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April 2017, Volume 36, Issue 4
- 421-446 Specification and testing of multiplicative time-varying GARCH models with applications
by Cristina Amado & Timo Teräsvirta - 447-467 Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation
by Chris Blakely & Tucker McElroy - 468-492 Fourier--type tests involving martingale difference processes
by Zdeněk Hlávka & Marie Hušková & Claudia Kirch & Simos G. Meintanis - 493-493 Correction of Caporin and Paruolo (2015)
by Massimilano Caporin & Paolo Paruolo
March 2017, Volume 36, Issue 1-3
- 1-5 Peter Schmidt: Econometrician and consummate professional
by Esfandiar Maasoumi & Robin Sickles - 6-22 Estimation of partially specified spatial panel data models with fixed-effects
by Chunrong Ai & Yuanqing Zhang - 23-41 Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England
by Martyn Andrews & Obbey Elamin & Alastair R. Hall & Kostas Kyriakoulis & Matthew Sutton - 42-59 A fractionally integrated Wishart stochastic volatility model
by Manabu Asai & Michael McAleer - 60-84 Inference for impulse response coefficients from multivariate fractionally integrated processes
by Richard T. Baillie & George Kapetanios & Fotis Papailias - 85-102 Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
by Badi H. Baltagi & Chihwa Kao & Long Liu - 103-135 Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
by Herman J. Bierens & Li Wang - 136-155 Bootstrapping unit root tests with covariates
by Yoosoon Chang & Robin C. Sickles & Wonho Song - 156-181 Measuring firm performance using nonparametric quantile-type distances
by Abdelaati Daouia & Léopold Simar & Paul W. Wilson - 182-204 Invariant tests based on M -estimators, estimating functions, and the generalized method of moments
by Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj - 205-224 Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method
by Carl Green & Qi Li & Yu Yvette Zhang - 225-240 Lag length selection in panel autoregression
by Chirok Han & Peter C. B. Phillips & Donggyu Sul - 241-256 The smooth colonel and the reverend find common ground
by Nicholas M. Kiefer & Jeffrey S. Racine - 257-288 Online learning and forecast combination in unbalanced panels
by Kajal Lahiri & Huaming Peng & Yongchen Zhao - 289-353 Inference on locally ordered breaks in multiple regressions
by Ye Li & Pierre Perron - 354-369 Estimation of semi-varying coefficient models with nonstationary regressors
by Kunpeng Li & Degui Li & Zhongwen Liang & Cheng Hsiao - 370-384 A semiparametric generalized ridge estimator and link with model averaging
by Aman Ullah & Alan T. K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou - 385-395 LIML in the static linear panel data model
by Tom Wansbeek & Dennis Prak
December 2016, Volume 35, Issue 8-10
- 1343-1346 Model Selection and Shrinkage: An Overview
by Mehmet Caner & Marcelo C. Medeiros - 1347-1376 Detection and Estimation of Block Structure in Spatial Weight Matrix
by Clifford Lam & Pedro C. L. Souza - 1377-1411 Oracle Inequalities for Convex Loss Functions with Nonlinear Targets
by Mehmet Caner & Anders Bredahl Kock - 1412-1455 Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models
by Ulrike Schneider - 1456-1470 The Risk of James--Stein and Lasso Shrinkage
by Bruce E. Hansen - 1471-1484 The Penalized Analytic Center Estimator
by Keith Knight - 1485-1521 Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics
by Francesco Audrino & Simon D. Knaus - 1522-1561 Lassoing the Determinants of Retirement
by Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen - 1562-1581 Moment and IV Selection Approaches: A Comparative Simulation Study
by Mehmet Caner & Esfandiar Maasoumi & Juan Andrés Riquelme - 1582-1608 Estimation of Sparse Structural Parameters with Many Endogenous Variables
by Zhentao Shi - 1609-1637 Efficient Estimation with Many Weak Instruments Using Regularization Techniques
by Marine Carrasco & Guy Tchuente - 1638-1665 Stochastic Model Specification Search for Time-Varying Parameter VARs
by Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan - 1666-1691 Particle Learning for Fat-Tailed Distributions
by Hedibert F. Lopes & Nicholas G. Polson - 1692-1752 Generalized Least Squares Model Averaging
by Qingfeng Liu & Ryo Okui & Arihiro Yoshimura - 1753-1779 Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques
by Anders Bredahl Kock & Timo Teräsvirta
August 2016, Volume 35, Issue 7
- 1173-1193 A General Quantile Function Model for Economic and Financial Time Series
by Yuzhi Cai - 1194-1220 Inference of the Trend in a Partially Linear Model with Locally Stationary Regressors
by Kun Ho Kim - 1221-1250 A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model
by Marcelo Fernandes & Marcelo C. Medeiros & Alvaro Veiga - 1251-1270 Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change
