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Content
July 2014, Volume 32, Issue 3
- 341-358 Scanner Data and the Treatment of Quality Change in Nonrevisable Price Indexes
by Jan de Haan & Frances Krsinich - 359-374 Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case With Group Bridge Estimators
by Mehmet Caner & Xu Han - 375-386 Multiple Imputation of Missing or Faulty Values Under Linear Constraints
by Hang J. Kim & Jerome P. Reiter & Quanli Wang & Lawrence H. Cox & Alan F. Karr - 387-394 A Nonparametric Test of the Predictive Regression Model
by Ted Juhl - 395-415 Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
by Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli - 416-429 Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates
by Heejoon Han & Dennis Kristensen - 430-444 Market-Based Credit Ratings
by Drew D. Creal & Robert B. Gramacy & Ruey S. Tsay - 445-456 Varying Naïve Bayes Models With Applications to Classification of Chinese Text Documents
by Guoyu Guan & Jianhua Guo & Hansheng Wang - 457-467 On the Estimation of Integrated Volatility With Jumps and Microstructure Noise
by Bing-Yi Jing & Zhi Liu & Xin-Bing Kong - 468-482 Bayesian Nonparametric Instrumental Variables Regression Based on Penalized Splines and Dirichlet Process Mixtures
by Manuel Wiesenfarth & Carlos Matías Hisgen & Thomas Kneib & Carmen Cadarso-Suarez
April 2014, Volume 32, Issue 2
- 153-164 Principal Volatility Component Analysis
by Yu-Pin Hu & Ruey S. Tsay - 165-165 Comment
by Shiqing Ling - 165-166 Comment
by Qiwei Yao - 166-167 Comment
by Philip L. H. Yu & Guodong Li - 168-171 Comment
by Elena Andreou & Eric Ghysels - 171-172 Comment
by Juergen Franke - 173-174 Comment
by Wolfgang Karl Härdle & Weining Wang - 174-175 Comment
by Michael McAleer - 176-177 Rejoinder
by Yu-Pin Hu & Ruey S. Tsay - 178-191 Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods
by Jianqing Fan & Lei Qi & Dacheng Xiu - 191-193 Comment
by Beth Andrews - 193-198 Comment
by Gabriele Fiorentini & Enrique Sentana - 198-201 Comment
by Christian Francq & Jean-Michel Zakoïan - 201-201 Comment
by Qiwei Yao - 202-203 Comment
by Shiqing Ling & Ke Zhu - 204-205 Rejoinder
by Jianqing Fan & Lei Qi & Dacheng Xiu - 206-216 Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth
by Michael P. Clements - 217-236 Modeling Conditional Covariances With Economic Information Instruments
by H. J. Turtle & Kainan Wang - 237-244 Feature Screening for Ultrahigh Dimensional Categorical Data With Applications
by Danyang Huang & Runze Li & Hansheng Wang - 245-258 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model
by I. Sebastian Buhai & Coen N. Teulings - 259-270 Estimating Mixture of Gaussian Processes by Kernel Smoothing
by Mian Huang & Runze Li & Hansheng Wang & Weixin Yao - 271-284 Conditional Euro Area Sovereign Default Risk
by André Lucas & Bernd Schwaab & Xin Zhang - 285-309 Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large
by Antonio F. Galvao & Kengo Kato
January 2014, Volume 32, Issue 1
- 1-13 Consistent Nonparametric Tests for Lorenz Dominance
by Garry F. Barrett & Stephen G. Donald & Debopam Bhattacharya - 14-29 From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior
by Anastasios Panagiotelis & Michael S. Smith & Peter J. Danaher - 30-47 Adaptive Elastic Net for Generalized Methods of Moments
by Mehmet Caner & Hao Helen Zhang - 48-68 Nowcasting GDP in Real Time: A Density Combination Approach
by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud - 69-87 Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations
by Cristina Amado & Timo Teräsvirta - 88-111 Moment-Implied Densities: Properties and Applications
