Forecast Accuracy Matters for Hurricane Damage
by Andrew B. Martinez - 1-24 Sovereign Risk Indices and Bayesian Theory Averaging
by Alex Lenkoski & Fredrik L. Aanes - 1-29 BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl
by Marcin Błażejowski & Jacek Kwiatkowski & Paweł Kufel - 1-36 Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models
by Annalisa Cadonna & Sylvia Frühwirth-Schnatter & Peter Knaus - 1-52 New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section
by Bo Yu & Bruce Mizrach & Norman R. Swanson
April 2020, Volume 8, Issue 2
- 1-22 Bayesian Model Averaging and Prior Sensitivity in Stochastic Frontier Analysis
by Kamil Makieła & Błażej Mazur - 1-22 Improved Average Estimation in Seemingly Unrelated Regressions
by Ali Mehrabani & Aman Ullah - 1-26 Simultaneous Indirect Inference, Impulse Responses and ARMA Models
by Lynda Khalaf & Beatriz Peraza López - 1-35 Balanced Growth Approach to Tracking Recessions
by Marta Boczoń & Jean-François Richard
January 2020, Volume 8, Issue 1
- 1-2 Acknowledgement to Reviewers of Econometrics in 2019
by Econometrics Editorial Office
February 2020, Volume 8, Issue 1
- 1-1 Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4 , 14
by David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk - 1-9 Testing for Stochastic Dominance up to a Common Relative Poverty Line
by Tahsin Mehdi - 1-15 Asymptotic Versus Bootstrap Inference for Inequality Indices of the Cumulative Distribution Function
by Ramses Abul Naga & Christopher Stapenhurst & Gaston Yalonetzky - 1-21 A Review of the ‘BMS’ Package for R with Focus on Jointness
by Shahram Amini & Christopher F. Parmeter - 1-23 Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors
by Matteo Barigozzi & Marco Lippi & Matteo Luciani - 1-35 Cross-Validation Model Averaging for Generalized Functional Linear Model
by Haili Zhang & Guohua Zou
March 2020, Volume 8, Issue 1
- 1-11 Mahalanobis Distances on Factor Model Based Estimation
by Deliang Dai - 1-24 Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples
by Richard A. Ashley & Christopher F. Parmeter - 1-36 Distributions You Can Count On …But What’s the Point?
by Brendan P. M. McCabe & Christopher L. Skeels
December 2019, Volume 8, Issue 1
- 1-24 Representation of Japanese Candlesticks by Oriented Fuzzy Numbers
by Krzysztof Piasecki & Anna Łyczkowska-Hanćkowiak
November 2019, Volume 7, Issue 4
- 1-8 The Replication Crisis as Market Failure
by John Quiggin - 1-28 Uniform Inference in Panel Autoregression
by John C. Chao & Peter C. B. Phillips
December 2019, Volume 7, Issue 4
- 1-14 Macroeconomic Forecasting with Factor-Augmented Adjusted Band Regression
by Marek Chudý & Erhard Reschenhofer - 1-19 Jointly Modeling Autoregressive Conditional Mean and Variance of Non-Negative Valued Time Series
by Hiroyuki Kawakatsu - 1-22 Causal Random Forests Model Using Instrumental Variable Quantile Regression
by Jau-er Chen & Chen-Wei Hsiang - 1-26 Generalized Binary Time Series Models
by Carsten Jentsch & Lena Reichmann - 1-28 HAR Testing for Spurious Regression in Trend
by Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang