Econometric Research Association
Articles of International Econometric Review (IER)
Contact information of Econometric Research Association:
Postal: Sairler Sokak, No:32/C, Gaziosmanpasa, Ankara, Turkey
Phone: + 90 312 447 51 95
Fax: + 90 312 447 51 95
Email:
Web page: http://www.era.org.tr/
More information through EDIRC
Editor:
Additional information is available for the following
registered editor(s): Asad Zaman
For corrections or technical questions regarding this series, please contact
(M. F. Cosar)
Series handle: repec:erh:journl
Citations RSS feed: at CitEc
Impact factors:
Simple,
Recursive,
Discounted,
Recursive discounted,
H-Index,
Aggregate
Access and download statistics
Top item: By citations. By downloads (last 12 months).
2013, Volume 5, Issue 1
- 1-19 Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India
by Debabrata Mukhopadhyay & Nityananda Sarkar - 20-42 A Review of Kernel Density Estimation with Applications to Econometrics
by Adriano Z. Zambom & Ronaldo Dias
2011, Volume 3, Issue 2
- 1-12 A Structural Approach for Testing Causality
by Zahid Asghar - 13-21 A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics
by Mehmet Caner - 22-33 Impact of Model Specification Decisions on Unit Root Tests
by Atiq-ur-Rehman
2011, Volume 3, Issue 1
- 1-24 Intra-European Trade of Manufacturing Goods: An Extension of the Gravity Model
by Mark Vancauteren & Daniel Weiserbs - 25-37 Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices
by Admin Starcevic & Timothy Rodgers
2010, Volume 2, Issue 2
- 57-72 Variance Estimates and Model Selection
by Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý - 73-96 Behavior of realized volatility and correlation in exchange markets
by Amir Safari & Detlef Seese
2010, Volume 2, Issue 1
- 1-2 Editor’s Introduction
by Asad Zaman - 3-10 Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations
by Yilmaz Akdi & Koray Kalafatcilar & Kivilcim Metin-Ozcan - 11-35 Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment
by Lorne N. Switzer & Haibo Fan - 36-56 Causal Relations via Econometrics
by Asad Zaman
2009, Volume 1, Issue 2
- 63-76 A Comparison of Two Alternative Monetary Approaches to Exchange Rate Determination over the Long-Run
by Bruce Morley - 77-87 Testing Stationarity of Budgetary Position in Developing Countries
by Evan Lau & Ahmad Zubaidi Baharumshah & Shazali Abu Mansor & Chin-Hong Puah
2009, Volume 1, Issue 1
- 1-2 Editor’s Introduction
by Asad Zaman - 3-4 In Memoriam David Freedman (March 5, 1938–Oct 17, 2008)
by Asad Zaman - 5-17 Limits of Econometrics
by David A. Freedman - 18-27 What Now? Some Brief Reflections on Model-Free Data Analysis
by Richard Berk - 28-32 Comments on “Limits of Econometrics” by David Freedman
by Arnold Zellner - 33-49 A Minimum Power Divergence Class of CDFs and Estimators for the Binary Choice Model
by Ron Mittelhammer & George Judge - 50-62 Information Spillover, Volatility and the Currency Markets for the Binary Choice Model
by Walid Ben Omrane & Christian M. Hafner