by Eric Ghysels & Fangfang Wang - 112-135 Heteroscedasticity Robust Panel Unit Root Tests
by Joakim Westerlund - 136-151 Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
October 2013, Volume 31, Issue 4
- 371-383 Modeling the Conditional Distribution of Daily Stock Index Returns: An Alternative Bayesian Semiparametric Model
by Maria Kalli & Stephen G. Walker & Paul Damien - 384-397 A Point Decision for Partially Identified Auction Models
by Gaurab Aryal & Dong-Hyuk Kim - 398-411 Quantifying Consumer Perception of a Financially Distressed Company
by Robert G. Hammond - 412-425 Estimating the Marginal Law of a Time Series With Applications to Heavy-Tailed Distributions
by Christian Francq & Jean-Michel Zakoïan - 426-437 Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models
by Juan Carlos Escanciano & Ignacio N. Lobato & Lin Zhu - 438-450 Long-Run Identification in a Fractionally Integrated System
by Rolf Tschernig & Enzo Weber & Roland Weigand - 451-472 Likelihood-Based Estimation of Dynamic Panels With Predetermined Regressors
by Enrique Moral-Benito - 473-490 Constrained Regression for Interval-Valued Data
by Gloria González-Rivera & Wei Lin - 491-506 Factor-Augmented VARMA Models With Macroeconomic Applications
by Jean-Marie Dufour & Dalibor Stevanović - 507-524 Estimation and Inference of Discontinuity in Density
by Taisuke Otsu & Ke-Li Xu & Yukitoshi Matsushita - 525-533 Uniform Inference in Predictive Regression Models
by Willa W. Chen & Rohit S. Deo & Yanping Yi - 534-545 Partial Identification of Local Average Treatment Effects With an Invalid Instrument
by Carlos A. Flores & Alfonso Flores-Lagunes - 546-559 Long-Horizon Return Regressions With Historical Volatility and Other Long-Memory Variables
by Natalia Sizova
July 2013, Volume 31, Issue 3
- 253-264 Social Networks and the Identification of Peer Effects
by Paul Goldsmith-Pinkham & Guido W. Imbens - 264-266 Comment
by Yann Bramoullé - 266-270 Comment
by Bryan S. Graham - 270-273 Comment
by Matthew O. Jackson - 273-275 Comment
by Charles F. Manski - 275-275 Comment
by Bruce Sacerdote - 276-279 Comment
by Brendan Kline & Elie Tamer - 279-281 Rejoinder
by Paul Goldsmith-Pinkham & Guido Imbens - 282-299 Dynamic Conditional Correlation: On Properties and Estimation
by Gian Piero Aielli - 300-314 On Identification of Bayesian DSGE Models
by Gary Koop & M. Hashem Pesaran & Ron P. Smith - 315-330 Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects
by Jia Chen & Jiti Gao & Degui Li - 331-345 Realized Volatility Forecasting in the Presence of Time-Varying Noise
by Federico M. Bandi & Jeffrey R. Russell & Chen Yang - 346-357 Unconditional Quantile Treatment Effects Under Endogeneity
by Markus Frölich & Blaise Melly - 358-369 A Robust Test for Weak Instruments
by José Luis Montiel Olea & Carolin Pflueger
April 2013, Volume 31, Issue 2
- 125-135 Arriving in Time: Estimation of English Auctions With a Stochastic Number of Bidders
by José J. Canals-Cerdá & Jason Pearcy - 136-150 Structural Dynamic Factor Analysis Using Prior Information From Macroeconomic Theory
by Gregor Bäurle - 151-164 Bayesian Analysis of Latent Threshold Dynamic Models
by Jouchi Nakajima & Mike West - 165-183 Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
by Nikolaus Hautsch & Mark Podolskij - 184-207 Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling
by Liangjun Su & Irina Murtazashvili & Aman Ullah - 208-225 Nonparametric Testing for Asymmetric Information
by Liangjun Su & Martin Spindler - 226-239 Search With Dirichlet Priors: Estimation and Implications for Consumer Demand
by Sergei Koulayev - 240-251 Should Macroeconomic Forecasters Use Daily Financial Data and How?
