Contact information of Elsevier
Serial Information
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
The email address of this editor does not seem to be valid any more. Please ask P. M. Robinson to have the entry updated or send us the correct address.
Additional information is available for the following registered editor(s):
Takeshi Amemiya , A. Ronald Gallant , John Geweke , Cheng Hsiao .
Series handle: RePEc:eee:econom
ISSN: 0304-4076
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .
Content
October 2004, Volume 122, Issue 2
September 2004, Volume 122, Issue 1
- 1-26 Toward an empirical analysis of polarization
by Anderson, Gordon
- 27-46 On the harm that ignoring pretesting can cause
by Danilov, Dmitry & Magnus, J.R.Jan R.
- 47-79 Optimal forecast combinations under general loss functions and forecast error distributions
by Elliott, Graham & Timmermann, Allan
- 81-126 Testing for a unit root in panels with dynamic factors
by Moon, H.R.Hyungsik Roger & Perron, Benoit
- 127-136 Markov-switching models with endogenous explanatory variables
by Kim, C.-J.Chang-Jin
- 137-183 Estimating cross-section common stochastic trends in nonstationary panel data
by Bai, Jushan
- 185-212 Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
by Jacquier, Eric & Polson, Nicholas G. & Rossi, P.E.Peter E.
2004, Volume 121, Issue 1-2
- 1-18 The econometrics of higher education: editor's view
by Marsh, L.C.Lawrence C.
- 19-37 Econometric studies of higher education
by Ehrenberg, R.G.Ronald G.
- 39-98 The effect of schooling and ability on achievement test scores
by Hansen, Karsten T. & Heckman, James J. & Mullen, K.J.Kathleen J.
- 99-124 How robust is the evidence on the effects of college quality? Evidence from matching
by Black, Dan A. & Smith, J.A.Jeffrey A.
- 125-142 The effect of college location on migration of college-educated labor
by Groen, J.A.Jeffrey A.
- 143-173 Trade in university training: cross-state variation in the production and stock of college-educated labor
by Bound, John & Groen, Jeffrey & Kezdi, G.Gabor & Turner, Sarah
- 175-212 Estimating the social return to higher education: evidence from longitudinal and repeated cross-sectional data
by Moretti, Enrico
- 213-241 Why do employers pay for college?
by Cappelli, Peter
- 243-269 Time-use and college outcomes
by Stinebrickner, Ralph & Stinebrickner, T.R.Todd R.
- 271-296 How have college decisions changed over time? An application of the conditional logistic choice model
by Terry Long, B.Bridget
- 297-317 College performance predictions and the SAT
by Rothstein, J.M.Jesse M.
- 319-342 College applications and the effect of affirmative action
by Long, M.C.Mark C.
- 343-375 Ability sorting and the returns to college major
by Arcidiacono, Peter
- 377-404 The impact of college course offerings on the supply of academically talented public school teachers
by Reback, RandallRandall
- 405-426 Bayesian solutions to graduate admissions and related selection problems
by Marsh, L.C.Lawrence C. & Zellner, Arnold
June 2004, Volume 120, Issue 2
- 207-234 Alternative sampling methods for estimating multivariate normal probabilities
by Sandor, Zsolt & Andras, P.Peter
- 235-262 Asymptotic theory for heterogeneous dynamic pseudo-panels
by McKenzie, D.J.David J.
- 263-293 Bootstrap unit root tests in panels with cross-sectional dependency
by Chang, Yoosoon
- 295-326 Subsampling the distribution of diverging statistics with applications to finance
by Bertail, Patrice & Haefke, Christian & Politis, D.N.Dimitris N. & White, Halbert
- 327-359 Forecasting and turning point predictions in a Bayesian panel VAR model
by Canova, Fabio & Ciccarelli, Matteo
May 2004, Volume 120, Issue 1
- 1-33 Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
by Shintani, Mototsugu & Linton, Oliver
- 35-73 Alternative estimators and unit root tests for seasonal autoregressive processes
by Rodrigues, Paulo M. M. & Taylor, A. M. Robert
- 75-102 Contemporaneous aggregation of linear dynamic models in large economies
by Zaffaroni, Paolo
- 103-138 Nonstationary discrete choice
by Hu, Ling & Phillips, Peter C. B.
- 139-158 Stability of random coefficient ARCH models and aggregation schemes
by Kazakevicius, Vytautas & Leipus, Remigijus & Viano, Marie-Claude
- 159-180 Simple estimators for nonparametric panel data models with sample attrition
by Das, M.
