# Elsevier

# Journal of Econometrics

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**Current editor:**T. Amemiya

**Current editor:**A. R. Gallant

**Current editor:**J. F. Geweke

**Current editor:**C. Hsiao

**Editor:**

Additional information is available for the following
registered editor(s): A. Ronald Gallant
John Geweke
Cheng Hsiao
Arnold Zellner
**For corrections or technical questions regarding this series, please contact
(Shamier, Wendy)**

**Series handle:**repec:eee:econom

**ISSN:**0304-4076

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### 2008, Volume 145, Issue 1-2

**134-157 Efficiency in public schools: Does competition matter?***by*Millimet, Daniel L. & Collier, Trevor**158-173 Turning from crime: A dynamic perspective***by*Sickles, Robin C. & Williams, Jenny**174-193 On the estimation of returns to scale, technical progress and monopolistic markups***by*Diewert, W. Erwin & Fox, Kevin J.**194-208 Estimating regional trade agreement effects on FDI in an interdependent world***by*Baltagi, Badi H. & Egger, Peter & Pfaffermayr, Michael**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.**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.**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

### 2008, Volume 144, Issue 2

**325-340 Evolution of forecast disagreement in a Bayesian learning model***by*Lahiri, Kajal & Sheng, Xuguang**341-351 Patient enrollment in medical trials: Selection bias in a randomized experiment***by*Malani, Anup**352-370 Testing for jumps when asset prices are observed with noise-a "swap variance" approach***by*Jiang, George J. & Oomen, Roel C.A.**371-391 Difference in difference meets generalized least squares: Higher order properties of hypotheses tests***by*Hausman, Jerry & Kuersteiner, Guido**392-408 Estimation of partial differential equations with applications in finance***by*Kristensen, Dennis**409-427 Valid tests of whether technical inefficiency depends on firm characteristics***by*Kim, Myungsup & Schmidt, Peter**428-429 Restricted Kalman filtering revisited***by*Pizzinga, Adrian & Fernandes, Cristiano & Contreras, Sergio**430-446 Inference in panel data models under attrition caused by unobservables***by*Bhattacharya, Debopam**447-464 Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model***by*Kruiniger, Hugo**465-478 Analysis of treatment response data from eligibility designs***by*Chib, Siddhartha & Jacobi, Liana**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.**492-499 Semiparametric estimation of a binary response model with a change-point due to a covariate threshold***by*Lee, Sokbae & Seo, Myung Hwan**500-510 Bootstrap refinements for QML estimators of the GARCH(1,1) parameters***by*Corradi, Valentina & Iglesias, Emma M.**511-523 Nearly-singular design in GMM and generalized empirical likelihood estimators***by*Caner, Mehmet**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.

### 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.**27-61 Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution***by*Hu, Yingyao**62-80 Likelihood approximation by numerical integration on sparse grids***by*Heiss, Florian & Winschel, Viktor**81-117 Partial identification of probability distributions with misclassified data***by*Molinari, Francesca**118-138 Weak identification robust tests in an instrumental quantile model***by*Jun, Sung Jae**139-155 A non-parametric independence test using permutation entropy***by*Matilla-Garcia, Mariano & Ruiz Marin, Manuel**156-174 Learning and the value of information: Evidence from health plan report cards***by*Chernew, Michael & Gowrisankaran, Gautam & Scanlon, Dennis P.**175-192 Mixtures of t-distributions for finance and forecasting***by*Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert**193-218 Local polynomial estimation of nonparametric simultaneous equations models***by*Su, Liangjun & Ullah, Aman**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**234-256 Risk, jumps, and diversification***by*Bollerslev, Tim & Law, Tzuo Hann & Tauchen, George**257-275 Nonparametric estimation and testing of fixed effects panel data models***by*Henderson, Daniel J. & Carroll, Raymond J. & Li, Qi**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.**306-324 Chain indices of the cost-of-living and the path-dependence problem: An empirical solution***by*Oulton, Nicholas

