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October 2023, Volume 11, Issue 4
- 1-11 A New Matrix Statistic for the Hausman Endogeneity Test under Heteroskedasticity
by Alecos Papadopoulos - 1-32 Dirichlet Process Log Skew-Normal Mixture with a Missing-at-Random-Covariate in Insurance Claim Analysis
by Minkun Kim & David Lindberg & Martin Crane & Marija Bezbradica
November 2023, Volume 11, Issue 4
- 1-28 On the Proper Computation of the Hausman Test Statistic in Standard Linear Panel Data Models: Some Clarifications and New Results
by Julie Le Gallo & Marc-Alexandre Sénégas - 1-30 When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures
by Sylvia Frühwirth-Schnatter & Darjus Hosszejni & Hedibert Freitas Lopes
August 2023, Volume 11, Issue 3
- 1-20 Locationally Varying Production Technology and Productivity: The Case of Norwegian Farming
by Subal C. Kumbhakar & Jingfang Zhang & Gudbrand Lien - 1-20 Competition–Innovation Nexus: Product vs. Process, Does It Matter?
by Emil Palikot - 1-36 Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum
by Bilel Sanhaji & Julien Chevallier - 1-73 Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases
by Dean Fantazzini & Yufeng Xiao
July 2023, Volume 11, Issue 3
April 2023, Volume 11, Issue 2
- 1-11 Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes
by Dietmar Bauer - 1-15 Modeling COVID-19 Infection Rates by Regime-Switching Unobserved Components Models
by Paul Haimerl & Tobias Hartl - 1-27 Local Gaussian Cross-Spectrum Analysis
by Lars Arne Jordanger & Dag Tjøstheim
June 2023, Volume 11, Issue 2
- 1-20 Skill Mismatch, Nepotism, Job Satisfaction, and Young Females in the MENA Region
by Mahmoud Arayssi & Ali Fakih & Nathir Haimoun - 1-26 Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices
by Jarosław Gruszka & Janusz Szwabiński - 1-29 Socio-Economic and Demographic Factors Associated with COVID-19 Mortality in European Regions: Spatial Econometric Analysis
by Mateusz Szysz & Andrzej Torój
May 2023, Volume 11, Issue 2
- 1-11 Factorization of a Spectral Density with Smooth Eigenvalues of a Multidimensional Stationary Time Series
by Tamás Szabados - 1-19 Online Hybrid Neural Network for Stock Price Prediction: A Case Study of High-Frequency Stock Trading in the Chinese Market
by Chengyu Li & Luyi Shen & Guoqi Qian
February 2023, Volume 11, Issue 1
- 1-20 Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles
by Hui-Ching Chuang & Jau-er Chen - 1-30 Causal Vector Autoregression Enhanced with Covariance and Order Selection
by Marianna Bolla & Dongze Ye & Haoyu Wang & Renyuan Ma & Valentin Frappier & William Thompson & Catherine Donner & Máté Baranyi & Fatma Abdelkhalek - 1-37 Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks
by Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta
March 2023, Volume 11, Issue 1
- 1-16 Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models
by Gianluca Cubadda & Alain Hecq & Elisa Voisin - 1-33 Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks
by Nick James & Max Menzies & Jennifer Chan
January 2023, Volume 11, Issue 1
- 1-2 Acknowledgment to the Reviewers of Econometrics in 2022
by Econometrics Editorial Office - 1-13 Comparing the Conditional Logit Estimates and True Parameters under Preference Heterogeneity: A Simulated Discrete Choice Experiment
by Maksat Jumamyradov & Benjamin M. Craig & Murat Munkin & William Greene
December 2022, Volume 11, Issue 1
- 1-18 Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models
by Omar Abbara & Mauricio Zevallos - 1-29 Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers
by Graziano Moramarco
December 2022, Volume 10, Issue 4
- 1-9 Manfred Deistler and the General-Dynamic-Factor-Model Approach to the Statistical Analysis of High-Dimensional Time Series
by Marc Hallin - 1-18 Is Climate Change Time-Reversible?
