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Elsevier Journal of Econometrics Contact information of
Elsevier: http://www.elsevier.com/locate/jeconom
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2008, Volume 143, Issue 2
274-290 Birth-spacing, fertility and neonatal mortality in India: Dynamics, frailty, and fecundity by Bhalotra, Sonia & Soest, Arthur van [Downloadable! (restricted)]
291-316 Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models by Panagiotelis, Anastasios & Smith, Michael [Downloadable! (restricted)]
317-333 A smooth nonparametric conditional quantile frontier estimator by Martins-Filho, Carlos & Yao, Feng [Downloadable! (restricted)]
334-348 Bayesian analysis of the ordered probit model with endogenous selection by Munkin, Murat K. & Trivedi, Pravin K. [Downloadable! (restricted)]
349-374 Long-run risk-return trade-offs by Bandi, Federico M. & Perron, Benoît [Downloadable! (restricted)]
375-395 Examining bias in estimators of linear rational expectations models under misspecification by Jondeau, Eric & Le Bihan, Hervé [Downloadable! (restricted)]
396-397 Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert [Downloadable! (restricted)]
2008, Volume 143, Issue 1 1-4 Specification testing by Delgado, Miguel A. [Downloadable! (restricted)]
5-18 On distribution-free goodness-of-fit testing of exponentiality by Haywood, John & Khmaladze, Estate [Downloadable! (restricted)]
19-36 Testing multivariate distributions in GARCH models by Bai, Jushan & Chen, Zhihong [Downloadable! (restricted)]
37-55 Distribution-free specification tests of conditional models by Delgado, Miguel A. & Stute, Winfried [Downloadable! (restricted)]
56-73 Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach by Dette, Holger & Podolskij, Mark [Downloadable! (restricted)]
74-87 Joint and marginal specification tests for conditional mean and variance models by Carlos Escanciano, J. [Downloadable! (restricted)]
88-102 Specification tests in nonparametric regression by Einmahl, John H.J. & Van Keilegom, Ingrid [Downloadable! (restricted)]
103-122 Breaking the curse of dimensionality in nonparametric testing by Lavergne, Pascal & Patilea, Valentin [Downloadable! (restricted)]
123-142 Nonparametric simultaneous testing for structural breaks by Gao, Jiti & Gijbels, Irene & Van Bellegem, Sebastien [Downloadable! (restricted)]
143-165 Specification testing for regression models with dependent data by Hidalgo, J. [Downloadable! (restricted)]
166-190 Goodness-of-fit tests for conditional models under censoring and truncation by Cao, Ricardo & Gonzalez-Manteiga, Wenceslao [Downloadable! (restricted)]
191-205 On specification testing of ordered discrete choice models by Mora, Juan & Moro-Egido, Ana I. [Downloadable! (restricted)]
206-225 Diagnostic testing for cointegration by Robinson, P.M. [Downloadable! (restricted)]
2008, Volume 142, Issue 2 611-614 Special issue editors' introduction: The regression discontinuity design--Theory and applications by Imbens, Guido & Lemieux, Thomas [Downloadable! (restricted)]
615-635 Regression discontinuity designs: A guide to practice by Imbens, Guido W. & Lemieux, Thomas [Downloadable! (restricted)]
636-654 "Waiting for Life to Arrive": A history of the regression-discontinuity design in Psychology, Statistics and Economics by Cook, Thomas D. [Downloadable! (restricted)]
655-674 Regression discontinuity inference with specification error by Lee, David S. & Card, David [Downloadable! (restricted)]
675-697 Randomized experiments from non-random selection in U.S. House elections by Lee, David S. [Downloadable! (restricted)]
698-714 Manipulation of the running variable in the regression discontinuity design: A density test by McCrary, Justin [Downloadable! (restricted)]
715-730 Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs by Battistin, Erich & Rettore, Enrico [Downloadable! (restricted)]
731-756 Breaking the link between poverty and low student achievement: An evaluation of Title I by van der Klaauw, Wilbert [Downloadable! (restricted)]
757-784 The work disincentive effects of the disability insurance program in the 1990s by Chen, Susan & van der Klaauw, Wilbert [Downloadable! (restricted)]