### 2008, Volume 143, Issue 2

**227-262 Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility***by*Chen, Gongmeng & Choi, Yoon K. & Zhou, Yong**263-273 Estimation of Markov regime-switching regression models with endogenous switching***by*Kim, Chang-Jin & Piger, Jeremy & Startz, Richard**274-290 Birth-spacing, fertility and neonatal mortality in India: Dynamics, frailty, and fecundity***by*Bhalotra, Sonia & Soest, Arthur van**291-316 Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models***by*Panagiotelis, Anastasios & Smith, Michael**317-333 A smooth nonparametric conditional quantile frontier estimator***by*Martins-Filho, Carlos & Yao, Feng**334-348 Bayesian analysis of the ordered probit model with endogenous selection***by*Munkin, Murat K. & Trivedi, Pravin K.**349-374 Long-run risk-return trade-offs***by*Bandi, Federico M. & Perron, Benoît**375-395 Examining bias in estimators of linear rational expectations models under misspecification***by*Jondeau, Eric & Le Bihan, Hervé**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

### 2008, Volume 143, Issue 1

**1-4 Specification testing***by*Delgado, Miguel A.**5-18 On distribution-free goodness-of-fit testing of exponentiality***by*Haywood, John & Khmaladze, Estate**19-36 Testing multivariate distributions in GARCH models***by*Bai, Jushan & Chen, Zhihong**37-55 Distribution-free specification tests of conditional models***by*Delgado, Miguel A. & Stute, Winfried**56-73 Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach***by*Dette, Holger & Podolskij, Mark**74-87 Joint and marginal specification tests for conditional mean and variance models***by*Carlos Escanciano, J.**88-102 Specification tests in nonparametric regression***by*Einmahl, John H.J. & Van Keilegom, Ingrid**103-122 Breaking the curse of dimensionality in nonparametric testing***by*Lavergne, Pascal & Patilea, Valentin**123-142 Nonparametric simultaneous testing for structural breaks***by*Gao, Jiti & Gijbels, Irene & Van Bellegem, Sebastien**143-165 Specification testing for regression models with dependent data***by*Hidalgo, J.**166-190 Goodness-of-fit tests for conditional models under censoring and truncation***by*Cao, Ricardo & Gonzalez-Manteiga, Wenceslao**191-205 On specification testing of ordered discrete choice models***by*Mora, Juan & Moro-Egido, Ana I.**206-225 Diagnostic testing for cointegration***by*Robinson, P.M.

### 2008, Volume 142, Issue 2

**611-614 Special issue editors' introduction: The regression discontinuity design--Theory and applications***by*Imbens, Guido & Lemieux, Thomas**615-635 Regression discontinuity designs: A guide to practice***by*Imbens, Guido W. & Lemieux, Thomas**636-654 "Waiting for Life to Arrive": A history of the regression-discontinuity design in Psychology, Statistics and Economics***by*Cook, Thomas D.**655-674 Regression discontinuity inference with specification error***by*Lee, David S. & Card, David**675-697 Randomized experiments from non-random selection in U.S. House elections***by*Lee, David S.**698-714 Manipulation of the running variable in the regression discontinuity design: A density test***by*McCrary, Justin**715-730 Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs***by*Battistin, Erich & Rettore, Enrico**731-756 Breaking the link between poverty and low student achievement: An evaluation of Title I***by*van der Klaauw, Wilbert**757-784 The work disincentive effects of the disability insurance program in the 1990s***by*Chen, Susan & van der Klaauw, Wilbert**785-806 How do extended benefits affect unemployment duration A regression discontinuity approach***by*Lalive, Rafael**807-828 Incentive effects of social assistance: A regression discontinuity approach***by*Lemieux, Thomas & Milligan, Kevin**829-850 Mandatory summer school and student achievement***by*Matsudaira, Jordan D.