by Francesco Giancaterini & Alain Hecq & Claudio Morana - 1-26 Linear System Challenges of Dynamic Factor Models
by Brian D. O. Anderson & Manfred Deistler & Marco Lippi
October 2022, Volume 10, Issue 4
- 1-28 On the Bayesian Mixture of Generalized Linear Models with Gamma-Distributed Responses
by Irwan Susanto & Nur Iriawan & Heri Kuswanto
November 2022, Volume 10, Issue 4
- 1-24 Validation of a Computer Code for the Energy Consumption of a Building, with Application to Optimal Electric Bill Pricing
by Merlin Keller & Guillaume Damblin & Alberto Pasanisi & Mathieu Schumann & Pierre Barbillon & Fabrizio Ruggeri & Eric Parent - 1-27 Detecting and Quantifying Structural Breaks in Climate
by Neil R. Ericsson & Mohammed H. I. Dore & Hassan Butt
July 2022, Volume 10, Issue 3
August 2022, Volume 10, Issue 3
- 1-27 Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures
by Shiyun Cao & Qiankun Zhou - 1-41 A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model
by Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade
September 2022, Volume 10, Issue 3
- 1-17 Modelling and Diagnostics of Spatially Autocorrelated Counts
by Robert C. Jung & Stephanie Glaser
June 2022, Volume 10, Issue 2
- 1-14 Impact of COVID-19 Pandemic News on the Cryptocurrency Market and Gold Returns: A Quantile-on-Quantile Regression Analysis
by Esam Mahdi & Ameena Al-Abdulla - 1-34 Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy
by Diogo de Prince & Emerson Fernandes Marçal & Pedro L. Valls Pereira
March 2022, Volume 10, Issue 2
- 1-15 Learning Forecast-Efficient Yield Curve Factor Decompositions with Neural Networks
by Piero C. Kauffmann & Hellinton H. Takada & Ana T. Terada & Julio M. Stern - 1-20 A Binary Choice Model with Sample Selection and Covariate-Related Misclassification
by Jorge González Chapela - 1-25 Causal Transmission in Reduced-Form Models
by Vassilios Bazinas & Bent Nielsen
April 2022, Volume 10, Issue 2
- 1-15 A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations
by Katarina Juselius - 1-15 Combining Predictions of Auto Insurance Claims
by Chenglong Ye & Lin Zhang & Mingxuan Han & Yanjia Yu & Bingxin Zhao & Yuhong Yang - 1-16 A Conversation with Søren Johansen
by Rocco Mosconi & Paolo Paruolo - 1-21 A Conversation with Katarina Juselius
by Rocco Mosconi & Paolo Paruolo - 1-22 Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application to USA Data
by Duo Qin & Sophie van Huellen & Qing Chao Wang & Thanos Moraitis - 1-23 Using the SARIMA Model to Forecast the Fourth Global Wave of Cumulative Deaths from COVID-19: Evidence from 12 Hard-Hit Big Countries
by Gaetano Perone - 1-25 Model Validation and DSGE Modeling
by Niraj Poudyal & Aris Spanos - 1-27 An Alternative Estimation Method for Time-Varying Parameter Models
by Mikio Ito & Akihiko Noda & Tatsuma Wada
May 2022, Volume 10, Issue 2
- 1-4 Celebrated Econometricians: Katarina Juselius and Søren Johansen
by Rocco Mosconi & Paolo Paruolo - 1-12 Are Vaccinations Alone Enough to Curb the Dynamics of the COVID-19 Pandemic in the European Union?
by Paweł Miłobędzki
January 2022, Volume 10, Issue 1
- 1-2 Acknowledgment to Reviewers of Econometrics in 2021
by Econometrics Editorial Office - 1-7 A New Estimator for Standard Errors with Few Unbalanced Clusters
by Gianmaria Niccodemi & Tom Wansbeek - 1-11 The Age–Period–Cohort Problem in Hedonic House Prices Models
by Chung-Yim Yiu & Ka-Shing Cheung - 1-16 Forecasting Real GDP Growth for Africa
by Philip Hans Franses & Max Welz - 1-19 An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses
by Ron Mittelhammer & George Judge & Miguel Henry
February 2022, Volume 10, Issue 1
- 1-10 The Impact of COVID-19 on Airfares—A Machine Learning Counterfactual Analysis
by Florian Wozny - 1-14 Identification in Parametric Models: The Minimum Hellinger Distance Criterion
by David Pacini - 1-29 Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models
by Szabolcs Blazsek & Alvaro Escribano
March 2022, Volume 10, Issue 1
- 1-11 Missing Values in Panel Data Unit Root Tests
by Yiannis Karavias & Elias Tzavalis & Haotian Zhang - 1-31 Green Bonds for the Transition to a Low-Carbon Economy
by Andreas Lichtenberger & Joao Paulo Braga & Willi Semmler
December 2021, Volume 10, Issue 1
- 1-16 An Exponential Endogenous Switching Regression with Correlated Random Coefficients
by Myoung-Jin Keay - 1-21 Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry
December 2021, Volume 9, Issue 4
- 1-6 On the Plausibility of the Latent Ignorability Assumption
by Martin Huber - 1-13 Interdependency Pattern Recognition in Econometrics: A Penalized Regularization Antidote
by Kimon Ntotsis & Alex Karagrigoriou & Andreas Artemiou - 1-14 Jointly Modeling Male and Female Labor Participation and Unemployment
by David H. Bernstein & Andrew B. Martinez - 1-15 Climate Finance: Mapping Air Pollution and Finance Market in Time Series
by Zheng Fang & Jianying Xie & Ruiming Peng & Sheng Wang - 1-22 Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach
by Xin Jin & Jia Liu & Qiao Yang
November 2021, Volume 9, Issue 4
- 1-15 Children’s Health Capital Investment: Effects of U.S. Infant Breastfeeding on Teenage Obesity
by Albert Okunade & Ahmad Reshad Osmani & Toluwalope Ayangbayi & Adeyinka Kevin Okunade - 1-17 Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors
by Mustafa Salamh & Liqun Wang - 1-24 Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices
by Kjartan Kloster Osmundsen & Tore Selland Kleppe & Roman Liesenfeld & Atle Oglend
September 2021, Volume 9, Issue 4
- 1-15 Inference Using Simulated Neural Moments
by Michael Creel
October 2021, Volume 9, Issue 4
- 1-16 Modeling Hospital Resource Management during the COVID-19 Pandemic: An Experimental Validation
by J. M. Calabuig & E. Jiménez-Fernández & E. A. Sánchez-Pérez & S. Manzanares - 1-17 Air Pollution and Mobility, What Carries COVID-19?
by C. Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés - 1-18 Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation
by J. Eduardo Vera-Valdés - 1-20 Forecasting US Inflation in Real Time
by Chad Fulton & Kirstin Hubrich
August 2021, Volume 9, Issue 3
- 1-6 Prais–Winsten Algorithm for Regression with Second or Higher Order Autoregressive Errors
by Dimitrios V. Vougas - 1-27 Cointegration, Root Functions and Minimal Bases
by Massimo Franchi & Paolo Paruolo - 1-28 Søren Johansen and Katarina Juselius: A Bibliometric Analysis of Citations through Multivariate Bass Models
by Fragiskos Archontakis & Rocco Mosconi
July 2021, Volume 9, Issue 3
- 1-3 Special Issue “Celebrated Econometricians: Peter Phillips”
by Federico Bandi & Alex Maynard & Hyungsik Roger Moon & Benoit Perron - 1-17 Multivariate Analysis of Cryptocurrencies
by Vincenzo Candila
September 2021, Volume 9, Issue 3
- 1-18 On Spurious Causality, CO 2 , and Global Temperature
by Philippe Goulet Coulombe & Maximilian Göbel - 1-21 Forecasting FOMC Forecasts
by S. Yanki Kalfa & Jaime Marquez
June 2021, Volume 9, Issue 3
- 1-35 Selecting a Model for Forecasting
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - 1-35 Fisher’s z Distribution-Based Mixture Autoregressive Model
by Arifatus Solikhah & Heri Kuswanto & Nur Iriawan & Kartika Fithriasari
April 2021, Volume 9, Issue 2
- 1-15 Multidimensional Arrays, Indices and Kronecker Products
by D. Stephen G. Pollock - 1-18 Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions
by Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien - 1-18 Uncertainty Due to Infectious Diseases and Stock–Bond Correlation
by Konstantinos Gkillas & Christoforos Konstantatos & Costas Siriopoulos - 1-32 Outliers in Semi-Parametric Estimation of Treatment Effects
by Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta & Darwin Ugarte Ontiveros - 1-35 Quantile Regression with Generated Regressors
by Liqiong Chen & Antonio F. Galvao & Suyong Song
June 2021, Volume 9, Issue 2
- 1-14 Are Soybean Yields Getting a Free Ride from Climate Change? Evidence from Argentine Time Series Data
by Hildegart Ahumada & Magdalena Cornejo - 1-32 An Empirical Model of Medicare Costs: The Role of Health Insurance, Employment, and Delays in Medicare Enrollment
by Yuanyuan Deng & Hugo Benítez-Silva
May 2021, Volume 9, Issue 2
- 1-14 Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis
by Kajal Lahiri & Zulkarnain Pulungan - 1-20 Semiparametric Estimation of a Corporate Bond Rating Model
by Yixiao Jiang - 1-21 Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models
by Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels - 1-35 Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues
by Antonio Pacifico
February 2021, Volume 9, Issue 1
- 1-1 Erratum: Hoover, K.D. 2020. The Discovery of Long-Run Causal Order: A Preliminary Investigation. Econometrics 8: 31
