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Elsevier Journal of Econometrics Contact information of
Elsevier: http://www.elsevier.com/locate/jeconom
Download restrictions: Full text for ScienceDirect subscribers only Editor: T. Amemiya Editor: A. R. Gallant Editor: J. F. Geweke Editor: C. Hsiao Editor: P. M. Robinson Editor:
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(Heidi Boesdal) Series handle: repec:eee:econom
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14 2009, Volume 152, Issue 2
79-80 Nonparametric and robust methods in econometrics by Lima, Luiz Renato & Moreira, Marcelo & Porter, Jack & Xiao, Zhijie [Downloadable! (restricted)]
81-92 Functional-coefficient cointegration models by Xiao, Zhijie [Downloadable! (restricted)]
93-103 Finite sample inference for quantile regression models by Chernozhukov, Victor & Hansen, Christian & Jansson, Michael [Downloadable! (restricted)]
104-119 Inference on endogenously censored regression models using conditional moment inequalities by Khan, Shakeeb & Tamer, Elie [Downloadable! (restricted)]
120-130 Parametric links for binary choice models: A Fisherian-Bayesian colloquy by Koenker, Roger & Yoon, Jungmo [Downloadable! (restricted)]
131-140 Tests with correct size when instruments can be arbitrarily weak by Moreira, Marcelo J. [Downloadable! (restricted)]
141-152 Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative by Horowitz, Joel L. & Lee, Sokbae [Downloadable! (restricted)]
153-164 A panel data approach to economic forecasting: The bias-corrected average forecast by Issler, João Victor & Lima, Luiz Renato [Downloadable! (restricted)]
165-178 Unit root quantile autoregression testing using covariates by Galvao Jr., Antonio F. [Downloadable! (restricted)]
179-185 Quantiles, expectiles and splines by De Rossi, Giuliano & Harvey, Andrew [Downloadable! (restricted)]
186-196 A test of non-identifying restrictions and confidence regions for partially identified parameters by Galichon, Alfred & Henry, Marc [Downloadable! (restricted)]
2009, Volume 152, Issue 1 1-2 Editor's introduction by Delgado, Miguel A. [Downloadable! (restricted)]
3-18 Semiparametric tests of conditional moment restrictions under weak or partial identification by Jun, Sung Jae & Pinkse, Joris [Downloadable! (restricted)]
19-27 Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators by Andrews, Donald W.K. & Guggenberger, Patrik [Downloadable! (restricted)]
28-36 Choosing instrumental variables in conditional moment restriction models by Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K. [Downloadable! (restricted)]
37-45 Excess heterogeneity, endogeneity and index restrictions by Chesher, Andrew [Downloadable! (restricted)]
46-60 Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals by Chen, Xiaohong & Pouzo, Demian [Downloadable! (restricted)]
61-69 Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment by Liu, Echu & Hsiao, Cheng & Matsumoto, Tomoya & Chou, Shinyi [Downloadable! (restricted)]
70-78 Consistent estimation of a general nonparametric regression function in time series by Linton, Oliver & Sancetta, Alessio [Downloadable! (restricted)]
2009, Volume 151, Issue 2 99-100 Editor's introduction by Delgado, Miguel A. [Downloadable! (restricted)]
101-112 Local inference for locally stationary time series based on the empirical spectral measure by Dahlhaus, Rainer [Downloadable! (restricted)]
113-128 Goodness of fit for lattice processes by Hidalgo, Javier [Downloadable! (restricted)]
129-139 Inference on transformed stationary time series by Hosoya, Yuzo & Terasaka, Takahiro [Downloadable! (restricted)]
140-149 An automatic Portmanteau test for serial correlation by Escanciano, J. Carlos & Lobato, Ignacio N. [Downloadable! (restricted)]
150-158 Long memory and long run variation by Phillips, Peter C.B. [Downloadable! (restricted)]
159-177 Estimators of long-memory: Fourier versus wavelets by Faÿ, Gilles & Moulines, Eric & Roueff, François & Taqqu, Murad S. [Downloadable! (restricted)]
178-189 A Wald test for the cointegration rank in nonstationary fractional systems by Avarucci, Marco & Velasco, Carlos [Downloadable! (restricted)]