785-806 How do extended benefits affect unemployment duration A regression discontinuity approach by Lalive, Rafael [Downloadable! (restricted)]
807-828 Incentive effects of social assistance: A regression discontinuity approach by Lemieux, Thomas & Milligan, Kevin [Downloadable! (restricted)]
829-850 Mandatory summer school and student achievement by Matsudaira, Jordan D. [Downloadable! (restricted)]
2008, Volume 142, Issue 1 1-27 Nonlinearity, nonstationarity, and spurious forecasts by Marmer, Vadim [Downloadable! (restricted)]
28-49 Symmetry-based inference in an instrumental variable setting by Bekker, Paul A. & Lawford, Steve [Downloadable! (restricted)]
50-93 Testing slope homogeneity in large panels by Hashem Pesaran, M. & Yamagata, Takashi [Downloadable! (restricted)]
94-133 Adaptive consistent unit-root tests based on autoregressive threshold model by Bec, Frederique & Guay, Alain & Guerre, Emmanuel [Downloadable! (restricted)]
134-161 Generalized empirical likelihood tests in time series models with potential identification failure by Guggenberger, Patrik & Smith, Richard J. [Downloadable! (restricted)]
162-182 Local rank tests in a multivariate nonparametric relationship by Fortuna, Natercia [Downloadable! (restricted)]
183-200 Exactly distribution-free inference in instrumental variables regression with possibly weak instruments by Andrews, Donald W.K. & Marmer, Vadim [Downloadable! (restricted)]
201-211 Sparse estimators and the oracle property, or the return of Hodges' estimator by Leeb, Hannes & Potscher, Benedikt M. [Downloadable! (restricted)]
212-240 A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change by Deng, Ai & Perron, Pierre [Downloadable! (restricted)]
241-264 Nonparametric transformation to white noise by Linton, Oliver B. & Mammen, Enno [Downloadable! (restricted)]
265-280 Adaptive estimation of autoregressive models with time-varying variances by Xu, Ke-Li & Phillips, Peter C.B. [Downloadable! (restricted)]
281-311 Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions by Feng, Guohua & Serletis, Apostolos [Downloadable! (restricted)]
312-326 A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test by Francq, Christian & Makarova, Svetlana & Zakoi[diaeresis]an, Jean-Michel [Downloadable! (restricted)]
327-351 Robust estimation for structural spurious regressions and a Hausman-type cointegration test by Choi, Chi-Young & Hu, Ling & Ogaki, Masao [Downloadable! (restricted)]
352-378 Estimation and tests for power-transformed and threshold GARCH models by Pan, Jiazhu & Wang, Hui & Tong, Howell [Downloadable! (restricted)]
379-398 Instrumental variable quantile regression: A robust inference approach by Chernozhukov, Victor & Hansen, Christian [Downloadable! (restricted)]
399-424 The multi-state latent factor intensity model for credit rating transitions by Koopman, Siem Jan & Lucas, Andre & Monteiro, Andre [Downloadable! (restricted)]
425-448 Estimation and testing of Euler equation models with time-varying reduced-form coefficients by Li, Hong [Downloadable! (restricted)]
449-466 Efficient estimation and inference in linear pseudo-panel data models by Inoue, Atsushi [Downloadable! (restricted)]
467-483 Temporal aggregation of multivariate GARCH processes by Hafner, Christian M. [Downloadable! (restricted)]
484-507 On Bayesian analysis and computation for functions with monotonicity and curvature restrictions by McCausland, William J. [Downloadable! (restricted)]
508-538 Conditional empirical likelihood estimation and inference for quantile regression models by Otsu, Taisuke [Downloadable! (restricted)]
539-552 Fixed effects instrumental variables estimation in correlated random coefficient panel data models by Murtazashvili, Irina & Wooldridge, Jeffrey M. [Downloadable! (restricted)]
553-580 Bayesian stochastic search for VAR model restrictions by George, Edward I. & Sun, Dongchu & Ni, Shawn [Downloadable! (restricted)]
581-609 Testing for unit root processes in random coefficient autoregressive models by Distaso, Walter [Downloadable! (restricted)]