by Elena Andreou & Eric Ghysels & Andros Kourtellos
January 2013, Volume 31, Issue 1
- 1-15 Examining the Distributional Effects of Military Service on Earnings: A Test of Initial Dominance
by Christopher J. Bennett & Ričardas Zitikis - 16-28 Conditional Stochastic Dominance Testing
by Miguel A. Delgado & Juan Carlos Escanciano - 29-44 Real-Time Inflation Forecasting in a Changing World
by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo - 45-56 Markov-Switching MIDAS Models
by Pierre Guérin & Massimiliano Marcellino - 57-65 Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
by Qi Li & Juan Lin & Jeffrey S. Racine - 66-77 Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach
by Sermin Gungor & Richard Luger - 78-93 Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
by Lutz Kilian & Robert J. Vigfusson - 94-106 A New Model of Trend Inflation
by Joshua C. C. Chan & Gary Koop & Simon M. Potter - 107-121 Beyond Stochastic Volatility and Jumps in Returns and Volatility
by Garland Durham & Yang-Ho Park
June 2012, Volume 30, Issue 4
- 481-493 Generalized Shrinkage Methods for Forecasting Using Many Predictors
by James H. Stock & Mark W. Watson - 505-520 Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments
by Emma M. Iglesias & Garry D. A. Phillips - 546-553 Measuring Segregation When Units are Small: A Parametric Approach
by Roland Rathelot
April 2012, Volume 30, Issue 4
- 533-545 Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Approach
by Yiu-kuen Tse & Thomas Tao Yang
May 2012, Volume 30, Issue 4
- 494-504 Further Results on the Limiting Distribution of GMM Sample Moment Conditions
by Nikolay Gospodinov & Raymond Kan & Cesare Robotti - 521-532 Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008
by Siem Jan Koopman & André Lucas & Bernd Schwaab - 554-562 Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models
by Michael P. Clements & Ana Beatriz Galvão - 563-575 Inference for Income Distributions Using Grouped Data
by Gholamreza Hajargasht & William E. Griffiths & Joseph Brice & D.S. Prasada Rao & Duangkamon Chotikapanich
July 2012, Volume 30, Issue 4
- 576-591 A Stochastic Volatility Model With Conditional Skewness
by Bruno Feunou & Roméo Tédongap
February 2012, Volume 30, Issue 3
- 391-403 Components of Bull and Bear Markets: Bull Corrections and Bear Rallies
by John M. Maheu & Thomas H. McCurdy & Yong Song - 404-410 The Trace Restriction: An Alternative Identification Strategy for the Bayesian Multinomial Probit Model
by Lane F. Burgette & Erik V. Nordheim
March 2012, Volume 30, Issue 3
- 337-350 Semiparametric Estimation of Additive Quantile Regression Models by Two-Fold Penalty
by Heng Lian - 468-480 Job Durations With Worker- and Firm-Specific Effects: MCMC Estimation With Longitudinal Employer--Employee Data
by Guillaume Horny & Rute Mendes & Gerard J. van den Berg
April 2012, Volume 30, Issue 3
- 411-431 Modeling Employment Dynamics With State Dependence and Unobserved Heterogeneity
by Victoria Prowse - 432-453 Out-of-Sample Forecast Tests Robust to the Choice of Window Size
by Barbara Rossi & Atsushi Inoue - 454-467 Correcting Estimation Bias in Dynamic Term Structure Models
by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu
January 2012, Volume 30, Issue 3
- 358-367 Time Varying Dimension Models
by Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - 368-380 Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling
by Fulvio Corsi & Roberto Renò
February 2012, Volume 30, Issue 2
2012, Volume 30, Issue 1
- 1-17 Forecast Rationality Tests Based on Multi-Horizon Bounds
by Andrew Patton & Allan Timmermann - 17-20 Comment
by Dean Croushore - 20-25 Comment
by Kajal Lahiri - 25-29 Comment
by Barbara Rossi - 30-33 Comment
by Lennart Hoogerheide & Francesco Ravazzolo & Herman van Dijk - 34-35 Comment
by Kenneth West - 41-52 One for All and All for One: Regression Checks With Many Regressors
by Pascal Lavergne & Valentin Patilea - 53-66 Reality Checks and Comparisons of Nested Predictive Models
by Todd Clark & Michael McCracken - 67-80 Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models
by Arthur Lewbel - 81-93 Medicare Health Plan Choices of the Elderly: A Choice-With-Screening Model
by Qian Li & Pravin Trivedi - 94-108 Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise
by Ingmar Nolte & Valeri Voev - 109-124 The Factor–Spline–GARCH Model for High and Low Frequency Correlations
by José Rangel & Robert Engle - 125-131 Flexible Approximation of Subjective Expectations Using Probability Questions
by Charles Bellemare & Luc Bissonnette & Sabine Kröger - 132-142 Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold
by Xinyu Zhang & Alan Wan & Sherry Zhou - 143-148 Do the Consumer Price Index's Utilities Adjustments for Owners’ Equivalent Rent Distort Inflation Measurement?
by Randal Verbrugge - 149-163 Beyond Incentives: Do Schools Use Accountability Rewards Productively?