190-200 Whittle estimation of EGARCH and other exponential volatility models by Zaffaroni, Paolo [Downloadable! (restricted)]
2009, Volume 151, Issue 1 1-16 The optimal choice of moments in dynamic panel data models by Okui, Ryo [Downloadable! (restricted)]
17-32 Optimally combining censored and uncensored datasets by Devereux, Paul J. & Tripathi, Gautam [Downloadable! (restricted)]
33-46 A specification test for the propensity score using its distribution conditional on participation by Shaikh, Azeem M. & Simonsen, Marianne & Vytlacil, Edward J. & Yildiz, Nese [Downloadable! (restricted)]
47-55 GMM redundancy results for general missing data problems by Prokhorov, Artem & Schmidt, Peter [Downloadable! (restricted)]
56-69 Estimating deterministic trends with an integrated or stationary noise component by Perron, Pierre & Yabu, Tomoyoshi [Downloadable! (restricted)]
70-81 Minimax regret treatment choice with finite samples by Stoye, Jörg [Downloadable! (restricted)]
82-97 Local structural quantile effects in a model with a nonseparable control variable by Jun, Sung Jae [Downloadable! (restricted)]
2009, Volume 150, Issue 2 117-118 Guest editors' introduction by Kuan, Chung-Ming & Hong, Yongmiao [Downloadable! (restricted)]
119-138 Predictive density estimators for daily volatility based on the use of realized measures by Corradi, Valentina & Distaso, Walter & Swanson, Norman R. [Downloadable! (restricted)]
139-150 A two-stage realized volatility approach to estimation of diffusion processes with discrete data by Phillips, Peter C.B. & Yu, Jun [Downloadable! (restricted)]
151-166 A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects by Bollerslev, Tim & Kretschmer, Uta & Pigorsch, Christian & Tauchen, George [Downloadable! (restricted)]
167-181 The Wishart Autoregressive process of multivariate stochastic volatility by Gourieroux, C. & Jasiak, J. & Sufana, R. [Downloadable! (restricted)]
182-192 The structure of dynamic correlations in multivariate stochastic volatility models by Asai, Manabu & McAleer, Michael [Downloadable! (restricted)]
193-206 Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models by Dufour, Jean-Marie & Valéry, Pascale [Downloadable! (restricted)]
207-218 Copula-based multivariate GARCH model with uncorrelated dependent errors by Lee, Tae-Hwy & Long, Xiangdong [Downloadable! (restricted)]
219-230 Maximum entropy autoregressive conditional heteroskedasticity model by Park, Sung Y. & Bera, Anil K. [Downloadable! (restricted)]
231-247 Extracting a common stochastic trend: Theory with some applications by Chang, Yoosoon & Isaac Miller, J. & Park, Joon Y. [Downloadable! (restricted)]
248-260 Quantile cointegrating regression by Xiao, Zhijie [Downloadable! (restricted)]
261-270 Assessing value at risk with CARE, the Conditional Autoregressive Expectile models by Kuan, Chung-Ming & Yeh, Jin-Huei & Hsu, Yu-Chin [Downloadable! (restricted)]
271-287 Granger causality in risk and detection of extreme risk spillover between financial markets by Hong, Yongmiao & Liu, Yanhui & Wang, Shouyang [Downloadable! (restricted)]
288-296 Estimating the structural credit risk model when equity prices are contaminated by trading noises by Duan, Jin-Chuan & Fulop, Andras [Downloadable! (restricted)]
297-311 Forecasts of US short-term interest rates: A flexible forecast combination approach by Guidolin, Massimo & Timmermann, Allan [Downloadable! (restricted)]
312-321 Discrete choice modeling with nonstationary panels applied to exchange rate regime choice by Jin, Sainan [Downloadable! (restricted)]
322-331 The role of beliefs in inference for rational expectations models by Lehmann, Bruce N. [Downloadable! (restricted)]
2009, Volume 150, Issue 1 1-15 Dynamics of state price densities by Härdle, Wolfgang & Hlávka, Zdenek [Downloadable! (restricted)]
16-29 Edgeworth expansions and normalizing transforms for inequality measures by Schluter, Christian & van Garderen, Kees Jan [Downloadable! (restricted)]
30-40 Reliable inference for the Gini index by Davidson, Russell [Downloadable! (restricted)]
41-55 Identification of peer effects through social networks by Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard [Downloadable! (restricted)]
