Royal Economic Society
Econometrics Journal
Contact information of Royal Economic Society:
Web page: http://www.res.org.uk/
More information through EDIRC
This journal used to be published by Royal Economic Society under the name Econometrics Journal.
Order information:
Web: http://www.ectj.org
Pricing
information: individual rates available on request
Editor:
Editor: Oliver Linton
Editor: Pierre Perron
Editor: Jaap Abbring
Editor: Marius Ooms
Additional information is available for the following
registered editor(s): Richard J. Smith
Oliver Bruce Linton
Pierre Perron
Marius Ooms
For corrections or technical questions regarding this series, please contact
(Wiley-Blackwell Digital Licensing) or (Christopher F. Baum)
Series handle: repec:wly:emjrnl
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 16, Issue 1
- S1-S23 Identification of treatment response with social interactions
by Charles F. Manski - S24-S59 Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
by Jan F. Kiviet - 27-72 Instrumental variables estimation and inference in the presence of many exogenous regressors
by Stanislav Anatolyev - S60-S92 Partial identification in asymmetric auctions in the absence of independence
by Tatiana Komarova - 73-102 Estimation of spatial autoregressive models with randomly missing data in the dependent variable
by Wei Wang & Lung‐Fei Lee - S93-S105 Set inference in latent variables models
by Marc Henry & Ismael Mourifié - 103-134 Standardized LM tests for spatial error dependence in linear or panel regressions
by Badi H. Baltagi & Zhenlin Yang - Si-Sii Identification in Econometrics, Theory and Applications
by Christian Bontemps & Elie Tamer - 1-26 A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
by Yixiao Sun
2012, Volume 15, Issue 3
- B5-B10 A Review of Structural Macroeconometrics by DeJong (David N.) and Dave (Chetan)
by Christoph Görtz - B11-B15 A Review of The Oxford Handbook of Bayesian Econometrics edited by Geweke (John), Koop (Gary) and van Dijk (Herman)
by Gael Martin - 395-419 Weak instrument inference in the presence of parameter instability
by Hong Li & Zhijie Xiao - 420-461 Non‐parametric detection and estimation of structural change
by Dennis Kristensen - 462-489 Testing a parametric function against a non‐parametric alternative in IV and GMM settings
by Tue Gørgens & Allan Würtz - 490-515 Estimation of dynamic latent variable models using simulated non‐parametric moments
by Michael Creel & Dennis Kristensen - 516-534 Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests
by John C. Nankervis & Nathan E. Savin
2012, Volume 15, Issue 2
- B1-B3 A Review of Modelling Nonlinear Economic Time Series by TERÄSVIRTA (TIMO), TJØSTHEIM (DAG) and GRANGER (CLIVE W.J.)
by Denise R. Osborn - 171-203 Estimating and testing non‐affine option pricing models with a large unbalanced panel of options
by Fabrizio Ferriani & Sergio Pastorello - 204-225 Non‐stationary non‐parametric volatility model
by Heejoon Han & Shen Zhang - 226-254 Testing for rational bubbles in a coexplosive vector autoregression
by Tom Engsted & Bent Nielsen - 255-287 Non‐stationary regression with logistic transition
by Yoosoon Chang & Bibo Jiang & Joon Park - 288-303 Discrete endogenous variables in weakly separable models
by Sung Jae Jun & Joris Pinkse & Haiqing Xu - 304-324 Instrumental regression in partially linear models
by Jean‐Pierre Florens & Jan Johannes & Sébastien Van Bellegem - 325-357 Estimating the effect of a variable in a high‐dimensional linear model
by Peter S. Jensen & Allan H. Würtz - 358-393 Misspecification tests based on quantile residuals
by Leena Kalliovirta
2012, Volume 15, Issue 1
- C1-C30 Incorporating covariates in the measurement of welfare and inequality: methods and applications
by Stephen G. Donald & Yu‐Chin Hsu & Garry F. Barrett - 1-31 Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
by Francesco Bravo - C31-C53 Statistical inference in the presence of heavy tails
by Russell Davidson - 32-55 Breakdown point theory for implied probability bootstrap
by Lorenzo Camponovo & Taisuke Otsu - C54-C57 Discussion of S.G. Donald et al. and R. Davidson
by Christian Schluter - 56-100 Testing for common trends in semi‐parametric panel data models with fixed effects
by Yonghui Zhang & Liangjun Su & Peter C. B. Phillips - 101-124 Unit root tests for panel data with AR(1) errors and small T
by Rembert De Blander & Geert Dhaene - 125-153 On the problem of inference for inequality measures for heavy‐tailed distributions
by Christian Schluter - 154-169 Break point estimators for a slope shift: levels versus first differences
by Jingjing Yang - Ci-Cii Editorial
by Oliver Linton & Richard J. Smith