2007, Volume 141, Issue 2 323-349 Realized range-based estimation of integrated variance by Christensen, Kim & Podolskij, Mark [Downloadable! (restricted)]
350-382 Instrumental variable estimation based on conditional median restriction by Sakata, Shinichi [Downloadable! (restricted)]
383-415 Generalized R-estimators under conditional heteroscedasticity by Mukherjee, Kanchan [Downloadable! (restricted)]
416-459 Incidental trends and the power of panel unit root tests by Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B. [Downloadable! (restricted)]
460-481 Non-parametric estimation of sequential english auctions by Brendstrup, Bjarne [Downloadable! (restricted)]
482-491 On the uniqueness of optimal prices set by monopolistic sellers by van den Berg, Gerard J. [Downloadable! (restricted)]
492-516 On the second-order properties of empirical likelihood with moment restrictions by Chen, Song Xi & Cui, Hengjian [Downloadable! (restricted)]
517-547 Contemporaneous threshold autoregressive models: Estimation, testing and forecasting by Dueker, Michael J. & Sola, Martin & Spagnolo, Fabio [Downloadable! (restricted)]
548-573 Efficient tests of the seasonal unit root hypothesis by Rodrigues, Paulo M.M. & Taylor, A.M. Robert [Downloadable! (restricted)]
574-596 Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach by Nielsen, Morten Orregaard & Shimotsu, Katsumi [Downloadable! (restricted)]
597-620 Asymptotic properties of a robust variance matrix estimator for panel data when T is large by Hansen, Christian B. [Downloadable! (restricted)]
621-651 Online forecast combinations of distributions: Worst case bounds by Sancetta, Alessio [Downloadable! (restricted)]
652-682 Nonparametric tests for conditional symmetry in dynamic models by Delgado, Miguel A. & Carlos Escanciano, J. [Downloadable! (restricted)]
683-703 Masking identification of discrete choice models under simulation methods by Chiou, Lesley & Walker, Joan L. [Downloadable! (restricted)]
704-735 A smoothed least squares estimator for threshold regression models by Seo, Myung Hwan & Linton, Oliver [Downloadable! (restricted)]
736-776 Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates by Hong, Yongmiao & Li, Haitao & Zhao, Feng [Downloadable! (restricted)]
777-806 Endogenous selection or treatment model estimation by Lewbel, Arthur [Downloadable! (restricted)]
807-834 A consistent characteristic function-based test for conditional independence by Su, Liangjun & White, Halbert [Downloadable! (restricted)]
835-875 A goodness-of-fit test for ARCH([infinity]) models by Hidalgo, Javier & Zaffaroni, Paolo [Downloadable! (restricted)]
876-912 Modelling security market events in continuous time: Intensity based, multivariate point process models by Bowsher, Clive G. [Downloadable! (restricted)]
913-949 Asymptotics for duration-driven long range dependent processes by Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe [Downloadable! (restricted)]
950-972 An adaptive empirical likelihood test for parametric time series regression models by Chen, Song Xi & Gao, Jiti [Downloadable! (restricted)]
973-1013 A goodness-of-fit test for ARCH([infinity]) models by Hidalgo, Javier & Zaffaroni, Paolo [Downloadable! (restricted)]
1014-1043 Discrete time duration models with group-level heterogeneity by Frederiksen, Anders & Honore, Bo E. & Hu, Luojia [Downloadable! (restricted)]
1044-1072 Income distribution and inequality measurement: The problem of extreme values by Cowell, Frank A. & Flachaire, Emmanuel [Downloadable! (restricted)]
1073-1099 A zero-inflated ordered probit model, with an application to modelling tobacco consumption by Harris, Mark N. & Zhao, Xueyan [Downloadable! (restricted)]
1100-1114 Estimating a generalized correlation coefficient for a generalized bivariate probit model by Chen, Songnian & Zhou, Yahong [Downloadable! (restricted)]
1115-1130 Nonstationary discrete choice: A corrigendum and addendum by Phillips, Peter C.B. & Jin, Sainan & Hu, Ling [Downloadable! (restricted)]
1131-1158 Endogeneity in quantile regression models: A control function approach by Lee, Sokbae [Downloadable! (restricted)]