by Mariano Kulish & Adrian Pagan - 1271-1289 Modified Profile Likelihood for Fixed-Effects Panel Data Models
by F. Bartolucci & R. Bellio & A. Salvan & N. Sartori - 1290-1316 Testing for Serial Correlation in Fixed-Effects Panel Data Models
by Benjamin Born & Jörg Breitung - 1317-1342 Evidence of Convergence Clubs Using Mixture Models
by Maria Grazia Pittau & Roberto Zelli & Riccardo Massari
June 2016, Volume 35, Issue 6
- 929-950 The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets
by Álvaro Cartea & Dimitrios Karyampas - 951-985 Semiparametric Sieve-Type Generalized Least Squares Inference
by George Kapetanios & Zacharias Psaradakis - 986-1012 A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data
by Aaron D. Smallwood - 1013-1039 Imposing and Testing for Shape Restrictions in Flexible Parametric Models
by Hendrik Wolff - 1040-1074 Weighted-Average Least Squares Prediction
by Jan R. Magnus & Wendun Wang & Xinyu Zhang - 1075-1098 Inference for Shared-Frailty Survival Models with Left-Truncated Data
by Gerard J. van den Berg & Bettina Drepper - 1099-1110 An Odd Couple: Monotone Instrumental Variables and Binary Treatments
by Jeremiah Richey - 1111-1141 A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models
by Indeewara Perera & Javier Hidalgo & Mervyn J. Silvapulle - 1142-1171 Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series
by J. Isaac Miller
May 2016, Volume 35, Issue 5
- 693-726 Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate
by Sadat Reza & Paul Rilstone - 727-750 Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions
by Helmut Herwartz & Florian Siedenburg & Yabibal M. Walle - 751-781 Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances
by Matei Demetrescu & Christoph Hanck - 782-844 On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
by Pierre Perron & Yohei Yamamoto - 845-870 The Local Power of the CADF and CIPS Panel Unit Root Tests
by Joakim Westerlund & Mehdi Hosseinkouchack & Martin Solberger - 871-893 On the Joint Estimation of Heterogeneous Technologies, Technical, and Allocative Inefficiency
by Efthymios G. Tsionas & Kien C. Tran - 894-928 A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors
by Alan T. K. Wan & Jinhong You & Riquan Zhang
April 2016, Volume 35, Issue 4
- 465-514 Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification
by Prosper Dovonon - 515-552 Regression Analysis of Multivariate Fractional Data
by José M. R. Murteira & Joaquim J. S. Ramalho - 553-585 Improving the Power of Tests of Stochastic Dominance
by Stephen G. Donald & Yu-Chin Hsu - 586-637 Understanding Estimators of Treatment Effects in Regression Discontinuity Designs
by Ping Yu - 638-658 Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model
by Badi H. Baltagi & Long Liu - 659-687 Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models
by G. Mesters & S. J. Koopman & M. Ooms - 688-692 Discrete Choice Methods with Simulation
by Florian Heiss
March 2016, Volume 35, Issue 3
- 311-343 Exact Estimation of Demand Functions under Block-Rate Pricing
by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki - 344-372 Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data
by Alain Guay & Florian Pelgrin - 373-395 The Multistep Beveridge--Nelson Decomposition
by Tommaso Proietti - 396-427 Pooled Panel Unit Root Tests and the Effect of Past Initialization
by Joakim Westerlund - 428-463 Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
by Gerdie Everaert & Tom De Groote
February 2016, Volume 35, Issue 2
- 169-200 The Co-Integrated Vector Autoregression with Errors-in-Variables
by Heino Bohn Nielsen - 201-231 Empirical Likelihood in Causal Inference
by Biao Zhang - 232-256 Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators
by Francesco Audrino & Fulvio Corsi & Kameliya Filipova - 257-262 Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method
by Moawia Alghalith - 263-292 Conditional VAR and Expected Shortfall: A New Functional Approach
by Frédéric Ferraty & Alejandro Quintela-Del-Río - 293-310 Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model
by Sofia Anyfantaki & Antonis Demos
January 2016, Volume 35, Issue 1
- 1-1 Special Section on Meritocracy and Assessment of Scholarly Outcomes
by Esfandiar Maasoumi - 2-40 Meritocracy Voting: Measuring the Unmeasurable
by Peter C. B. Phillips - 41-43 Meritocracy Voting: Measuring the Unmeasurable
by Peter Schmidt - 44-49 Elites and Secret Handshakes Versus Metrics and Rule-Based Acclamation: A Comment on "Measuring the Unmeasurable"
by Les Oxley - 50-97 Robust Ranking of Journal Quality: An Application to Economics
by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer - 98-121 Nonparametric Estimation of Large Auctions with Risk Averse Bidders
by Xiaodong Liu - 122-168 The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
by Tom�s del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor
December 2015, Volume 34, Issue 6-10
- 653-658 The Special Issue in Honor of Aman Ullah: An Overview
by Esfandiar Maasoumi & Qi Li - 659-694 EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects
by Badi H. Baltagi & Ying Deng - 695-719 Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models
by Zongwu Cai & Linna Chen & Ying Fang - 720-733 Location Properties of Point Estimators in Linear Instrumental Variables and Related Models
by Keisuke Hirano & Jack R. Porter - 734-762 A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model
by Juan Carlos Escanciano & Lin Zhu - 763-798 Residential Mobility, Neighborhood Effects, and Educational Attainment of Blacks and Whites
by Yan Dong & Li Gan & Yingning Wang - 799-827 Endogeneity in Semiparametric Panel Binary Choice Model
by Chunrong Ai & Meixia Meng - 828-848 Symmetrized Multivariate k -NN Estimators
by Yanqin Fan & Ruixuan Liu - 849-881 Semiparametric Autoregressive Conditional Duration Model: Theory and Practice
by Patrick W. Saart & Jiti Gao & David E. Allen - 882-906 Local Linear Estimation of a Nonparametric Cointegration Model
by Zhongwen Liang & Zhongjian Lin & Cheng Hsiao - 907-958 High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
by Carlos Martins-Filho & Feng Yao & Maximo Torero - 959-978 A Partially Linear Kernel Estimator for Categorical Data
by Qi Gao & Long Liu & Jeffrey S. Racine - 979-1010 Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution
by Jingping Gu & Qi Li & Jui-Chung Yang - 1011-1034 A Nonparametric Distribution-Free Test for Serial Independence of Errors
by Zaichao Du & Juan Carlos Escanciano - 1035-1056 Limit Theory for VARs with Mixed Roots Near Unity
by Peter C. B. Phillips & Ji Hyung Lee - 1057-1088 Testing Additive Separability of Error Term in Nonparametric Structural Models
by Liangjun Su & Yundong Tu & Aman Ullah - 1089-1117 Testing Weak Cross-Sectional Dependence in Large Panels
by M. Hashem Pesaran - 1118-1140 Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates
by Dayong Zhang & Marco R. Barassi & Jijun Tan - 1141-1171 Constructing Common Factors from Continuous and Categorical Data
by Serena Ng - 1172-1192 GARCH Model Estimation Using Estimated Quadratic Variation
by John W. Galbraith & Victoria Zinde-Walsh & Jingmei Zhu
May 2015, Volume 34, Issue 5
- 537-558 Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
by Markus Jochmann - 559-593 Proximity-Structured Multivariate Volatility Models
by Massimiliano Caporin & Paolo Paruolo - 594-616 Independent Factor Autoregressive Conditional Density Model
by Alexios Ghalanos & Eduardo Rossi & Giovanni Urga - 617-652 M Tests with a New Normalization Matrix
by Yi-Ting Chen & Zhongjun Qu
April 2015, Volume 34, Issue 4
- 413-451 Semiparametric Stochastic Frontier Estimation via Profile Likelihood
by Carlos Martins-Filho & Feng Yao - 452-479 True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison
by Arturo Leccadito & Omar Rachedi & Giovanni Urga - 480-511 Time-Deformation Modeling of Stock Returns Directed by Duration Processes
by Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto - 512-536 Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility
by Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor
March 2015, Volume 34, Issue 3
- 255-255 Editorial Note
by Amos Golan & Esfandiar Maasoumi - 256-285 Marginal Likelihood Estimation with the Cross-Entropy Method
by Joshua C. C. Chan & Eric Eisenstat - 286-327 Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach
by Alastair R. Hall & Yuyi Li & Chris D. Orme & Arthur Sinko - 328-351 Shrinkage of Variance for Minimum Distance Based Tests
by Saraswata Chaudhuri & Eric Renault - 352-393 Robustness of Bootstrap in Instrumental Variable Regression
by Lorenzo Camponovo & Taisuke Otsu - 394-412 Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval
by Song Li & Mervyn J. Silvapulle & Param Silvapulle & Xibin Zhang
February 2015, Volume 34, Issue 1-2
- 1-5 Introduction to Econometrics with Theory: A Special Issue Honoring William A. Barnett
by James J. Heckman & Apostolos Serletis - 6-31 Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs
by James J. Heckman & Rodrigo Pinto - 32-55 Factor Model Forecasts of Exchange Rates
by Charles Engel & Nelson C. Mark & Kenneth D. West - 56-81 Evaluation of the Effects of Reduced Personal and Corporate Tax Rates on the Growth Rates of the U.S. Economy
by Arnold Zellner & Jacques Kibambe Ngoie - 82-105 A Simple Estimator for Binary Choice Models with Endogenous Regressors
by Yingying Dong & Arthur Lewbel - 106-126 Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components
by W. Erwin Diewert & Jan de Haan & Rens Hendriks - 127-145 Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process
by Yiguo Sun & Cheng Hsiao & Qi Li - 146-173 What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models?