56-70 Two estimators of the long-run variance: Beyond short memory by Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas [Downloadable! (restricted)]
71-85 Fixed effects estimation of structural parameters and marginal effects in panel probit models by Fernández-Val, Iván [Downloadable! (restricted)]
86-98 Central limit theorems and uniform laws of large numbers for arrays of random fields by Jenish, Nazgul & Prucha, Ingmar R. [Downloadable! (restricted)]
99-115 On the statistical identification of DSGE models by Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia [Downloadable! (restricted)]
2009, Volume 149, Issue 2 101-117 Semiparametric binary regression models under shape constraints with an application to Indian schooling data by Banerjee, Moulinath & Mukherjee, Debasri & Mishra, Santosh [Downloadable! (restricted)]
118-135 Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors by Kurozumi, Eiji & Hayakawa, Kazuhiko [Downloadable! (restricted)]
136-148 Bayesian analysis of random coefficient logit models using aggregate data by Jiang, Renna & Manchanda, Puneet & Rossi, Peter E. [Downloadable! (restricted)]
149-173 Tests of risk premia in linear factor models by Kleibergen, Frank [Downloadable! (restricted)]
174-190 Delay times of sequential procedures for multiple time series regression models by Aue, Alexander & Horváth, Lajos & Reimherr, Matthew L. [Downloadable! (restricted)]
191-208 Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality by Carneiro, Pedro & Lee, Sokbae [Downloadable! (restricted)]
2009, Volume 149, Issue 1 1-1 Announcement of the establishment of the Amemiya lecture series by Hsiao, Cheng [Downloadable! (restricted)]
2-11 Testing the assumptions behind importance sampling by Koopman, Siem Jan & Shephard, Neil & Creal, Drew [Downloadable! (restricted)]
12-25 Consistent noisy independent component analysis by Bonhomme, Stphane & Robin, Jean-Marc [Downloadable! (restricted)]
26-51 Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope by Kim, Dukpa & Perron, Pierre [Downloadable! (restricted)]
52-64 Bootstrap validity for the score test when instruments may be weak by Moreira, Marcelo J. & Porter, Jack R. & Suarez, Gustavo A. [Downloadable! (restricted)]
65-81 Parameter estimation and bias correction for diffusion processes by Tang, Cheng Yong & Chen, Song Xi [Downloadable! (restricted)]
82-99 Panel cointegration with global stochastic trends by Bai, Jushan & Kao, Chihwa & Ng, Serena [Downloadable! (restricted)]
2009, Volume 148, Issue 2 101-113 Functional-coefficient models for nonstationary time series data by Cai, Zongwu & Li, Qi & Park, Joon Y. [Downloadable! (restricted)]
114-123 Simulation based selection of competing structural econometric models by Li, Tong [Downloadable! (restricted)]
124-130 The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators by Lawford, Steve & Stamatogiannis, Michalis P. [Downloadable! (restricted)]
131-148 Estimation of continuous-time stochastic volatility models with jumps using high-frequency data by Todorov, Viktor [Downloadable! (restricted)]
149-161 A test of cross section dependence for a linear dynamic panel model with regressors by Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald [Downloadable! (restricted)]
162-178 Predictable returns and asset allocation: Should a skeptical investor time the market? by Wachter, Jessica A. & Warusawitharana, Missaka [Downloadable! (restricted)]
179-185 Thirty-five years of journal of econometrics by Amemiya, Takeshi [Downloadable! (restricted)]
186-200 A nonparametric test for equality of distributions with mixed categorical and continuous data by Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S. [Downloadable! (restricted)]
2009, Volume 148, Issue 1 1-13 Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses by Kim, Dukpa & Perron, Pierre [Downloadable! (restricted)]
14-24 Tests for changing mean with monotonic power by Juhl, Ted & Xiao, Zhijie [Downloadable! (restricted)]
25-35 Studying co-movements in large multivariate data prior to multivariate modelling by Cubadda, Gianluca & Hecq, Alain & Palm, Franz C. [Downloadable! (restricted)]