- 181-205 Mobility measurement, transition matrices and statistical inference
by Formby, John P. & Smith, W. James & Zheng, Buhong
April 2004, Volume 119, Issue 2
- 223-230 Dynamic factor models
by Croux, Christophe & Renault, Eric & Werker, Bas
- 231-255 The generalized dynamic factor model consistency and rates
by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia
- 257-289 Factor representing portfolios in large asset markets
by Sentana, Enrique
- 291-321 Forecasting with nonstationary dynamic factor models
by Pena, Daniel & Poncela, Pilar
- 323-353 Kernel-based nonlinear canonical analysis and time reversibility
by Darolles, Serge & Florens, Jean-Pierre & Gourieroux, Christian
- 355-379 Temporal aggregation of volatility models
by Meddahi, Nour & Renault, Eric
- 381-412 The stochastic conditional duration model: a latent variable model for the analysis of financial durations
by Bauwens, Luc & Veredas, David
- 413-433 Stochastic volatility duration models
by Ghysels, Eric & Gourieroux, Christian & Jasiak, Joann
March 2004, Volume 119, Issue 1
- 1-18 Testing for unit roots with flow data and varying sampling frequency
by Chambers, Marcus J.
- 19-44 [tau]-estimators of regression models with structural change of unknown location
by Fiteni, Inmaculada
- 45-71 A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
by Abadir, Karim M. & Lucas, Andre
- 73-98 A consistent estimator for the binomial distribution in the presence of "incidental parameters": an application to patent data
by Machado, Matilde P.
- 99-130 Nonparametric estimation of regression functions with both categorical and continuous data
by Racine, Jeff & Li, Qi
- 131-154 Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
by Arteche, Josu
- 155-198 Semiparametric estimation of a panel data proportional hazards model with fixed effects
by Horowitz, Joel L. & Lee, Sokbae
- 199-219 Maximum likelihood and the bootstrap for nonlinear dynamic models
by Goncalves, Silvia & White, Halbert
- 221-222 Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" [J. Econom. 109 (2002) 33-65]
by Bollerslev, Tim & Zhou, Hao
2004, Volume 118, Issue 1-2
- 1-5 Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler
by Potscher, Benedikt M. & Prucha, Ingmar R.
- 7-26 Aggregation of space-time processes
by Giacomini, Raffaella & Granger, Clive W. J.
- 27-50 Estimation of simultaneous systems of spatially interrelated cross sectional equations
by Kelejian, Harry H. & Prucha, Ingmar R.
- 51-65 Robust estimation of generalized linear models with measurement errors
by Li, Tong & Hsiao, Cheng
- 67-94 A complete class of tests when the likelihood is locally asymptotically quadratic
by Ploberger, Werner
- 95-109 Least squares in general vector spaces revisited
by Schonfeld, Peter
- 111-127 An omnibus test for the time series model AR(1)
by Anderson, T. W. & Lockhart, R. A. & Stephens, M. A.
- 129-149 Generalized Levinson-Durbin and Burg algorithms
by Brockwell, P. J. & Dahlhaus, R.
- 151-187 Modeling of time series arrays by multistep prediction or likelihood methods
by Findley, David F. & Potscher, Benedikt M. & Wei, Ching-Zong
- 189-218 Bootstrapping nonparametric estimators of the volatility function
by Franke, Jurgen & Neumann, Michael H. & Stockis, Jean-Pierre
- 219-246 Nonlinear instrumental variable estimation of an autoregression
by Phillips, Peter C. B. & Park, Joon Y. & Chang, Yoosoon
- 247-256 Variance expressions for spectra estimated using auto-regressions
by Xie, Liang-Liang & Ljung, Lennart
- 257-291 The asymptotic variance of subspace estimates
by Chiuso, Alessandro & Picci, Giorgio
- 293-312 The relation of the CCA subspace method to a balanced reduction of an autoregressive model
by Dahlen, Anders & Scherrer, Wolfgang
- 313-339 System theory for system identification
by van Schuppen, Jan H.
- 341-373 Deterministic least squares filtering
by Willems, J. C.
December 2003, Volume 117, Issue 2
- 207-244 Strong rules for detecting the number of breaks in a time series
by Altissimo, Filippo & Corradi, Valentina
- 245-278 Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
by Chen, Songnian & Khan, Shakeeb
- 279-309 Semiparametric-efficient estimation of AR(1) panel data models
by Park, Byeong U. & Sickles, Robin C. & Simar, Leopold
- 311-311 Corrigendum to "Semiparametric-efficient estimation of AR(1) panel data models": [J. Econom. 117 (2003) 279-309]
by Park, Byeong U. & Sickles, Robin C. & Simar, Leopold
- 313-330 The equality of comparable extended families of classical-type and Hausman-type statistics
by Dastoor, Naorayex K.