1159-1195 Time and causality: A Monte Carlo assessment of the timing-of-events approach by Gaure, Simen & Roed, Knut & Zhang, Tao [Downloadable! (restricted)]
1196-1218 Confidence sets for the date of a single break in linear time series regressions by Elliott, Graham & Muller, Ulrich K. [Downloadable! (restricted)]
1219-1244 Finite sample multivariate structural change tests with application to energy demand models by Bernard, Jean-Thomas & Idoudi, Nadhem & Khalaf, Lynda & Yelou, Clement [Downloadable! (restricted)]
1245-1280 Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan by Yu, Jialin [Downloadable! (restricted)]
1281-1301 Inverse probability weighted estimation for general missing data problems by Wooldridge, Jeffrey M. [Downloadable! (restricted)]
1302-1330 A simple, robust and powerful test of the trend hypothesis by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert [Downloadable! (restricted)]
1331-1352 A theory of robust long-run variance estimation by Muller, Ulrich K. [Downloadable! (restricted)]
1353-1384 Nonstationarity-extended local Whittle estimation by Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas [Downloadable! (restricted)]
1385-1411 Efficient high-dimensional importance sampling by Richard, Jean-Francois & Zhang, Wei [Downloadable! (restricted)]
1412-1417 Corrigendum to "The pseudo-true score encompassing test for non-nested hypotheses": [Journal of Econometrics 106, 271-295] by Chen, Yi-Ting & Kuan, Chung-Ming [Downloadable! (restricted)]
1417-1418 Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394] by Hall, Alastair R. & Inoue, Atsushi [Downloadable! (restricted)]
1417-1419 Erratum to "Generalizing the standard product rule of probability theory and Bayes's Theorem": [J. Econometrics 138 (1) (2007) 14-23] by Zellner, Arnold [Downloadable! (restricted)]
2007, Volume 141, Issue 1 1-4 Semiparametric methods in econometrics by Fernandes, Marcelo & Linton, Oliver & Scaillet, Olivier [Downloadable! (restricted)]
5-43 Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables by Ai, Chunrong & Chen, Xiaohong [Downloadable! (restricted)]
44-64 Testing the Markov property with high frequency data by Amaro de Matos, Joao & Fernandes, Marcelo [Downloadable! (restricted)]
65-83 Censored regression quantiles with endogenous regressors by Blundell, Richard & Powell, James L. [Downloadable! (restricted)]
84-108 Semiparametric identification and estimation in multi-object, English auctions by Brendstrup, Bjarne & Paarsch, Harry J. [Downloadable! (restricted)]
109-140 Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models by Chen, Xiaohong & Hong, Han & Shum, Matthew [Downloadable! (restricted)]
141-166 Asymptotic and bootstrap inference for inequality and poverty measures by Davidson, Russell & Flachaire, Emmanuel [Downloadable! (restricted)]
167-178 Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance by Dias, Ronaldo & Garcia, Nancy L. [Downloadable! (restricted)]
179-212 Root-N consistent semiparametric estimators of a dynamic panel-sample-selection model by Gayle, George-Levi & Viauroux, Christelle [Downloadable! (restricted)]
213-249 Local multiplicative bias correction for asymmetric kernel density estimators by Hagmann, M. & Scaillet, O. [Downloadable! (restricted)]
250-282 The quantilogram: With an application to evaluating directional predictability by Linton, O. & Whang, Yoon-Jae [Downloadable! (restricted)]
283-319 Nonparametric frontier estimation via local linear regression by Martins-Filho, Carlos & Yao, Feng [Downloadable! (restricted)]
2007, Volume 140, Issue 2 333-374 Identification and estimation of econometric models with group interactions, contextual factors and fixed effects by Lee, Lung-fei [Downloadable! (restricted)]
375-400 Nonparametric efficiency analysis: A multivariate conditional quantile approach by Daouia, Abdelaati & Simar, Leopold [Downloadable! (restricted)]
401-412 Analysis of treatment response data without the joint distribution of potential outcomes by Chib, Siddhartha [Downloadable! (restricted)]
413-424 Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk by Reif, Jiri [Downloadable! (restricted)]