36-45 On the distribution of estimated technical efficiency in stochastic frontier models by Wang, Wei Siang & Schmidt, Peter [Downloadable! (restricted)]
46-55 Markov-switching models with endogenous explanatory variables II: A two-step MLE procedure by Kim, Chang-Jin [Downloadable! (restricted)]
56-71 Inference in a synchronization game with social interactions by de Paula, Áureo [Downloadable! (restricted)]
72-85 The efficiency of top agents: An analysis through service strategy in tennis by Klaassen, Franc J.G.M. & Magnus, Jan R. [Downloadable! (restricted)]
86-99 Properties and estimation of asymmetric exponential power distribution by Zhu, Dongming & Zinde-Walsh, Victoria [Downloadable! (restricted)]
2008, Volume 147, Issue 2 207-209 Estimating demand systems and measuring consumer preferences by Slottje, Daniel [Downloadable! (restricted)]
210-224 Consumer preferences and demand systems by Barnett, William A. & Serletis, Apostolos [Downloadable! (restricted)]
225-231 Chamberlin's strategy of multiple working hypotheses and a relative frequency theory of market demand by Basmann, R.L. [Downloadable! (restricted)]
232-246 A Bayesian mixed logit-probit model for multinomial choice by Burda, Martin & Harding, Matthew & Hausman, Jerry [Downloadable! (restricted)]
247-257 Demand and supply estimation biases due to omission of durability by Chen, Jiawei & Esteban, Susanna & Shum, Matthew [Downloadable! (restricted)]
258-265 Nonparametric tests of collectively rational consumption behavior: An integer programming procedure by Cherchye, Laurens & De Rock, Bram & Sabbe, Jeroen & Vermeulen, Frederic [Downloadable! (restricted)]
266-274 Estimating demand with distance functions: Parameterization in the primal and dual by Färe, Rolf & Grosskopf, Shawna & Hayes, Kathy J. & Margaritis, Dimitris [Downloadable! (restricted)]
275-281 A nonparametric test of weak separability and consumer preferences by Fleissig, Adrian R. & Whitney, Gerald A. [Downloadable! (restricted)]
282-298 Estimating demand systems when outcomes are correlated counts by Herriges, Joseph A. & Phaneuf, Daniel J. & Tobias, Justin L. [Downloadable! (restricted)]
299-315 Inferential methods for elasticity estimates by Hirschberg, J.G. & Lye, J.N. & Slottje, D.J. [Downloadable! (restricted)]
316-325 Increasing the price variation in a repeated cross section by Hoderlein, Stefan & Mihaleva, Sonya [Downloadable! (restricted)]
326-335 Consumption and labor supply by Jorgenson, Dale W. & Slesnick, Daniel T. [Downloadable! (restricted)]
336-349 The structure of US food demand by LaFrance, Jeffrey T. [Downloadable! (restricted)]
350-358 Estimation of collective household models with Engel curves by Lewbel, Arthur & Pendakur, Krishna [Downloadable! (restricted)]
359-371 A neural network demand system with heteroskedastic errors by McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel [Downloadable! (restricted)]
372-383 An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals by Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier [Downloadable! (restricted)]
384-395 Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints by Millimet, Daniel L. & Tchernis, Rusty [Downloadable! (restricted)]
2008, Volume 147, Issue 1 1-4 Econometric modelling in finance and risk management: An overview by Gao, Jiti & McAleer, Michael & Allen, David E. [Downloadable! (restricted)]
5-16 Correlation testing in time series, spatial and cross-sectional data by Robinson, P.M. [Downloadable! (restricted)]
17-33 Out of sample forecasts of quadratic variation by Aït-Sahalia, Yacine & Mancini, Loriano [Downloadable! (restricted)]
34-46 Realized volatility forecasting and option pricing by Bandi, Federico M. & Russell, Jeffrey R. & Yang, Chen [Downloadable! (restricted)]
47-59 Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error by Kalnina, Ilze & Linton, Oliver [Downloadable! (restricted)]
60-71 Nonlinear models for strongly dependent processes with financial applications by Baillie, Richard T. & Kapetanios, George [Downloadable! (restricted)]
72-83 Econometric estimation in long-range dependent volatility models: Theory and practice by Casas, Isabel & Gao, Jiti [Downloadable! (restricted)]