by Shigeru Iwata & Han Li - 174-197 Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach
by Annastiina Silvennoinen & Timo Ter�svirta - 198-227 Imposing Theoretical Regularity on Flexible Functional Forms
by Apostolos Serletis & Guohua Feng - 228-254 Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy
by Richard G. Anderson & Marcelle Chauvet & Barry Jones
November 2014, Volume 33, Issue 8
- 815-853 Lessons From Quantile Panel Estimation of the Environmental Kuznets Curve
by Carlos A. Flores & Alfonso Flores-Lagunes & Dimitrios Kapetanakis - 854-868 Partial Effects in Ordered Response Models with Factor Variables
by Andrew Hodge & Sriram Shankar - 869-905 Treatment Evaluation in the Presence of Sample Selection
by Martin Huber - 906-935 A Test for Slope Heterogeneity in Fixed Effects Models
by Ted Juhl & Oleksandr Lugovskyy - 936-947 Some Theoretical and Simulation Results on the Frequency Domain Causality Test
by Hiroshi Yamada & Wei Yanfeng
October 2014, Volume 33, Issue 7
- 713-731 A Note on Nonlinear Cointegration, Misspecification, and Bimodality
by Marcelo C. Medeiros & Eduardo Mendes & Les Oxley - 732-750 Partially Adaptive Estimation of the Censored Regression Model
by Randall A. Lewis & James B. McDonald - 751-771 A Goodness-of-fit Test for Copulas
by Wanling Huang & Artem Prokhorov - 772-784 Applying the GLM Variance Assumption to Overcome the Scale-Dependence of the Negative Binomial QGPML Estimator
by Clément Bosquet & Hervé Boulhol - 785-814 Estimation of Long Memory in Integrated Variance
by Eduardo Rossi & Paolo Santucci de Magistris
August 2014, Volume 33, Issue 5-6
- 429-430 Overview
by Karim M. Abadir & Esfandiar Maasoumi - 431-471 A Heteroskedasticity-Robust F -Test Statistic for Individual Effects
by Chris D. Orme & Takashi Yamagata - 472-496 Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity
by Jerry Hausman & Tiemen Woutersen - 497-522 Using Copulas to Model Time Dependence in Stochastic Frontier Models
by Christine Amsler & Artem Prokhorov & Peter Schmidt - 523-552 Testing Conditional Independence Restrictions
by Oliver Linton & Pedro Gozalo - 553-574 Misspecification Testing: Non-Invariance of Expectations Models of Inflation
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen - 575-605 Robustify Financial Time Series Forecasting with Bagging
by Sainan Jin & Liangjun Su & Aman Ullah - 606-650 Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models
by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor - 651-675 Bootstrap Confidence Sets with Weak Instruments
by Russell Davidson & James G. MacKinnon - 676-712 Nonlinearity Induced Weak Instrumentation
by Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos
June 2014, Volume 33, Issue 1-4
- 1-2 Arnold Zellner: Scientist, Leader, Mentor, and Friend
by Esfandiar (Essie) Maasoumi & Ehsan S. Soofi - 3-35 Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
by Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk - 36-67 Treatment Effects: A Bayesian Perspective
by James J. Heckman & Hedibert F. Lopes & Rémi Piatek - 68-99 A Predictive Approach for Selection of Diffusion Index Models
by Tomohiro Ando & Ruey S. Tsay - 100-121 Bayesian Instrumental Variables: Priors and Likelihoods
by Hedibert F. Lopes & Nicholas G. Polson - 122-151 Two-Stage Bayesian Model Averaging in Endogenous Variable Models
by Alex Lenkoski & Theo S. Eicher & Adrian E. Raftery - 152-171 DSGE Models with Student- t Errors
by Siddhartha Chib & Srikanth Ramamurthy - 172-196 Explaining Trends in Body Mass Index Using Demographic Counterfactuals
by Brendan Kline & Justin L. Tobias - 197-217 The Effective Sample Size
by James Berger & M. J. Bayarri & L. R. Pericchi - 218-250 I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb?