- 331-367 Effective nonparametric estimation in the case of severely discretized data
by Coppejans, Mark
- 369-399 An alternative bootstrap to moving blocks for time series regression models
by Hidalgo, Javier
- 401-404 Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363]
by Breitung, Jorg & Taylor, A. M. Robert
November 2003, Volume 117, Issue 1
- 1-19 A simple estimator for nonlinear error in variable models
by Hong, Han & Tamer, Elie
- 21-53 Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
by Busetti, Fabio & Taylor, A. M. Robert
- 55-93 Empirical likelihood estimation and consistent tests with conditional moment restrictions
by Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K.
- 95-121 Estimating fractional cointegration in the presence of polynomial trends
by Chen, Willa W. & Hurvich, Clifford M.
- 123-150 Testing panel data regression models with spatial error correlation
by Baltagi, Badi H. & Song, Seuck Heun & Koh, Won
- 151-178 Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables
by Frazis, Harley & Loewenstein, Mark A.
- 179-206 Direct estimation of the risk neutral factor dynamics of Gaussian term structure models
by Bams, Dennis & Schotman, Peter C.
2003, Volume 116, Issue 1-2
- 1-7 Frontiers of financial econometrics and financial engineering
by Ghysels, Eric & Tauchen, George
- 9-47 Nonparametric option pricing under shape restrictions
by Ait-Sahalia, Yacine & Duarte, Jefferson
- 49-83 Empirical assessment of an intertemporal option pricing model with latent variables
by Garcia, Rene & Luger, Richard & Renault, Eric
- 85-112 Estimation of risk-neutral densities using positive convolution approximation
by Bondarenko, Oleg
- 113-146 An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
by Jagannathan, Ravi & Kaplin, Andrew & Sun, Steve
- 147-180 Purebred or hybrid?: Reproducing the volatility in term structure dynamics
by Ahn, Dong-Hyun & Dittmar, Robert F. & Gallant, A. Ronald & Gao, Bin
- 181-224 The dynamics of stochastic volatility: evidence from underlying and options markets
by Jones, Christopher S.
- 225-257 Alternative models for stock price dynamics
by Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George
- 259-292 Spectral GMM estimation of continuous-time processes
by Chacko, George & Viceira, Luis M.
- 293-328 On the functional estimation of jump-diffusion models
by Bandi, Federico M. & Nguyen, Thong H.
- 329-364 Empirical reverse engineering of the pricing kernel
by Chernov, Mikhail
- 365-386 Portfolio choice with endogenous utility: a large deviations approach
by Stutzer, Michael
- 387-404 Empirical option pricing: a retrospection
by Bates, David S.
August 2003, Volume 115, Issue 2
- 199-258 Gaussian inference on certain long-range dependent volatility models
by Zaffaroni, Paolo & d'Italia, Banca
- 259-276 Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
by Luger, Richard
- 277-291 Estimation of Lorenz curves: a Bayesian nonparametric approach
by Hasegawa, Hikaru & Kozumi, Hideo
- 293-346 An MCMC approach to classical estimation
by Chernozhukov, Victor & Hong, Han
- 347-354 Calculation of maximum entropy densities with application to income distribution
by Wu, Ximing
- 355-389 Nonlinear log-periodogram regression for perturbed fractional processes
by Sun, Yixiao & Phillips, Peter C. B.
July 2003, Volume 115, Issue 1
- 1-27 GLS detrending, efficient unit root tests and structural change
by Perron, Pierre & Rodriguez, Gabriel
- 29-52 An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models
by Wan Shin, Dong & Lee, Oesook
- 53-74 Testing for unit roots in heterogeneous panels
by Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol
- 75-89 Testing for unit roots with stationary covariates
by Elliott, Graham & Jansson, Michael
- 91-123 Structural change tests for simulated method of moments
by Ghysels, Eric & Guay, Alain
- 125-157 Binary choice panel data models with predetermined variables
by Arellano, Manuel & Carrasco, Raquel
- 159-197 Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models
by Ni, Shawn & Sun, Dongchu
June 2003, Volume 114, Issue 2
- 197-220 Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: an application to the demand for healthcare
by Munkin, Murat K. & Trivedi, Pravin K.