84-98 Testing for a change in persistence in the presence of non-stationary volatility by Cavaliere, Giuseppe & Taylor, A.M. Robert [Downloadable! (restricted)]
99-103 A complete asymptotic series for the autocovariance function of a long memory process by Lieberman, Offer & Phillips, Peter C.B. [Downloadable! (restricted)]
104-119 A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries by McAleer, Michael & Medeiros, Marcelo C. [Downloadable! (restricted)]
120-130 Nonparametric estimation of conditional VaR and expected shortfall by Cai, Zongwu & Wang, Xian [Downloadable! (restricted)]
131-140 Specification testing in discretized diffusion models: Theory and practice by Gao, Jiti & Casas, Isabel [Downloadable! (restricted)]
141-150 Fiscal policy and asset markets: A semiparametric analysis by Jansen, Dennis W. & Li, Qi & Wang, Zijun & Yang, Jian [Downloadable! (restricted)]
151-162 Testing for multivariate volatility functions using minimum volume sets and inverse regression by Polonik, Wolfgang & Yao, Qiwei [Downloadable! (restricted)]
163-185 Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks by Allen, David & Chan, Felix & McAleer, Michael & Peiris, Shelton [Downloadable! (restricted)]
186-197 High dimensional covariance matrix estimation using a factor model by Fan, Jianqing & Fan, Yingying & Lv, Jinchi [Downloadable! (restricted)]
198-205 Dynamic quantile models by Gourieroux, C. & Jasiak, J. [Downloadable! (restricted)]
2008, Volume 146, Issue 2 199-201 Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson by Cogley, Timothy & Durlauf, Steven N. & Nason, James M. [Downloadable! (restricted)]
202-206 The Beveridge-Nelson decomposition in retrospect and prospect by Nelson, Charles R. [Downloadable! (restricted)]
207-219 The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics by Oh, Kum Hwa & Zivot, Eric & Creal, Drew [Downloadable! (restricted)]
220-226 Trend/cycle decomposition of regime-switching processes by Morley, James & Piger, Jeremy [Downloadable! (restricted)]
227-240 Markov-switching and the Beveridge-Nelson decomposition: Has US output persistence changed since 1984? by Kim, Chang-Jin [Downloadable! (restricted)]
241-254 Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments by Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H. [Downloadable! (restricted)]
255-274 Methods for inference in large multiple-equation Markov-switching models by Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao [Downloadable! (restricted)]
275-292 Time series properties of ARCH processes with persistent covariates by Han, Heejoon & Park, Joon Y. [Downloadable! (restricted)]
293-303 Efficient forecast tests for conditional policy forecasts by Faust, Jon & Wright, Jonathan H. [Downloadable! (restricted)]
304-317 Forecasting economic time series using targeted predictors by Bai, Jushan & Ng, Serena [Downloadable! (restricted)]
318-328 Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia [Downloadable! (restricted)]
329-341 Bayesian Model Averaging and exchange rate forecasts by Wright, Jonathan H. [Downloadable! (restricted)]
342-350 Least-squares forecast averaging by Hansen, Bruce E. [Downloadable! (restricted)]
351-363 Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach by Diebold, Francis X. & Li, Canlin & Yue, Vivian Z. [Downloadable! (restricted)]
364-375 Quality control for structural credit risk models by Andreou, Elena & Ghysels, Eric [Downloadable! (restricted)]
2008, Volume 146, Issue 1 1-9 Explaining individual response using aggregated data by van Dijk, Bram & Paap, Richard [Downloadable! (restricted)]
10-25 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks by Sentana, Enrique & Calzolari, Giorgio & Fiorentini, Gabriele [Downloadable! (restricted)]
26-43 Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach by Moench, Emanuel [Downloadable! (restricted)]
44-58 A Gaussian approximation scheme for computation of option prices in stochastic volatility models by Cheng, Ai-ru (Meg) & Gallant, A. Ronald & Ji, Chuanshu & Lee, Beom S. [Downloadable! (restricted)]
59-73 The limit distribution of the estimates in cointegrated regression models with multiple structural changes by Kejriwal, Mohitosh & Perron, Pierre [Downloadable! (restricted)]