by Kevin D. Hoover - 1-10 Hospital Emergency Room Savings via Health Line S24 in Portugal
by Paula Simões & Sérgio Gomes & Isabel Natário - 1-25 Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing
by Kyungsik Nam - 1-27 Searching for a Theory That Fits the Data: A Personal Research Odyssey
by Katarina Juselius
January 2021, Volume 9, Issue 1
- 1-2 Acknowledgment to Reviewers of Econometrics in 2020
by Econometrics Editorial Office - 1-23 Enhanced Methods of Seasonal Adjustment
by D. Stephen G. Pollock
March 2021, Volume 9, Issue 1
- 1-17 Integration and Disintegration of EMU Government Bond Markets
by Christian Leschinski & Michelle Voges & Philipp Sibbertsen - 1-20 Goodness–of–Fit Tests for Bivariate Time Series of Counts
by Šárka Hudecová & Marie Hušková & Simos G. Meintanis - 1-22 Temperature Anomalies, Long Memory, and Aggregation
by J. Eduardo Vera-Valdés - 1-25 New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?
by Boriss Siliverstovs - 1-25 Estimating Endogenous Treatment Effects Using Latent Factor Models with and without Instrumental Variables
by Souvik Banerjee & Anirban Basu - 1-35 Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions
by Fabian Knorre & Martin Wagner & Maximilian Grupe
December 2020, Volume 9, Issue 1
- 1-3 Towards a New Paradigm for Statistical Evidence in the Use of p -Value
by Muhammad Ishaq Bhatti & Jae H. Kim - 1-23 Regularized Maximum Diversification Investment Strategy
by N’Golo Koné
October 2020, Volume 8, Issue 4
- 1-15 Reducing the Bias of the Smoothed Log Periodogram Regression for Financial High-Frequency Data
by Erhard Reschenhofer & Manveer K. Mangat - 1-25 On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples
by Nandana Sengupta & Fallaw Sowell
November 2020, Volume 8, Issue 4
- 1-19 Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature
by Eric Hillebrand & Søren Johansen & Torben Schmith - 1-54 A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing
by Dietmar Bauer & Lukas Matuschek & Patrick de Matos Ribeiro & Martin Wagner
December 2020, Volume 8, Issue 4
- 1-25 Direct and Indirect Effects under Sample Selection and Outcome Attrition
by Martin Huber & Anna Solovyeva - 1-26 Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational
by Michael D. Goldberg & Olesia Kozlova & Deniz Ozabaci
September 2020, Volume 8, Issue 3
- 1-16 Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment
by C. Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés - 1-22 Linear Stochastic Models in Discrete and Continuous Time
by D. Stephen G. Pollock - 1-23 Teaching Graduate (and Undergraduate) Econometrics: Some Sensible Shifts to Improve Efficiency, Effectiveness, and Usefulness
by Jeremy Arkes - 1-26 Indirect Inference Estimation of Spatial Autoregressions
by Yong Bao & Xiaotian Liu & Lihong Yang - 1-28 Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size
by Yuanyuan Li & Dietmar Bauer
August 2020, Volume 8, Issue 3
- 1-25 The Discovery of Long-Run Causal Order: A Preliminary Investigation
by Kevin D. Hoover - 1-27 Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model
by Stefan Mittnik & Willi Semmler & Alexander Haider - 1-28 Maximum Likelihood Estimation for the Fractional Vasicek Model
by Katsuto Tanaka & Weilin Xiao & Jun Yu
July 2020, Volume 8, Issue 3
- 1-15 Frequency-Domain Evidence for Climate Change
by Manveer Kaur Mangat & Erhard Reschenhofer - 1-15 Cointegration and Structure in Norwegian Wage–Price Dynamics
by Marit Gjelsvik & Ragnar Nymoen & Victoria Sparrman - 1-28 Confidence Distributions for FIC Scores
by Céline Cunen & Nils Lid Hjort - 1-28 Dynamic Panel Modeling of Climate Change
by Peter C. B. Phillips
June 2020, Volume 8, Issue 2
- 1-15 Bayesian Model Averaging with the Integrated Nested Laplace Approximation
by Virgilio Gómez-Rubio & Roger S. Bivand & Håvard Rue - 1-15 Maximum-Likelihood Estimation in a Special Integer Autoregressive Model
by Robert C. Jung & Andrew R. Tremayne - 1-20 Gini Index Estimation within Pre-Specified Error Bound: Application to Indian Household Survey Data
by Francis Bilson Darku & Frank Konietschke & Bhargab Chattopadhyay - 1-26 Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach
by Fernanda Valente & Márcio Laurini
May 2020, Volume 8, Issue 2
- 1-15 Bayesian Model Averaging Using Power-Expected-Posterior Priors
by Dimitris Fouskakis & Ioannis Ntzoufras - 1-16 Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?