425-449 Stochastic volatility with leverage: Fast and efficient likelihood inference by Omori, Yasuhiro & Chib, Siddhartha & Shephard, Neil & Nakajima, Jouchi [Downloadable! (restricted)]
450-484 Root-n-consistent estimation of weak fractional cointegration by Hualde, J. & Robinson, P.M. [Downloadable! (restricted)]
485-502 Infrastructure and productivity: An extension to private infrastructure and it productivity by Duggal, Vijaya G. & Saltzman, Cynthia & Klein, Lawrence R. [Downloadable! (restricted)]
503-528 Estimating dynamic panel data discrete choice models with fixed effects by Carro, Jesus M. [Downloadable! (restricted)]
529-573 Efficient estimation of general dynamic models with a continuum of moment conditions by Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric [Downloadable! (restricted)]
574-617 Long difference instrumental variables estimation for dynamic panel models with fixed effects by Hahn, Jinyong & Hausman, Jerry & Kuersteiner, Guido [Downloadable! (restricted)]
618-649 Trends and cycles in economic time series: A Bayesian approach by Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K. [Downloadable! (restricted)]
650-669 The second-order bias and mean squared error of estimators in time-series models by Bao, Yong & Ullah, Aman [Downloadable! (restricted)]
670-694 Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects by Hansen, Christian B. [Downloadable! (restricted)]
695-718 Testing joint hypotheses when one of the alternatives is one-sided by Abadir, Karim M. & Distaso, Walter [Downloadable! (restricted)]
719-752 Asymptotics for out of sample tests of Granger causality by McCracken, Michael W. [Downloadable! (restricted)]
753-780 Testing constancy of the error covariance matrix in vector models by Eklund, Bruno & Terasvirta, Timo [Downloadable! (restricted)]
781-801 Modeling and calculating the effect of treatment at baseline from panel outcomes by Chib, Siddhartha & Jacobi, Liana [Downloadable! (restricted)]
802-826 A consistent model specification test with mixed discrete and continuous data by Hsiao, Cheng & Li, Qi & Racine, Jeffrey S. [Downloadable! (restricted)]
827-848 A structural analysis of the correlated random coefficient wage regression model by Belzil, Christian & Hansen, Jorgen [Downloadable! (restricted)]
849-873 Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models by Ling, Shiqing [Downloadable! (restricted)]
874-883 Why elementary price index number formulas differ: Evidence on price dispersion by Silver, Mick & Heravi, Saeed [Downloadable! (restricted)]
884-918 Properties of optimal forecasts under asymmetric loss and nonlinearity by Patton, Andrew J. & Timmermann, Allan [Downloadable! (restricted)]
919-947 Testing for unit roots in time series models with non-stationary volatility by Cavaliere, Giuseppe & Taylor, A.M. Robert [Downloadable! (restricted)]
2007, Volume 140, Issue 1 1-4 Analysis of spatially dependent data by Baltagi, Badi H. & Kelejian, Harry H. & Prucha, Ingmar R. [Downloadable! (restricted)]
5-51 Testing for serial correlation, spatial autocorrelation and random effects using panel data by Baltagi, Badi H. & Heun Song, Seuck & Cheol Jung, Byoung & Koh, Won [Downloadable! (restricted)]
52-75 Identification of binary choice models with social interactions by Brock, William A. & Durlauf, Steven N. [Downloadable! (restricted)]
76-96 Spatial correlation robust inference with errors in location or distance by Conley, Timothy G. & Molinari, Francesca [Downloadable! (restricted)]
97-130 Panel data models with spatially correlated error components by Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R. [Downloadable! (restricted)]
131-154 HAC estimation in a spatial framework by Kelejian, Harry H. & Prucha, Ingmar R. [Downloadable! (restricted)]
155-189 The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models by Lee, Lung-fei [Downloadable! (restricted)]
190-214 A matrix exponential spatial specification by LeSage, James P. & Kelley Pace, R. [Downloadable! (restricted)]
215-225 A central limit theorem for endogenous locations and complex spatial interactions by Pinkse, Joris & Shen, Lihong & Slade, Margaret [Downloadable! (restricted)]