### 2008, Volume 142, Issue 1

**1-27 Nonlinearity, nonstationarity, and spurious forecasts***by*Marmer, Vadim**28-49 Symmetry-based inference in an instrumental variable setting***by*Bekker, Paul A. & Lawford, Steve**50-93 Testing slope homogeneity in large panels***by*Hashem Pesaran, M. & Yamagata, Takashi**94-133 Adaptive consistent unit-root tests based on autoregressive threshold model***by*Bec, Frederique & Guay, Alain & Guerre, Emmanuel**134-161 Generalized empirical likelihood tests in time series models with potential identification failure***by*Guggenberger, Patrik & Smith, Richard J.**162-182 Local rank tests in a multivariate nonparametric relationship***by*Fortuna, Natercia**183-200 Exactly distribution-free inference in instrumental variables regression with possibly weak instruments***by*Andrews, Donald W.K. & Marmer, Vadim**201-211 Sparse estimators and the oracle property, or the return of Hodges' estimator***by*Leeb, Hannes & Potscher, Benedikt M.**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**241-264 Nonparametric transformation to white noise***by*Linton, Oliver B. & Mammen, Enno**265-280 Adaptive estimation of autoregressive models with time-varying variances***by*Xu, Ke-Li & Phillips, Peter C.B.**281-311 Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions***by*Feng, Guohua & Serletis, Apostolos**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**327-351 Robust estimation for structural spurious regressions and a Hausman-type cointegration test***by*Choi, Chi-Young & Hu, Ling & Ogaki, Masao**352-378 Estimation and tests for power-transformed and threshold GARCH models***by*Pan, Jiazhu & Wang, Hui & Tong, Howell**379-398 Instrumental variable quantile regression: A robust inference approach***by*Chernozhukov, Victor & Hansen, Christian**399-424 The multi-state latent factor intensity model for credit rating transitions***by*Koopman, Siem Jan & Lucas, Andre & Monteiro, Andre**425-448 Estimation and testing of Euler equation models with time-varying reduced-form coefficients***by*Li, Hong**449-466 Efficient estimation and inference in linear pseudo-panel data models***by*Inoue, Atsushi**467-483 Temporal aggregation of multivariate GARCH processes***by*Hafner, Christian M.**484-507 On Bayesian analysis and computation for functions with monotonicity and curvature restrictions***by*McCausland, William J.**508-538 Conditional empirical likelihood estimation and inference for quantile regression models***by*Otsu, Taisuke**539-552 Fixed effects instrumental variables estimation in correlated random coefficient panel data models***by*Murtazashvili, Irina & Wooldridge, Jeffrey M.**553-580 Bayesian stochastic search for VAR model restrictions***by*George, Edward I. & Sun, Dongchu & Ni, Shawn**581-609 Testing for unit root processes in random coefficient autoregressive models***by*Distaso, Walter

### 2007, Volume 141, Issue 2

**323-349 Realized range-based estimation of integrated variance***by*Christensen, Kim & Podolskij, Mark**350-382 Instrumental variable estimation based on conditional median restriction***by*Sakata, Shinichi**383-415 Generalized R-estimators under conditional heteroscedasticity***by*Mukherjee, Kanchan**416-459 Incidental trends and the power of panel unit root tests***by*Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B.**460-481 Non-parametric estimation of sequential english auctions***by*Brendstrup, Bjarne**482-491 On the uniqueness of optimal prices set by monopolistic sellers***by*van den Berg, Gerard J.**492-516 On the second-order properties of empirical likelihood with moment restrictions***by*Chen, Song Xi & Cui, Hengjian**517-547 Contemporaneous threshold autoregressive models: Estimation, testing and forecasting***by*Dueker, Michael J. & Sola, Martin & Spagnolo, Fabio**548-573 Efficient tests of the seasonal unit root hypothesis***by*Rodrigues, Paulo M.M. & Taylor, A.M. Robert**574-596 Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach***by*Nielsen, Morten Orregaard & Shimotsu, Katsumi**597-620 Asymptotic properties of a robust variance matrix estimator for panel data when T is large***by*Hansen, Christian B.**621-651 Online forecast combinations of distributions: Worst case bounds***by*Sancetta, Alessio**652-682 Nonparametric tests for conditional symmetry in dynamic models***by*Delgado, Miguel A. & Carlos Escanciano, J.**683-703 Masking identification of discrete choice models under simulation methods***by*Chiou, Lesley & Walker, Joan L.**704-735 A smoothed least squares estimator for threshold regression models***by*Seo, Myung Hwan & Linton, Oliver**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**777-806 Endogenous selection or treatment model estimation***by*Lewbel, Arthur**807-834 A consistent characteristic function-based test for conditional independence***by*Su, Liangjun & White, Halbert**835-875 A goodness-of-fit test for ARCH([infinity]) models***by*Hidalgo, Javier & Zaffaroni, Paolo**876-912 Modelling security market events in continuous time: Intensity based, multivariate point process models***by*Bowsher, Clive G.**913-949 Asymptotics for duration-driven long range dependent processes***by*Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe**950-972 An adaptive empirical likelihood test for parametric time series regression models***by*Chen, Song Xi & Gao, Jiti**973-1013 A goodness-of-fit test for ARCH([infinity]) models***by*Hidalgo, Javier & Zaffaroni, Paolo**1014-1043 Discrete time duration models with group-level heterogeneity***by*Frederiksen, Anders & Honore, Bo E. & Hu, Luojia**1044-1072 Income distribution and inequality measurement: The problem of extreme values***by*Cowell, Frank A. & Flachaire, Emmanuel**1073-1099 A zero-inflated ordered probit model, with an application to modelling tobacco consumption***by*Harris, Mark N. & Zhao, Xueyan**1100-1114 Estimating a generalized correlation coefficient for a generalized bivariate probit model***by*Chen, Songnian & Zhou, Yahong**1115-1130 Nonstationary discrete choice: A corrigendum and addendum***by*Phillips, Peter C.B. & Jin, Sainan & Hu, Ling**1131-1158 Endogeneity in quantile regression models: A control function approach***by*Lee, Sokbae**1159-1195 Time and causality: A Monte Carlo assessment of the timing-of-events approach***by*Gaure, Simen & Roed, Knut & Zhang, Tao**1196-1218 Confidence sets for the date of a single break in linear time series regressions***by*Elliott, Graham & Muller, Ulrich K.**1219-1244 Finite sample multivariate structural change tests with application to energy demand models***by*Bernard, Jean-Thomas & Idoudi, Nadhem & Khalaf, Lynda & Yelou, Clement**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**1281-1301 Inverse probability weighted estimation for general missing data problems***by*Wooldridge, Jeffrey M.**1302-1330 A simple, robust and powerful test of the trend hypothesis***by*Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert**1331-1352 A theory of robust long-run variance estimation***by*Muller, Ulrich K.**1353-1384 Nonstationarity-extended local Whittle estimation***by*Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas**1385-1411 Efficient high-dimensional importance sampling***by*Richard, Jean-Francois & Zhang, Wei**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**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**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