74-85 Partial identification and testable restrictions in multi-unit auctions by McAdams, David [Downloadable! (restricted)]
86-91 Exact computation of max weighted score estimators by Florios, Kostas & Skouras, Spyros [Downloadable! (restricted)]
92-106 Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models by Kasahara, Hiroyuki & Shimotsu, Katsumi [Downloadable! (restricted)]
107-117 Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities by Rosen, Adam M. [Downloadable! (restricted)]
118-134 Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large by Yu, Jihai & de Jong, Robert & Lee, Lung-fei [Downloadable! (restricted)]
135-145 A joint serial correlation test for linear panel data models by Yamagata, Takashi [Downloadable! (restricted)]
146-161 Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root by Gospodinov, Nikolay [Downloadable! (restricted)]
162-169 The wild bootstrap, tamed at last by Davidson, Russell & Flachaire, Emmanuel [Downloadable! (restricted)]
170-184 Testing for structural change in regression quantiles by Qu, Zhongjun [Downloadable! (restricted)]
185-198 Local likelihood estimation of truncated regression and its partial derivatives: Theory and application by Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin [Downloadable! (restricted)]
2008, Volume 145, Issue 1-2 1-3 Special issue editors' introduction: The use of econometrics in informing public policy makers by Sickles, Robin C. & Williams, Jennifer [Downloadable! (restricted)]
4-20 A model of Social Security Disability Insurance using matched SIPP/Administrative data by Lahiri, Kajal & Song, Jae & Wixon, Bernard [Downloadable! (restricted)]
21-42 Social security and the retirement and savings behavior of low-income households by van der Klaauw, Wilbert & Wolpin, Kenneth I. [Downloadable! (restricted)]
43-63 Household search and health insurance coverage by Dey, Matthew & Flinn, Christopher [Downloadable! (restricted)]
64-80 Heterogeneous impacts in PROGRESA by Djebbari, Habiba & Smith, Jeffrey [Downloadable! (restricted)]
81-97 State dependence in youth labor market experiences, and the evaluation of policy interventions by Doiron, Denise & Gørgens, Tue [Downloadable! (restricted)]
98-108 Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients by Hsiao, Cheng & Shen, Yan & Wang, Boqing & Weeks, Greg [Downloadable! (restricted)]
109-120 The long-run cost of job loss as measured by consumption changes by Browning, Martin & Crossley, Thomas F. [Downloadable! (restricted)]
121-133 Panel data methods for fractional response variables with an application to test pass rates by Papke, Leslie E. & Wooldridge, Jeffrey M. [Downloadable! (restricted)]
134-157 Efficiency in public schools: Does competition matter? by Millimet, Daniel L. & Collier, Trevor [Downloadable! (restricted)]
158-173 Turning from crime: A dynamic perspective by Sickles, Robin C. & Williams, Jenny [Downloadable! (restricted)]
174-193 On the estimation of returns to scale, technical progress and monopolistic markups by Diewert, W. Erwin & Fox, Kevin J. [Downloadable! (restricted)]
194-208 Estimating regional trade agreement effects on FDI in an interdependent world by Baltagi, Badi H. & Egger, Peter & Pfaffermayr, Michael [Downloadable! (restricted)]
209-225 Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations by Wheelock, David C. & Wilson, Paul W. [Downloadable! (restricted)]
226-242 Relative prices and electronic substitution: Changes in household-level demand for postal delivery services from 1986 to 2004 by Hong, Seung-Hyun & Wolak, Frank A. [Downloadable! (restricted)]
243-257 Is econometrics useful for private policy making? A case study of replacement policy at an auto rental company by Cho, Sungjin & Rust, John [Downloadable! (restricted)]
2008, Volume 144, Issue 2 325-340 Evolution of forecast disagreement in a Bayesian learning model by Lahiri, Kajal & Sheng, Xuguang [Downloadable! (restricted)]
341-351 Patient enrollment in medical trials: Selection bias in a randomized experiment by Malani, Anup [Downloadable! (restricted)]