226-259 A spatial model for multivariate lattice data by Sain, Stephan R. & Cressie, Noel [Downloadable! (restricted)]
260-281 Estimating models of complex FDI: Are there third-country effects? by Baltagi, Badi H. & Egger, Peter & Pfaffermayr, Michael [Downloadable! (restricted)]
282-303 Estimating dynamic local interactions models by Conley, Timothy G. & Topa, Giorgio [Downloadable! (restricted)]
304-332 The origin of spatial interaction by Keller, Wolfgang & Shiue, Carol H. [Downloadable! (restricted)]
2007, Volume 139, Issue 2 237-241 The econometrics of intellectual property: An overview by McAleer, Michael [Downloadable! (restricted)]
242-258 Estimation of patent licensing value using a flexible demand specification by Hausman, Jerry A. & Leonard, Gregory K. [Downloadable! (restricted)]
259-284 An econometric analysis of asymmetric volatility: Theory and application to patents by McAleer, Michael & Chan, Felix & Marinova, Dora [Downloadable! (restricted)]
285-302 Valuing intangible assets with a nested logit market share model by Dubin, Jeffrey A. [Downloadable! (restricted)]
303-317 Econometric analysis of copyrights by Slottje, Daniel J. & Millimet, Daniel L. & Buchanan, Michael J. [Downloadable! (restricted)]
318-339 The size distribution of innovations revisited: An application of extreme value statistics to citation and value measures of patent significance by Silverberg, Gerald & Verspagen, Bart [Downloadable! (restricted)]
340-354 Patenting, intellectual property rights and sectoral outputs in Industrial Revolution Britain, 1780-1851 by Greasley, David & Oxley, Les [Downloadable! (restricted)]
355-375 Patent activity and technical change by Basmann, Robert L. & McAleer, Michael & Slottje, Daniel [Downloadable! (restricted)]
376-390 Modeling the diffusion of scientific publications by Fok, Dennis & Franses, Philip Hans [Downloadable! (restricted)]
2007, Volume 139, Issue 1 1-3 Endogeneity, instruments and identification by Chesher, Andrew & Dhaene, Geert & van Dijk, Herman [Downloadable! (restricted)]
4-14 Instrumental variable estimation of nonseparable models by Chernozhukov, Victor & Imbens, Guido W. & Newey, Whitney K. [Downloadable! (restricted)]
15-34 Instrumental values by Chesher, Andrew [Downloadable! (restricted)]
35-75 Nonparametric IV estimation of local average treatment effects with covariates by Frolich, Markus [Downloadable! (restricted)]
76-104 Identification and information in monotone binary models by Magnac, Thierry & Maurin, Eric [Downloadable! (restricted)]
105-115 Minimax-regret treatment choice with missing outcome data by Manski, Charles F. [Downloadable! (restricted)]
116-132 Performance of conditional Wald tests in IV regression with weak instruments by Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H. [Downloadable! (restricted)]
133-153 Further results on projection-based inference in IV regressions with weak, collinear or missing instruments by Dufour, Jean-Marie & Taamouti, Mohamed [Downloadable! (restricted)]
154-180 On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks by Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K. [Downloadable! (restricted)]
181-216 Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics by Kleibergen, Frank [Downloadable! (restricted)]
217-236 Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small by Poskitt, D.S. & Skeels, C.L. [Downloadable! (restricted)]
2007, Volume 138, Issue 2 379-387 Information and entropy econometrics - volume overview and synthesis by Golan, Amos [Downloadable! (restricted)]
388-404 Some aspects of the history of Bayesian information processing by Zellner, Arnold [Downloadable! (restricted)]
405-429 Information optimality and Bayesian modelling by Clarke, Bertrand [Downloadable! (restricted)]
430-460 Efficient information theoretic inference for conditional moment restrictions by Smith, Richard J. [Downloadable! (restricted)]
461-487 On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood by Antoine, Bertille & Bonnal, Helene & Renault, Eric [Downloadable! (restricted)]
488-512 Information in generalized method of moments estimation and entropy-based moment selection by Hall, Alastair R. & Inoue, Atsushi & Jana, Kalidas & Shin, Changmock [Downloadable! (restricted)]