by Michael P. Clements - 1-24 Forecast Accuracy Matters for Hurricane Damage
by Andrew B. Martinez - 1-24 Sovereign Risk Indices and Bayesian Theory Averaging
by Alex Lenkoski & Fredrik L. Aanes - 1-29 BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl
by Marcin Błażejowski & Jacek Kwiatkowski & Paweł Kufel - 1-36 Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models
by Annalisa Cadonna & Sylvia Frühwirth-Schnatter & Peter Knaus - 1-52 New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section
by Bo Yu & Bruce Mizrach & Norman R. Swanson
April 2020, Volume 8, Issue 2
- 1-22 Bayesian Model Averaging and Prior Sensitivity in Stochastic Frontier Analysis
by Kamil Makieła & Błażej Mazur - 1-22 Improved Average Estimation in Seemingly Unrelated Regressions
by Ali Mehrabani & Aman Ullah - 1-26 Simultaneous Indirect Inference, Impulse Responses and ARMA Models
by Lynda Khalaf & Beatriz Peraza López - 1-35 Balanced Growth Approach to Tracking Recessions
by Marta Boczoń & Jean-François Richard
January 2020, Volume 8, Issue 1
- 1-2 Acknowledgement to Reviewers of Econometrics in 2019
by Econometrics Editorial Office
February 2020, Volume 8, Issue 1
- 1-1 Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4 , 14
by David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk - 1-9 Testing for Stochastic Dominance up to a Common Relative Poverty Line
by Tahsin Mehdi - 1-15 Asymptotic Versus Bootstrap Inference for Inequality Indices of the Cumulative Distribution Function
by Ramses Abul Naga & Christopher Stapenhurst & Gaston Yalonetzky - 1-21 A Review of the ‘BMS’ Package for R with Focus on Jointness
by Shahram Amini & Christopher F. Parmeter - 1-23 Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors
by Matteo Barigozzi & Marco Lippi & Matteo Luciani - 1-35 Cross-Validation Model Averaging for Generalized Functional Linear Model
by Haili Zhang & Guohua Zou
March 2020, Volume 8, Issue 1
- 1-11 Mahalanobis Distances on Factor Model Based Estimation
by Deliang Dai - 1-24 Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples
by Richard A. Ashley & Christopher F. Parmeter - 1-36 Distributions You Can Count On …But What’s the Point?