by Marigee Bacolod & John DiNardo & Mireille Jacobson - 164-164 Multivariate Stochastic Volatility via Wishart Processes: A Comment
by Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde
January 2012, Volume 30, Issue 1
- 36-40 Rejoinder
by Andrew J. Patton & Allan Timmermann
November 2011, Volume 30, Issue 3
- 381-390 Tests of Short Memory With Thick-Tailed Errors
by Christine Amsler & Peter Schmidt
September 2011, Volume 30, Issue 3
- 351-357 Why Frequency Matters for Unit Root Testing in Financial Time Series
by H. Peter Boswijk & Franc Klaassen
June 2011, Volume 30, Issue 2
- 229-241 Regime-Specific Predictability in Predictive Regressions
by Jesús Gonzalo & Jean-Yves Pitarakis
January 2011, Volume 30, Issue 2
- 165-172 Price Transmission in the EU Wholesale Petroleum Markets
by Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas
July 2011, Volume 30, Issue 2
- 212-228 Dynamic Equicorrelation
by Robert Engle & Bryan Kelly
November 2011, Volume 30, Issue 2
- 297-311 The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach
by Olesya V. Grishchenko & Marco Rossi - 312-325 Habit Persistence and Teen Sex: Could Increased Access to Contraception Have Unintended Consequences for Teen Pregnancies?
by Peter Arcidiacono & Ahmed Khwaja & Lijing Ouyang
February 2011, Volume 30, Issue 2
- 191-201 Measurement Error in Earnings Data: Using a Mixture Model Approach to Combine Survey and Register Data
by Erik Meijer & Susann Rohwedder & Tom Wansbeek
October 2011, Volume 30, Issue 2
- 242-255 Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests
by Ana-Maria Dumitru & Giovanni Urga - 256-264 Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator
by Matei Demetrescu & Christoph Hanck - 275-287 Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality
by Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti - 288-296 Testing Predictive Ability and Power Robustification
by Kyungchul Song
September 2011, Volume 30, Issue 2
- 326-336 Real-Time Forecasts of the Real Price of Oil
by Christiane Baumeister & Lutz Kilian
August 2011, Volume 30, Issue 2
- 265-274 Flexible Bivariate Count Data Regression Models
by Shiferaw Gurmu & John Elder
April 2011, Volume 30, Issue 1
- 94-108 Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise
by Ingmar Nolte & Valeri Voev - 125-131 Flexible Approximation of Subjective Expectations Using Probability Questions
by Charles Bellemare & Luc Bissonnette & Sabine Kröger
August 2011, Volume 30, Issue 1
June 2011, Volume 30, Issue 1
- 1-17 Forecast Rationality Tests Based on Multi-Horizon Bounds
by Andrew J. Patton & Allan Timmermann - 34-35 Comment
by Kenneth D. West - 132-142 Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold
by Xinyu Zhang & Alan T. K. Wan & Sherry Z. Zhou - 149-163 Beyond Incentives: Do Schools Use Accountability Rewards Productively?
by Marigee Bacolod & John DiNardo & Mireille Jacobson
July 2011, Volume 30, Issue 1
- 20-25 Comment
by Kajal Lahiri
May 2011, Volume 30, Issue 1
- 109-124 The Factor--Spline--GARCH Model for High and Low Frequency Correlations
by José Gonzalo Rangel & Robert F. Engle
September 2011, Volume 30, Issue 1
- 30-33 Comment
by Lennart Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk - 164-164 Multivariate Stochastic Volatility via Wishart Processes: A Comment
by Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde
February 2011, Volume 30, Issue 1
- 53-66 Reality Checks and Comparisons of Nested Predictive Models
by Todd E. Clark & Michael W. McCracken - 81-93 Medicare Health Plan Choices of the Elderly: A Choice-With-Screening Model
by Qian Li & Pravin K. Trivedi
January 2011, Volume 30, Issue 1
- 41-52 One for All and All for One: Regression Checks With Many Regressors
by Pascal Lavergne & Valentin Patilea
October 2011, Volume 29, Issue 4
- 455-467 Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks
by Nikolay Gospodinov & Alex Maynard & Elena Pesavento - 468-480 Sequential Bayesian Analysis of Time-Changed Infinite Activity Derivatives Pricing Models
by Junye Li - 481-492 Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets
by Richard H. Gerlach & Cathy W. S. Chen & Nancy Y. C. Chan - 493-505 Employer-to-Employer Flows in the United States: Estimates Using Linked Employer-Employee Data
by Melissa Bjelland & Bruce Fallick & John Haltiwanger & Erika McEntarfer - 506-517 Homogenous and Heterogenous Contestants in Piece Rate Tournaments: Theory and Empirical Analysis
by Tomislav Vukina & Xiaoyong Zheng - 518-528 Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications
by Ke-Li Xu & Peter C. B. Phillips - 529-540 Lumpy Price Adjustments: A Microeconometric Analysis
by Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre - 541-551 Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models
by Yiguo Sun & Qi Li - 552-563 A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
by Drew Creal & Siem Jan Koopman & André Lucas - 564-578 Testing Cost Inefficiency Under Free Entry in the Real Estate Brokerage Industry
by Lu Han & Seung-Hyun Hong - 579-586 Score Tests for Hyperbolic GARCH Models
by Muyi Li & Guodong Li & Wai Keung Li - 587-594 A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity
by Robert S. Chirinko & Steven M. Fazzari & Andrew P. Meyer - 597-597 Editors' Report 2011
by Keisuke Hirano & Jonathan Wright
July 2011, Volume 29, Issue 3
- 327-341 Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
by Todd E. Clark - 342-355 Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
by Antonello Loddo & Shawn Ni & Dongchu Sun - 356-371 Volatility Jumps
by Viktor Todorov & George Tauchen - 372-381 The Intergenerational Transmission of Income Volatility: Is Riskiness Inherited?
by Stephen H. Shore - 382-396 Bayesian Inference in Structural Second-Price Common Value Auctions
by Bertil Wegmann & Mattias Villani - 397-410 Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach
by Andrew J. Patton & Allan Timmermann - 411-422 Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
by Tilmann Gneiting & Roopesh Ranjan - 423-438 A Test Against Spurious Long Memory
by Zhongjun Qu - 439-454 Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods
by Michal Pakoš
April 2011, Volume 29, Issue 2
- 201-215 Nonparametric Identification and Estimation in a Roy Model With Common Nonpecuniary Returns
by Patrick Bayer & Shakeeb Khan & Christopher Timmins - 216-227 Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate
by David F. Hendry & Kirstin Hubrich - 228-237 Dynamic Censored Regression and the Open Market Desk Reaction Function
by Robert Jong & Ana María Herrera - 238-249 Robust Inference With Multiway Clustering
by A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller - 250-259 Estimation for Non-Negative Lévy-Driven CARMA Processes
by Peter J. Brockwell & Richard A. Davis & Yu Yang - 260-270 Tests for the Second Order Stochastic Dominance Based on L -Statistics
by José R. Berrendero & Javier Cárcamo - 271-281 The Increasingly Mixed Proportional Hazard Model: An Application to Socioeconomic Status, Health Shocks, and Mortality
by Paul Frijters & John P. Haisken-DeNew & Michael A. Shields - 282-294 Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by Chirok Han & Jin Seo Cho & Peter C. B. Phillips - 295-306 Local and Global Rank Tests for Multivariate Varying-Coefficient Models
by Stephen G. Donald & Natércia Fortuna & Vladas Pipiras - 307-318 Forecast Combination Across Estimation Windows
by M. Hashem Pesaran & Andreas Pick - 319-326 A Comparison of Sales Response Predictions From Demand Models Applied to Store-Level versus Panel Data
by Rick L. Andrews & Imran S. Currim & Peter S. H. Leeflang
January 2011, Volume 29, Issue 1
- 1-11 Bias-Corrected Matching Estimators for Average Treatment Effects
by Alberto Abadie & Guido W. Imbens - 12-23 The Distributional Impacts of Minimum Wage Increases When Both Labor Supply and Labor Demand Are Endogenous
by Tom Ahn & Peter Arcidiacono & Walter Wessels - 24-39 Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
by Xavier Gabaix & Rustam Ibragimov - 40-48 Heteroscedastic Transformation Models With Covariate Dependent Censoring
by Shakeeb Khan & Youngki Shin & Elie Tamer - 49-60 Identification of Expected Outcomes in a Data Error Mixing Model With Multiplicative Mean Independence
by Brent Kreider & John V. Pepper - 61-72 Estimating Income Poverty in the Presence of Missing Data and Measurement Error
by Cheti Nicoletti & Franco Peracchi & Francesca Foliano - 73-85 Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
by Robert C. Jung & Roman Liesenfeld & Jean-François Richard - 86-95 An Econometric Analysis of Some Models for Constructed Binary Time Series
by Don Harding & Adrian Pagan - 96-108 Adaptive Experimental Design Using the Propensity Score
by Jinyong Hahn & Keisuke Hirano & Dean Karlan - 109-125 Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
by Xiangdong Long & Liangjun Su & Aman Ullah - 126-137 The Fed and the Stock Market: An Identification Based on Intraday Futures Data
by Stefania D'Amico & Mira Farka - 138-149 A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations
by Francesco Audrino & Fabio Trojani - 150-160 Evaluating Value-at-Risk Models via Quantile Regression
by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith - 161-173 Cointegration and Long-Run Asset Allocation
by Ravi Bansal & Dana Kiku