- 221-241 Estimation of household demand systems with theoretically compatible Engel curves and unit value specifications
by Crawford, Ian & Laisney, Francois & Preston, Ian
- 243-260 Open outcry auctions with secret reserve prices: an empirical application to executive auctions of tenant owner's apartments in Sweden
by Eklof, Matias & Lunander, Anders
- 261-295 Structural changes in the cointegrated vector autoregressive model
by Hansen, Peter Reinhard
- 297-328 Identification and sequential estimation of panel data models with insufficient exclusion restrictions
by Das, M.
- 329-347 Likelihood preserving normalization in multiple equation models
by Waggoner, Daniel F. & Zha, Tao
- 349-360 Kurtosis of GARCH and stochastic volatility models with non-normal innovations
by Bai, Xuezheng & Russell, Jeffrey R. & Tiao, George C.
- 361-394 The large sample behaviour of the generalized method of moments estimator in misspecified models
by Hall, Alastair R. & Inoue, Atsushi
May 2003, Volume 114, Issue 1
- 1-27 Higher-order kernel semiparametric M-estimation of long memory
by Robinson, Peter M. & Henry, Marc
- 29-72 Bayesian and classical approaches to instrumental variable regression
by Kleibergen, Frank & Zivot, Eric
- 73-106 Index models with integrated time series
by Chang, Yoosoon & Park, Joon Y.
- 107-139 Maximum likelihood estimation of time-inhomogeneous diffusions
by Egorov, Alexei V. & Li, Haitao & Xu, Yuewu
- 141-164 Testing for neglected nonlinearity in regression models based on the theory of random fields
by Dahl, Christian M. & Gonzalez-Rivera, Gloria
- 165-196 Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure
by Wan, Alan T. K. & Zou, Guohua
April 2003, Volume 113, Issue 2
March 2003, Volume 113, Issue 1
- 1-2 Introduction to statistics and econometrics in litigation support
by Basmann, Robert L.
- 3-31 Specification issues and confidence intervals in unilateral price effects analysis
by Capps Jr., Oral & Church, Jeffrey & Alan Love, H.
- 33-48 Expert statistical testimony and epidemiological evidence: the toxic effects of lead exposure on children
by Fienberg, Stephen E. & Glymour, Clark & Scheines, Richard
- 49-67 Bertrand competition with capacity constraints: mergers among parking lots
by Froeb, Luke & Tschantz, Steven & Crooke, Philip
- 69-82 Issues arising in using samples as evidence in trademark cases
by Gastwirth, Joseph L.
- 83-113 Estimating worklife expectancy: an econometric approach
by Millimet, Daniel L. & Nieswiadomy, Michael & Ryu, Hang & Slottje, Daniel
- 115-128 Calculating compensation in cases of wrongful death
by Lewbel, Arthur
- 129-158 Antitrust issues in international comparisons of market structure
by Hirschberg, Joseph G. & Maasoumi, Esfandiar & Slottje, Daniel & Arize, Augustine C.
- 159-200 Statistical outlier analysis in litigation support: the case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al
by Basmann, Robert L.
February 2003, Volume 112, Issue 2
- 241-264 Bayesian bootstrap multivariate regression
by Heckelei, Thomas & Mittelhammer, Ron C.
- 265-294 Rescaled variance and related tests for long memory in volatility and levels
by Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssiere, Gilles
- 295-325 Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
by Li, Qi & Hsiao, Cheng & Zinn, Joel
- 327-358 Econometric models of asymmetric ascending auctions
by Hong, Han & Shum, Matthew
- 359-379 Testing for a unit root in the nonlinear STAR framework
by Kapetanios, George & Shin, Yongcheol & Snell, Andy
- 381-399 Semiparametric instrumental variables estimation
by Park, Sangin
January 2003, Volume 112, Issue 1
- 1-1 Analysis of data on health: 2
by Bhargava, Alok
- 3-56 Healthy, wealthy, and wise? Tests for direct causal paths between health and socioeconomic status
by Adams, Peter & Hurd, Michael D. & McFadden, Daniel & Merrill, Angela & Ribeiro, Tiago
- 57-63 Socio-economic status and health: causality and pathways
by Adda, Jerome & Chandola, Tarani & Marmot, Michael
- 65-67 Some observations on health status and economic status
by Poterba, James M.
- 69-71 Some aspects of causal relationships
by Granger, Clive W. J.
- 73-78 Conditioning, causality and policy analysis
by Heckman, James
- 79-87 Assumptions allowing the estimation of direct causal effects
by Mealli, Fabrizia & Rubin, Donald B.
- 89-106 General methodological considerations
by Robins, James M.