by Xiao-Li Meng & Xianchao Xie - 251-269 Posterior Odds with a Generalized Hyper- g -Prior
by Edward I. George & Yuzo Maruyama - 270-288 Analysis of Variance for Bayesian Inference
by John Geweke & Gianni Amisano - 289-304 On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions
by Fabrizio Ruggeri - 305-336 Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem
by Minxian Yang - 337-371 Statistical Problem Classes and Their Links to Information Theory
by Bertrand Clarke & Jennifer Clarke & Chi Wai Yu - 372-378 Uniform Distributions on the Integers: A connection to the Bernouilli Random Walk
by Joseph B. Kadane & Jiashun Jin - 379-394 Adaptive Percolation Using Subjective Likelihoods
by Nozer D. Singpurwalla - 395-420 Importance of Components for a System
by Nader Ebrahimi & Nima Y. Jalali & Ehsan S. Soofi & Refik Soyer - 421-423 All Roads Lead to Arnold
by Peter Rossi - 424-427 Memorial Statements by Anderson, Judge, Press, Aigner, Allenby, and Palm
by Ehsan S. Soofi
November 2013, Volume 32, Issue 8
- 869-891 Detrending Bootstrap Unit Root Tests
by Stephan Smeekes - 892-927 Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation
by Mohitosh Kejriwal & Claude Lopez - 928-955 Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
by Jia Chen & Jiti Gao & Degui Li
October 2013, Volume 32, Issue 7
- 779-813 State Space Models and MIDAS Regressions
by Jennie Bai & Eric Ghysels & Jonathan H. Wright - 814-847 Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion
by Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler - 848-867 A Unified View of Nonparametric Trend-Cycle Predictors Via Reproducing Kernel Hilbert Spaces
by Estela Bee Dagum & Silvia Bianconcini
August 2013, Volume 32, Issue 5-6
- 543-546 An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
by Badi H. Baltagi & Esfandiar Maasoumi - 547-591 Lessons from a Decade of IPS and LLC
by Joakim Westerlund & Jörg Breitung - 592-649 Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
by Alexander Chudik & M. Hashem Pesaran - 650-685 A Generalized Spatial Panel Data Model with Random Effects
by Badi H. Baltagi & Peter Egger & Michael Pfaffermayr - 686-733 On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
by David M. Drukker & Peter Egger & Ingmar R. Prucha - 734-753 Two-Stage Least Squares Estimation of Spatial Autoregressive Models with Endogenous Regressors and Many Instruments
by Xiaodong Liu & Lung-Fei Lee - 754-777 Nonparametric Estimation in Large Panels with Cross-Sectional Dependence
by Xiao Huang
December 2013, Volume 32, Issue 4
- 415-448 On Sample Skewness and Kurtosis
by Yong Bao - 449-468 Granularity Adjustment for Efficient Portfolios
by C. Gourieroux & A. Monfort - 469-512 A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence
by Sainan Jin & Liangjun Su - 513-523 Empirical Likelihood-Based Inference for Poverty Measures with Relative Poverty Lines
by Brennan S. Thompson - 524-541 Disparity, Shortfall, and Twice-Endogenous HARA Utility
by M. Ryan Haley & M. Kevin McGee & Todd B. Walker
November 2013, Volume 32, Issue 3
- 273-317 Identification and Identification Failure for Treatment Effects Using Structural Systems
by Halbert White & Karim Chalak - 318-360 Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach
by Alex Maynard & Aaron Smallwood & Mark E. Wohar - 361-383 Consistent GMM Residuals-Based Tests of Functional Form
by Jonathan B. Hill - 384-414 Identification of Treatment Effects on the Treated with One-Sided Non-Compliance
by Markus Frölich & Blaise Melly
February 2013, Volume 32, Issue 2
- 183-203 An Intersection Test for Panel Unit Roots
by Christoph Hanck - 204-219 Wild Bootstrap of the Sample Mean in the Infinite Variance Case
by Giuseppe Cavaliere & Iliyan Georgiev & A. M. Robert Taylor - 220-243 Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model
by Alan J. Rogers - 244-271 A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks
by Sarantis Tsiaplias & Chew Lian Chua
January 2013, Volume 32, Issue 1
- 1-6 Introduction to Robustness in Multidimensional Wellbeing Analysis
by E. Maasoumi & G. Yalonetzky - 7-34 Weights in Multidimensional Indices of Wellbeing: An Overview
by Koen Decancq & María Ana Lugo