### 2007, Volume 141, Issue 1

**1-4 Semiparametric methods in econometrics***by*Fernandes, Marcelo & Linton, Oliver & Scaillet, Olivier**5-43 Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables***by*Ai, Chunrong & Chen, Xiaohong**44-64 Testing the Markov property with high frequency data***by*Amaro de Matos, Joao & Fernandes, Marcelo**65-83 Censored regression quantiles with endogenous regressors***by*Blundell, Richard & Powell, James L.**84-108 Semiparametric identification and estimation in multi-object, English auctions***by*Brendstrup, Bjarne & Paarsch, Harry J.**109-140 Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models***by*Chen, Xiaohong & Hong, Han & Shum, Matthew**141-166 Asymptotic and bootstrap inference for inequality and poverty measures***by*Davidson, Russell & Flachaire, Emmanuel**167-178 Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance***by*Dias, Ronaldo & Garcia, Nancy L.**179-212 Root-N consistent semiparametric estimators of a dynamic panel-sample-selection model***by*Gayle, George-Levi & Viauroux, Christelle**213-249 Local multiplicative bias correction for asymmetric kernel density estimators***by*Hagmann, M. & Scaillet, O.**250-282 The quantilogram: With an application to evaluating directional predictability***by*Linton, O. & Whang, Yoon-Jae**283-319 Nonparametric frontier estimation via local linear regression***by*Martins-Filho, Carlos & Yao, Feng

### 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**375-400 Nonparametric efficiency analysis: A multivariate conditional quantile approach***by*Daouia, Abdelaati & Simar, Leopold**401-412 Analysis of treatment response data without the joint distribution of potential outcomes***by*Chib, Siddhartha**413-424 Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk***by*Reif, Jiri**425-449 Stochastic volatility with leverage: Fast and efficient likelihood inference***by*Omori, Yasuhiro & Chib, Siddhartha & Shephard, Neil & Nakajima, Jouchi**450-484 Root-n-consistent estimation of weak fractional cointegration***by*Hualde, J. & Robinson, P.M.**485-502 Infrastructure and productivity: An extension to private infrastructure and it productivity***by*Duggal, Vijaya G. & Saltzman, Cynthia & Klein, Lawrence R.**503-528 Estimating dynamic panel data discrete choice models with fixed effects***by*Carro, Jesus M.**529-573 Efficient estimation of general dynamic models with a continuum of moment conditions***by*Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric**574-617 Long difference instrumental variables estimation for dynamic panel models with fixed effects***by*Hahn, Jinyong & Hausman, Jerry & Kuersteiner, Guido**618-649 Trends and cycles in economic time series: A Bayesian approach***by*Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K.**650-669 The second-order bias and mean squared error of estimators in time-series models***by*Bao, Yong & Ullah, Aman**670-694 Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects***by*Hansen, Christian B.**695-718 Testing joint hypotheses when one of the alternatives is one-sided***by*Abadir, Karim M. & Distaso, Walter**719-752 Asymptotics for out of sample tests of Granger causality***by*McCracken, Michael W.**753-780 Testing constancy of the error covariance matrix in vector models***by*Eklund, Bruno & Terasvirta, Timo**781-801 Modeling and calculating the effect of treatment at baseline from panel outcomes***by*Chib, Siddhartha & Jacobi, Liana**802-826 A consistent model specification test with mixed discrete and continuous data***by*Hsiao, Cheng & Li, Qi & Racine, Jeffrey S.**827-848 A structural analysis of the correlated random coefficient wage regression model***by*Belzil, Christian & Hansen, Jorgen**849-873 Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models***by*Ling, Shiqing**874-883 Why elementary price index number formulas differ: Evidence on price dispersion***by*Silver, Mick & Heravi, Saeed**884-918 Properties of optimal forecasts under asymmetric loss and nonlinearity***by*Patton, Andrew J. & Timmermann, Allan**919-947 Testing for unit roots in time series models with non-stationary volatility***by*Cavaliere, Giuseppe & Taylor, A.M. Robert

### 2007, Volume 140, Issue 1

**1-4 Analysis of spatially dependent data***by*Baltagi, Badi H. & Kelejian, Harry H. & Prucha, Ingmar R.**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**52-75 Identification of binary choice models with social interactions***by*Brock, William A. & Durlauf, Steven N.**76-96 Spatial correlation robust inference with errors in location or distance***by*Conley, Timothy G. & Molinari, Francesca**97-130 Panel data models with spatially correlated error components***by*Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R.**131-154 HAC estimation in a spatial framework***by*Kelejian, Harry H. & Prucha, Ingmar R.**155-189 The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models***by*Lee, Lung-fei**190-214 A matrix exponential spatial specification***by*LeSage, James P. & Kelley Pace, R.**215-225 A central limit theorem for endogenous locations and complex spatial interactions***by*Pinkse, Joris & Shen, Lihong & Slade, Margaret**226-259 A spatial model for multivariate lattice data***by*Sain, Stephan R. & Cressie, Noel**260-281 Estimating models of complex FDI: Are there third-country effects?***by*Baltagi, Badi H. & Egger, Peter & Pfaffermayr, Michael**282-303 Estimating dynamic local interactions models***by*Conley, Timothy G. & Topa, Giorgio**304-332 The origin of spatial interaction***by*Keller, Wolfgang & Shiue, Carol H.

### 2007, Volume 139, Issue 2

**237-241 The econometrics of intellectual property: An overview***by*McAleer, Michael**242-258 Estimation of patent licensing value using a flexible demand specification***by*Hausman, Jerry A. & Leonard, Gregory K.**259-284 An econometric analysis of asymmetric volatility: Theory and application to patents***by*McAleer, Michael & Chan, Felix & Marinova, Dora**285-302 Valuing intangible assets with a nested logit market share model***by*Dubin, Jeffrey A.**303-317 Econometric analysis of copyrights***by*Slottje, Daniel J. & Millimet, Daniel L. & Buchanan, Michael J.**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**340-354 Patenting, intellectual property rights and sectoral outputs in Industrial Revolution Britain, 1780-1851***by*Greasley, David & Oxley, Les**355-375 Patent activity and technical change***by*Basmann, Robert L. & McAleer, Michael & Slottje, Daniel**376-390 Modeling the diffusion of scientific publications***by*Fok, Dennis & Franses, Philip Hans

### 2007, Volume 139, Issue 1

**1-3 Endogeneity, instruments and identification***by*Chesher, Andrew & Dhaene, Geert & van Dijk, Herman**4-14 Instrumental variable estimation of nonseparable models***by*Chernozhukov, Victor & Imbens, Guido W. & Newey, Whitney K.**15-34 Instrumental values***by*Chesher, Andrew**35-75 Nonparametric IV estimation of local average treatment effects with covariates***by*Frolich, Markus**76-104 Identification and information in monotone binary models***by*Magnac, Thierry & Maurin, Eric**105-115 Minimax-regret treatment choice with missing outcome data***by*Manski, Charles F.**116-132 Performance of conditional Wald tests in IV regression with weak instruments***by*Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H.