- 107-113 Triangular structural model specification and estimation with application to causality
by Hausman, Jerry A.
- 115-120 Econometric issues in using the AHEAD panel
by Geweke, John
- 121-125 Some causal lessons from macroeconomics
by Hoover, Kevin D.
- 127-128 Some technical issues in defining causality
by Florens, Jean-Pierre
- 129-133 Response
by Adams, P. & Hurd, M. D. & McFadden, D. & Merrill, A. & Ribeirio, T.
- 135-151 Disease cases and their medical costs attributable to smoking: an analysis of the national medical expenditure survey
by Johnson, Elizabeth & Dominici, Francesca & Griswold, Michael & L. Zeger, Scott
- 153-173 Does piped water reduce diarrhea for children in rural India?
by Jalan, Jyotsna & Ravallion, Martin
- 175-192 Understanding mid-life and older age mortality declines: evidence from Union Army veterans
by Costa, Dora L.
- 193-206 Parental bereavement: heterogeneous impacts of AIDS in Thailand
by Wachter, Kenneth W. & Knodel, John E. & VanLandingham, Mark
- 207-223 On decomposing the causes of health sector inequalities with an application to malnutrition inequalities in Vietnam
by Wagstaff, Adam & van Doorslaer, Eddy & Watanabe, Naoko
- 225-240 Family planning, gender differences and infant mortality: evidence from Uttar Pradesh, India
by Bhargava, Alok
December 2002, Volume 111, Issue 2
- 135-140 Finite sample and asymptotic methods in econometrics
by Smith, Richard J. & Boswijk, H. Peter
- 141-167 Bootstrap critical values for tests based on the smoothed maximum score estimator
by Horowitz, Joel L.
- 169-194 Duration response measurement error
by Chesher, Andrew & Dumangane, Montezuma & Smith, Richard J.
- 195-221 A small sample correction for tests of hypotheses on the cointegrating vectors
by Johansen, Soren
- 223-249 Priors, posteriors and bayes factors for a Bayesian analysis of cointegration
by Kleibergen, Frank & Paap, Richard
- 251-283 Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables
by Chao, John C. & Phillips, Peter C. B.
- 285-302 Exact inference for the linear model with groupwise heteroscedastic spherical disturbances
by Bekker, Paul A.
- 303-322 Simulation based finite and large sample tests in multivariate regressions
by Dufour, Jean-Marie & Khalaf, Lynda
- 323-353 New unit root asymptotics in the presence of deterministic trends
by Phillips, Peter C. B.
- 355-361 Some elementary distribution theory for an autoregression fitted to a random walk
by Rothenberg, Thomas J.
- 363-384 Stochastic cointegration: estimation and inference
by Harris, David & McCabe, Brendan & Leybourne, Stephen
November 2002, Volume 111, Issue 1
October 2002, Volume 110, Issue 2
- 105-112 Long memory and nonlinear time series
by Davidson, James & Terasvirta, Timo
- 113-133 Properties of nonlinear transformations of fractionally integrated processes
by Dittmann, Ingolf & Granger, Clive W. J.
- 135-165 A nonlinear long memory model, with an application to US unemployment
by van Dijk, Dick & Franses, Philip Hans & Paap, Richard
- 167-185 Inference on the cointegration rank in fractionally integrated processes
by Breitung, Jorg & Hassler, Uwe
- 187-212 A model of fractional cointegration, and tests for cointegration using the bootstrap
by Davidson, James
- 213-239 Consistent order selection with strongly dependent data and its application to efficient estimation
by Hidalgo, Javier
- 241-259 Nonlinear minimization estimators in the presence of cointegrating relations
by de Jong, Robert M.
- 261-292 Nonlinear IV unit root tests in panels with cross-sectional dependency
by Chang, Yoosoon
- 293-318 Testing for two-regime threshold cointegration in vector error-correction models
by Hansen, Bruce E. & Seo, Byeongseon
- 319-352 Estimation and model selection based inference in single and multiple threshold models
by Gonzalo, Jesus & Pitarakis, Jean-Yves
- 353-381 A consistent test for nonlinear out of sample predictive accuracy
by Corradi, Valentina & Swanson, Norman R.
- 383-415 Nonstationary nonlinear heteroskedasticity
by Park, Joon Y.
- 417-435 Evaluating GARCH models
by Lundbergh, Stefan & Terasvirta, Timo
September 2002, Volume 110, Issue 1
August 2002, Volume 109, Issue 2
Printed from https://ideas.repec.org/s/eee/econom18.html