513-531 Estimation and inference in the case of competing sets of estimating equations by Judge, George G. & Mittelhammer, Ron C. [Downloadable! (restricted)]
532-546 GMM estimation of a maximum entropy distribution with interval data by Wu, Ximing & Perloff, Jeffrey M. [Downloadable! (restricted)]
547-567 A versatile and robust metric entropy test of time-reversibility, and other hypotheses by Racine, Jeffrey S. & Maasoumi, Esfandiar [Downloadable! (restricted)]
568-585 Information measures for generalized gamma family by Dadpay, Ali & Soofi, Ehsan S. & Soyer, Refik [Downloadable! (restricted)]
2007, Volume 138, Issue 1 1-2 Progress and challenges in econometrics by Franses, Philip Hans & van Dijk, Herman K. [Downloadable! (restricted)]
3-13 Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam by Granger, Clive W.J. [Downloadable! (restricted)]
14-23 Generalizing the standard product rule of probability theory and Bayes's Theorem by Zellner, Arnold [Downloadable! (restricted)]
24-46 Testing with many weak instruments by Andrews, Donald W.K. & Stock, James H. [Downloadable! (restricted)]
47-62 The zero-information-limit condition and spurious inference in weakly identified models by Nelson, Charles R. & Startz, Richard [Downloadable! (restricted)]
63-103 Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data by Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K. [Downloadable! (restricted)]
104-124 Unit root log periodogram regression by Phillips, Peter C.B. [Downloadable! (restricted)]
125-180 No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications by Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav [Downloadable! (restricted)]
181-207 Measuring volatility with the realized range by Martens, Martin & van Dijk, Dick [Downloadable! (restricted)]
208-230 Product attributes and models of multiple discreteness by Kim, Jaehwan & Allenby, Greg M. & Rossi, Peter E. [Downloadable! (restricted)]
231-251 Seasonality and non-linear price effects in scanner-data-based market-response models by Fok, Dennis & Hans Franses, Philip & Paap, Richard [Downloadable! (restricted)]
252-290 Smoothly mixing regressions by Geweke, John & Keane, Michael [Downloadable! (restricted)]
291-311 Approximately normal tests for equal predictive accuracy in nested models by Clark, Todd E. & West, Kenneth D. [Downloadable! (restricted)]
312-355 A pair-wise approach to testing for output and growth convergence by Hashem Pesaran, M. [Downloadable! (restricted)]
356-378 Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory by Abdellaoui, Mohammed & Barrios, Carolina & Wakker, Peter P. [Downloadable! (restricted)]
2007, Volume 137, Issue 2 277-310 Gaussian semiparametric estimation of multivariate fractionally integrated processes by Shimotsu, Katsumi [Downloadable! (restricted)]
311-333 A robust version of the KPSS test based on indicators by de Jong, Robert M. & Amsler, Christine & Schmidt, Peter [Downloadable! (restricted)]
334-353 Granger causality and path diagrams for multivariate time series by Eichler, Michael [Downloadable! (restricted)]
354-395 A simple approach to the parametric estimation of potentially nonstationary diffusions by Bandi, Federico M. & Phillips, Peter C.B. [Downloadable! (restricted)]
396-413 Finite sample properties of maximum likelihood estimator in spatial models by Bao, Yong & Ullah, Aman [Downloadable! (restricted)]
414-440 Decisionmetrics: A decision-based approach to econometric modelling by Skouras, Spyros [Downloadable! (restricted)]
441-471 Optimal statistical decisions about some alternative financial models by Stummer, Wolfgang & Vajda, Igor [Downloadable! (restricted)]
472-488 Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean by Blake, Andrew P. & Kapetanios, George [Downloadable! (restricted)]
489-514 GMM and 2SLS estimation of mixed regressive, spatial autoregressive models by Lee, Lung-fei [Downloadable! (restricted)]
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This page was last updated on 2010-1-4.
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 .