by Brendan P. M. McCabe & Christopher L. Skeels
December 2019, Volume 8, Issue 1
- 1-24 Representation of Japanese Candlesticks by Oriented Fuzzy Numbers
by Krzysztof Piasecki & Anna Łyczkowska-Hanćkowiak
November 2019, Volume 7, Issue 4
- 1-8 The Replication Crisis as Market Failure
by John Quiggin - 1-28 Uniform Inference in Panel Autoregression
by John C. Chao & Peter C. B. Phillips
December 2019, Volume 7, Issue 4
- 1-14 Macroeconomic Forecasting with Factor-Augmented Adjusted Band Regression
by Marek Chudý & Erhard Reschenhofer - 1-19 Jointly Modeling Autoregressive Conditional Mean and Variance of Non-Negative Valued Time Series
by Hiroyuki Kawakatsu - 1-22 Causal Random Forests Model Using Instrumental Variable Quantile Regression
by Jau-er Chen & Chen-Wei Hsiang - 1-26 Generalized Binary Time Series Models
by Carsten Jentsch & Lena Reichmann - 1-28 HAR Testing for Spurious Regression in Trend
by Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang
October 2019, Volume 7, Issue 4
- 1-13 Likelihood Inference for Generalized Integer Autoregressive Time Series Models
by Harry Joe - 1-35 Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms
by Takamitsu Kurita & Bent Nielsen
July 2019, Volume 7, Issue 3
- 1-19 Misclassification in Binary Choice Models with Sample Selection
by Maria Felice Arezzo & Giuseppina Guagnano - 1-28 Evaluating Approximate Point Forecasting of Count Processes
by Annika Homburg & Christian H. Weiß & Layth C. Alwan & Gabriel Frahm & Rainer Göb - 1-28 A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments
by Chuanming Gao & Kajal Lahiri - 1-43 Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components
by Franz Ramsauer & Aleksey Min & Michael Lingauer
September 2019, Volume 7, Issue 3
- 1-12 A Combination Method for Averaging OLS and GLS Estimators
by Qingfeng Liu & Andrey L. Vasnev - 1-15 Bivariate Volatility Modeling with High-Frequency Data
by Marius Matei & Xari Rovira & Núria Agell - 1-20 Compulsory Schooling and Returns to Education: A Re-Examination
by Sophie van Huellen & Duo Qin - 1-20 Forecast Bitcoin Volatility with Least Squares Model Averaging
by Tian Xie - 1-26 On the Forecast Combination Puzzle
by Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang - 1-27 Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data
by Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner
August 2019, Volume 7, Issue 3
- 1-22 Heteroskedasticity in One-Way Error Component Probit Models
by Richard Kouamé Moussa - 1-23 Optimal Multi-Step-Ahead Prediction of ARCH/GARCH Models and NoVaS Transformation
by Jie Chen & Dimitris N. Politis
June 2019, Volume 7, Issue 3
- 1-32 Bayesian Analysis of Coefficient Instability in Dynamic Regressions
by Emanuela Ciapanna & Marco Taboga
April 2019, Volume 7, Issue 2
- 1-23 Measures of Dispersion and Serial Dependence in Categorical Time Series
by Christian H. Weiß
June 2019, Volume 7, Issue 2
- 1-14 A Frequentist Alternative to Significance Testing, p -Values, and Confidence Intervals
by David Trafimow - 1-24 Looking Backward and Looking Forward
by Zhengyuan Gao & Christian M. Hafner - 1-29 A Semi-Parametric Approach to the Oaxaca–Blinder Decomposition with Continuous Group Variable and Self-Selection
by Fernando Rios-Avila
May 2019, Volume 7, Issue 2
- 1-3 On Using the t -Ratio as a Diagnostic
by Jan R. Magnus - 1-8 Threshold Regression with Endogeneity for Short Panels
by Tue Gørgens & Allan H. Würtz - 1-11 Important Issues in Statistical Testing and Recommended Improvements in Accounting Research
by Thomas R. Dyckman & Stephen A. Zeff - 1-11 Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model
by Pierre Perron & Yohei Yamamoto - 1-13 Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric
by Kyoo il Kim - 1-14 Background Indicators
by Burkhard Raunig - 1-22 Interval-Based Hypothesis Testing and Its Applications to Economics and Finance
by Jae H. Kim & Andrew P. Robinson - 1-24 Covariance Prediction in Large Portfolio Allocation
by Carlos Trucíos & Mauricio Zevallos & Luiz K. Hotta & André A. P. Santos
February 2019, Volume 7, Issue 1
- 1-18 Panel Data Estimation for Correlated Random Coefficients Models
by Cheng Hsiao & Qi Li & Zhongwen Liang & Wei Xie
January 2019, Volume 7, Issue 1
- 1-2 Acknowledgement to Reviewers of Econometrics in 2018
by Econometrics Editorial Office - 1-10 Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models
by Søren Johansen - 1-16 Gini Regressions and Heteroskedasticity
by Arthur Charpentier & Ndéné Ka & Stéphane Mussard & Oumar Hamady Ndiaye - 1-20 Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors
by Mardi Dungey & Stan Hurn & Shuping Shi & Vladimir Volkov - 1-24 Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient
by David H. Bernstein & Bent Nielsen
March 2019, Volume 7, Issue 1
- 1-5 Not p -Values, Said a Little Bit Differently
by Richard Startz - 1-13 On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models
by Karl-Heinz Schild & Karsten Schweikert - 1-14 On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator
by Tomohiro Ando & Naoya Sueishi - 1-15 Monte Carlo Inference on Two-Sided Matching Models
by Taehoon Kim & Jacob Schwartz & Kyungchul Song & Yoon-Jae Whang - 1-16 Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series
by Miguel Henry & George Judge