352-370 Testing for jumps when asset prices are observed with noise-a "swap variance" approach by Jiang, George J. & Oomen, Roel C.A. [Downloadable! (restricted)]
371-391 Difference in difference meets generalized least squares: Higher order properties of hypotheses tests by Hausman, Jerry & Kuersteiner, Guido [Downloadable! (restricted)]
392-408 Estimation of partial differential equations with applications in finance by Kristensen, Dennis [Downloadable! (restricted)]
409-427 Valid tests of whether technical inefficiency depends on firm characteristics by Kim, Myungsup & Schmidt, Peter [Downloadable! (restricted)]
428-429 Restricted Kalman filtering revisited by Pizzinga, Adrian & Fernandes, Cristiano & Contreras, Sergio [Downloadable! (restricted)]
430-446 Inference in panel data models under attrition caused by unobservables by Bhattacharya, Debopam [Downloadable! (restricted)]
447-464 Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model by Kruiniger, Hugo [Downloadable! (restricted)]
465-478 Analysis of treatment response data from eligibility designs by Chib, Siddhartha & Jacobi, Liana [Downloadable! (restricted)]
479-491 The effect of college curriculum on earnings: An affinity identifier for non-ignorable non-response bias by Hamermesh, Daniel S. & Donald, Stephen G. [Downloadable! (restricted)]
492-499 Semiparametric estimation of a binary response model with a change-point due to a covariate threshold by Lee, Sokbae & Seo, Myung Hwan [Downloadable! (restricted)]
500-510 Bootstrap refinements for QML estimators of the GARCH(1,1) parameters by Corradi, Valentina & Iglesias, Emma M. [Downloadable! (restricted)]
511-523 Nearly-singular design in GMM and generalized empirical likelihood estimators by Caner, Mehmet [Downloadable! (restricted)]
524-525 Corrigendum to: "Testing for unit roots with flow data and varying sampling frequency" [J. Econom. 119 (1) (2004) 1-18] by Chambers, Marcus J. [Downloadable! (restricted)]
2008, Volume 144, Issue 1 1-26 An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions by Aït-Sahalia, Yacine & Mykland, Per A. [Downloadable! (restricted)]
27-61 Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution by Hu, Yingyao [Downloadable! (restricted)]
62-80 Likelihood approximation by numerical integration on sparse grids by Heiss, Florian & Winschel, Viktor [Downloadable! (restricted)]
81-117 Partial identification of probability distributions with misclassified data by Molinari, Francesca [Downloadable! (restricted)]
118-138 Weak identification robust tests in an instrumental quantile model by Jun, Sung Jae [Downloadable! (restricted)]
139-155 A non-parametric independence test using permutation entropy by Matilla-Garcia, Mariano & Ruiz Marin, Manuel [Downloadable! (restricted)]
156-174 Learning and the value of information: Evidence from health plan report cards by Chernew, Michael & Gowrisankaran, Gautam & Scanlon, Dennis P. [Downloadable! (restricted)]
175-192 Mixtures of t-distributions for finance and forecasting by Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert [Downloadable! (restricted)]
193-218 Local polynomial estimation of nonparametric simultaneous equations models by Su, Liangjun & Ullah, Aman [Downloadable! (restricted)]
219-233 More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares by Im, Kyung So & Schmidt, Peter [Downloadable! (restricted)]
234-256 Risk, jumps, and diversification by Bollerslev, Tim & Law, Tzuo Hann & Tauchen, George [Downloadable! (restricted)]
257-275 Nonparametric estimation and testing of fixed effects panel data models by Henderson, Daniel J. & Carroll, Raymond J. & Li, Qi [Downloadable! (restricted)]
276-305 A semi-parametric Bayesian approach to the instrumental variable problem by Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E. [Downloadable! (restricted)]
306-324 Chain indices of the cost-of-living and the path-dependence problem: An empirical solution by Oulton, Nicholas [Downloadable! (restricted)]
2008, Volume 143, Issue 2 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14 Access
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This page was last updated on 2009-11-13.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .