Printed from https://ideas.repec.org/s/taf/emetrv2.html
Content
May 2020, Volume 39, Issue 5
- 437-475 Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
by Anna Gloria Billé & Samantha Leorato - 476-494 Specification testing with estimated variables
by Manuel A. Domínguez & Ignacio N. Lobato - 495-509 A new class of tests for overidentifying restrictions in moment condition models
by Xuexin Wang - 510-538 Asymptotic properties of bubble monitoring tests
by Eiji Kurozumi - 539-539 Best Paper Award
by Esfandiar Maasoumi
April 2020, Volume 39, Issue 4
- 319-343 Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series
by Stefanos Dimitrakopoulos & Michalis Kolossiatis - 344-361 Minimum distance estimation of parametric Lorenz curves based on grouped data
by Gholamreza Hajargasht & William E. Griffiths - 362-372 Bootstrap inference for penalized GMM estimators with oracle properties
by Lorenzo Camponovo - 373-406 Multistep forecast selection for panel data
by Ryan Greenaway-McGrevy - 407-414 Stationarity and ergodicity of vector STAR models
by Igor L. Kheifets & Pentti J. Saikkonen - 415-435 On endogeneity and shape invariance in extended partially linear single index models
by Jiti Gao & Namhyun Kim & Patrick W. Saart
March 2020, Volume 39, Issue 3
- 215-233 Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function
by Qichang Xie & Qiankun Sun & Junxian Liu - 234-243 The polar confidence curve for a ratio
by Halvor Mehlum - 244-259 Robust inference in conditionally heteroskedastic autoregressions
by Rasmus Søndergaard Pedersen - 260-276 Maximum likelihood estimation of dynamic panel threshold models
by N. R. Ramírez-Rondán - 277-298 Testing for distributional features in varying coefficient panel data models
by Alexandra Soberon & Winfried Stute & Juan M. Rodriguez-Poo - 299-318 Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
by Yundong Tu & Ying Wang
February 2020, Volume 39, Issue 2
- 115-134 Testing initial conditions in dynamic panel data models
by Laura Magazzini & Giorgio Calzolari - 135-157 Modeling temporal treatment effects with zero inflated semi-parametric regression models: The case of local development policies in France
by Hervé Cardot & Antonio Musolesi - 158-180 Smooth coefficient models with endogenous environmental variables
by Michael S. Delgado & Deniz Ozabaci & Yiguo Sun & Subal C. Kumbhakar - 181-195 ML and GMM with concentrated instruments in the static panel data model
by Paul Bekker & Joëlle van Essen - 196-213 Identification and estimation in a linear correlated random coefficients model with censoring
by Zhengyu Zhang & Zequn Jin
January 2020, Volume 39, Issue 1
- 1-26 A Projection-Based Nonparametric Test of Conditional Quantile Independence
by Milan Nedeljkovic - 27-53 A multifactor transformed diffusion model with applications to VIX and VIX futures
by Ruijun Bu & Fredj Jawadi & Yuyi Li - 54-70 Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
by Fredj Jawadi & Zied Ftiti & Waël Louhichi - 71-91 Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model
by Cem Çakmaklı - 92-109 Identification of the linear factor model
by Benjamin Williams - 110-113 Foundations of info-metrics: modeling, inference and imperfect information
by Alastair R. Hall
December 2019, Volume 39, Issue 2
- 115-134 Testing initial conditions in dynamic panel data models
by Laura Magazzini & Giorgio Calzolari - 135-157 Modeling temporal treatment effects with zero inflated semi-parametric regression models: The case of local development policies in France
by Hervé Cardot & Antonio Musolesi - 158-180 Smooth coefficient models with endogenous environmental variables
by Michael S. Delgado & Deniz Ozabaci & Yiguo Sun & Subal C. Kumbhakar - 181-195 ML and GMM with concentrated instruments in the static panel data model
by Paul Bekker & Joëlle van Essen - 196-213 Identification and estimation in a linear correlated random coefficients model with censoring
by Zhengyu Zhang & Zequn Jin
November 2019, Volume 38, Issue 10
- 1109-1130 Likelihood inference for dynamic linear models with Markov switching parameters: on the efficiency of the Kim filter
by Young Min Kim & Kyu Ho Kang - 1131-1151 Testing explosive bubbles with time-varying volatility
by David I. Harvey & Stephen J. Leybourne & Yang Zu - 1152-1175 The Gibbs sampler with particle efficient importance sampling for state-space models
by Oliver Grothe & Tore Selland Kleppe & Roman Liesenfeld - 1176-1201 A general inversion theorem for cointegration
by Massimo Franchi & Paolo Paruolo - 1202-1215 A joint test for parametric specification and independence in nonlinear regression models
by Shuo Li & Yundong Tu - 1216-1217 List of Referees
by The Editors
October 2019, Volume 38, Issue 9
- 979-1006 A practical guide to compact infinite dimensional parameter spaces
by Joachim Freyberger & Matthew A. Masten - 1007-1023 Particle learning for Bayesian semi-parametric stochastic volatility model
by Audronė Virbickaitė & Hedibert F. Lopes & M. Concepción Ausín & Pedro Galeano - 1024-1054 Generalized information matrix tests for copulas
by Artem Prokhorov & Ulf Schepsmeier & Yajing Zhu - 1055-1088 Double filter instrumental variable estimation of panel data models with weakly exogenous variables
by Kazuhiko Hayakawa & Meng Qi & Jörg Breitung - 1089-1107 Robust block bootstrap panel predictability tests
by Stephan Smeekes & Joakim Westerlund
September 2019, Volume 38, Issue 8
- 857-880 Sparse Change-point HAR Models for Realized Variance
by Arnaud Dufays & Jeroen V. K. Rombouts - 881-898 Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
by Josep Lluís Carrion-i-Silvestre & Dukpa Kim - 899-920 Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
by Roberto León-González - 921-937 Simultaneous equations with binary outcomes and social interactions
by Xiaodong Liu - 938-960 Inference on local average treatment effects for misclassified treatment
by Takahide Yanagi - 961-977 Estimation in a semiparametric panel data model with nonstationarity
by Chaohua Dong & Jiti Gao & Bin Peng
August 2019, Volume 38, Issue 7
- 711-732 Revisiting the transitional dynamics of business cycle phases with mixed-frequency data
by Marie Bessec - 733-762 Nonparametric localized bandwidth selection for Kernel density estimation
by Tingting Cheng & Jiti Gao & Xibin Zhang - 763-792 Focused information criterion for locally misspecified vector autoregressive models
by Jan Lohmeyer & Franz Palm & Hanno Reuvers & Jean-Pierre Urbain - 793-813 Ratio tests under limiting normality
by Uwe Hassler & Mehdi Hosseinkouchack - 814-827 OLS and IV estimation of regression models including endogenous interaction terms
by Maurice J. G. Bun & Teresa D. Harrison - 828-855 Structural breaks in panel data: Large number of panels and short length time series
by Jaromír Antoch & Jan Hanousek & Lajos Horváth & Marie Hušková & Shixuan Wang
July 2019, Volume 38, Issue 6
- 577-596 Model selection for factor analysis: Some new criteria and performance comparisons
by In Choi & Hanbat Jeong - 597-635 Parameter estimation and inference with spatial lags and cointegration
by Jan Mutl & Leopold Sögner - 636-659 Functional coefficient time series models with trending regressors
by Tingting Cheng - 660-678 Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
by Andreea G. Halunga & Christos S. Savva - 679-694 Binary quantile regression and variable selection: A new approach
by Katerina Aristodemou & Jian He & Keming Yu - 695-710 Size distributions reconsidered
by Christian Schluter & Mark Trede
May 2019, Volume 38, Issue 5
- 465-486 Alternative diff-in-diffs estimators with several pretreatment periods
by Ricardo Mora & Iliana Reggio - 487-508 Multivariate Return Decomposition: Theory and Implications
by Stanislav Anatolyev & Nikolay Gospodinov - 509-532 Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
by Giuseppe Cavaliere & Anton Skrobotov & A. M. Robert Taylor - 533-556 Symbolic correlation integral
by M. Victoria Caballero-Pintado & Mariano Matilla-García & Manuel Ruiz Marín - 557-576 A nonparametric specification test for the volatility functions of diffusion processes
by Qiang Chen & Meidi Hu & Xiaojun Song
April 2019, Volume 38, Issue 4
- 359-385 GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity
by Xiaodong Liu & Paulo Saraiva - 386-416 Nonstationary nonlinear quantile regression
by Yoshimasa Uematsu - 417-450 Common threshold in quantile regressions with an application to pricing for reputation
by Liangjun Su & Pai Xu - 451-464 Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
by Sivagowry Sriananthakumar
March 2019, Volume 38, Issue 3
- 263-278 Similarity-based model for ordered categorical data
by Gabi Gayer & Offer Lieberman & Omer Yaffe - 279-300 The estimation uncertainty of permanent-transitory decompositions in co-integrated systems
by Sven Schreiber - 301-318 Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects
by Andrés Ramírez Hassan & Santiago Montoya Blandón - 319-331 Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity
by Dong Li & Shaojun Guo & Ke Zhu - 332-349 Estimation bias and bias correction in reduced rank autoregressions
by Heino Bohn Nielsen - 350-357 Identification of average marginal effects under misspecification when covariates are normal
by José Ignacio Cuesta & Jonathan M. V. Davis & Andrew Gianou & Alejandro Hoyos
February 2019, Volume 38, Issue 2
- 125-150 Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
by Chaohua Dong & Jiti Gao - 151-169 Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
by Rongmao Zhang & Chenxue Li & Liang Peng - 170-192 Bias-corrected realized variance
by Jin-Huei Yeh & Jying-Nan Wang - 193-207 Practical procedures to deal with common support problems in matching estimation
by Michael Lechner & Anthony Strittmatter - 208-247 The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
by Giovanni Forchini & Bin Jiang - 248-262 Portmanteau tests for linearity of stationary time series
by Zacharias Psaradakis & Marián Vávra
January 2019, Volume 38, Issue 1
- 1-3 “Fellows and Scholars of Econometric Reviews”
by Esfandiar Maasoumi - 4-24 Estimation of nonseparable models with censored dependent variables and endogenous regressors
by Luke Taylor & Taisuke Otsu - 25-46 A goodness-of-fit test for regular vine copula models
by Ulf Schepsmeier - 47-68 Information measures of kernel estimation
by Neshat Beheshti & Jeffrey S. Racine & Ehsan S. Soofi - 69-94 Wavelet energy ratio unit root tests
by Mirza Trokić - 95-123 Two-sample least squares projection
by David Pacini
November 2018, Volume 37, Issue 10
- 1-1 Editorial Board EOV
by The Editors - 1033-1050 Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
by Antonia Arsova & Deniz Dilan Karaman Örsal - 1051-1066 The estimation for Lévy processes in high frequency data
by Jing Zheng & Wentao Gu & Baolin Xu & Zongwu Cai - 1067-1094 Robust inference for predictability in smooth transition predictive regressions
by Rehim Kılıç - 1095-1119 Heterogeneous credit union production technologies with endogenous switching and correlated effects
by Emir Malikov & Diego A. Restrepo-Tobón & Subal C. Kumbhakar - 1120-1136 Testing the homogeneous marginal utility of income assumption
by Thomas Demuynck - 1137-1171 Estimation of time-invariant effects in static panel data models
by M. Hashem Pesaran & Qiankun Zhou - 1172-1173 List of Referees
by The Editors
October 2018, Volume 37, Issue 9
- 931-954 GMM inference in spatial autoregressive models
by Süleyman Taşpınar & Osman Doğan & Wim P. M. Vijverberg - 955-973 The asymptotic size and power of the augmented Dickey–Fuller test for a unit root
by Efstathios Paparoditis & Dimitris N. Politis - 974-999 A modified confidence set for the structural break date in linear regression models
by Yohei Yamamoto - 1000-1032 Structural change tests for GEL criteria
by Alain Guay & Jean-François Lamarche
September 2018, Volume 37, Issue 8
- 807-823 Specification tests for time-varying parameter models with stochastic volatility
by Joshua C. C. Chan - 824-849 On the invertibility of EGARCH(p, q)
by Guillaume Gaetan Martinet & Michael McAleer - 850-866 Testing for Granger-causality in quantiles
by Victor Troster - 867-892 Testing for a unit root in a nonlinear quantile autoregression framework
by Haiqi Li & Sung Y. Park - 893-929 Fixed T dynamic panel data estimators with multifactor errors
by Artūras Juodis & Vasilis Sarafidis
August 2018, Volume 37, Issue 7
- 695-718 Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
by Nikolay Gospodinov & Raymond Kan & Cesare Robotti - 719-743 GMM estimation of a realized stochastic volatility model: A Monte Carlo study
by Pierre Chaussé & Dinghai Xu - 744-759 Maximum simulated likelihood estimation of the panel sample selection model
by Hung-Pin Lai & Wen-Jen Tsay - 760-776 More efficient local polynomial regression with random-effects panel data models
by Ke Yang - 777-805 Bayesian model averaging for dynamic panels with an application to a trade gravity model
by Huigang Chen & Alin Mirestean & Charalambos G. Tsangarides
July 2018, Volume 37, Issue 6
- 551-576 Robust parametric tests of constant conditional correlation in a MGARCH model
by Wasel Shadat & Chris Orme - 577-601 A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
by Seong Yeon Chang & Pierre Perron - 602-625 Asymptotics and bootstrap for random-effects panel data transformation models
by Liangjun Su & Zhenlin Yang - 626-649 Extremal dependence tests for contagion
by Renée Fry-McKibbin & Cody Yu-Ling Hsiao - 650-693 First difference transformation in panel VAR models: Robustness, estimation, and inference
by Artūras Juodis
May 2018, Volume 37, Issue 5
- 401-465 Estimation of factor-augmented panel regressions with weakly influential factors
by Simon Reese & Joakim Westerlund - 466-483 Bootstrap tests for time varying cointegration
by Luis F. Martins - 484-490 Sample path properties of an explosive double autoregressive model
by Feng Liu & Dong Li & Xinmei Kang - 491-506 Testing for sphericity in a two-way error components panel data model
by Guangyu Mao - 507-533 Functional-coefficient cointegration models in the presence of deterministic trends
by Masayuki Hirukawa & Mari Sakudo - 534-550 Parameter estimation in multivariate logit models with many binary choices
by Koen Bel & Dennis Fok & Richard Paap
April 2018, Volume 37, Issue 4
- 281-308 A multivariate volatility vine copula model
by E. C. Brechmann & M. Heiden & Y. Okhrin - 309-324 The asymptotic covariance matrix of the QMLE in ARMA models
by Yong Bao - 325-346 Granger-causal analysis of GARCH models: A Bayesian approach
by Tomasz Woźniak - 347-359 Information theoretic methods in small domain estimation
by Rosa Bernardini Papalia & Esteban Fernandez-Vazquez - 360-379 Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach
by Mototsugu Shintani & Zi-Yi Guo - 380-400 The “wrong skewness” problem in stochastic frontier models: A new approach
by Christian M. Hafner & Hans Manner & Léopold Simar
March 2018, Volume 37, Issue 3
- 183-211 Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency
by Tomohiro Ando & Jushan Bai - 212-227 The estimation of multidimensional fixed effects panel data models
by Laszlo Balazsi & Laszlo Matyas & Tom Wansbeek - 228-246 Trends cycles and seasons: Econometric methods of signal extraction
by D. S. G. Pollock - 247-259 A slack analysis framework for improving composite indicators with applications to human development and sustainable energy indices
by S. M. Hatefi & S. A. Torabi - 260-280 A Laplace stochastic frontier model
by William C. Horrace & Christopher F. Parmeter
February 2018, Volume 37, Issue 2
- 89-113 A discrete/continuous choice model on a nonconvex budget set
by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki - 114-139 Modeling and forecasting realized covariance matrices with accounting for leverage
by Stanislav Anatolyev & Nikita Kobotaev - 140-165 A general approach to conditional moment specification testing with projections
by Xuexin Wang - 166-181 A stochastic recurrence equations approach for score driven correlation models
by Francisco Blasques & André Lucas & Erkki Silde
January 2018, Volume 37, Issue 1
- 1-28 Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
by Eric S. Lin & Ta-Sheng Chou - 29-60 Stock return predictability: A factor-augmented predictive regression system with shrinkage method
by Saburo Ohno & Tomohiro Ando - 61-88 Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model
by Francesco Bartolucci & Valentina Nigro & Claudia Pigini
November 2017, Volume 36, Issue 10
- 1-1 Editorial Board EOV
by The Editors - 1081-1110 Modeling and forecasting persistent financial durations
by Filip Žikeš & Jozef Baruník & Nikhil Shenai - 1111-1122 Stochastic volatility demand systems
by Apostolos Serletis & Maksim Isakin - 1123-1156 Local power of panel unit root tests allowing for structural breaks
by Yiannis Karavias & Elias Tzavalis - 1157-1172 A nonparametric test for a constant correlation matrix
by Dominik Wied - 1173-1174 List of Referees
by The Editors
October 2017, Volume 36, Issue 6-9
- 563-567 Econometric Reviews honors Esfandiar Maasoumi
by Peter C. B. Phillips & Aman Ullah - 568-587 The impact of integrated measurement errors on modeling long-run macroeconomic time series
by James A. Duffy & David F. Hendry - 588-598 Assessing point forecast accuracy by stochastic error distance
by Francis X. Diebold & Minchul Shin - 599-621 A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
by Paul Catani & Timo Teräsvirta & Meiqun Yin - 622-637 Adaptive LASSO estimation for ARDL models with GARCH innovations
by Marcelo C. Medeiros & Eduardo F. Mendes - 638-650 The impact of jumps and leverage in forecasting covolatility
by Manabu Asai & Michael McAleer - 651-666 Tests for an end-of-sample bubble in financial time series
by Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor - 667-698 The asymptotic behaviour of the residual sum of squares in models with multiple break points
by Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas - 699-712 Correlated defaults, temporal correlation, expert information and predictability of default rates
by Nicholas M. Kiefer - 713-727 Identification-robust moment-based tests for Markov switching in autoregressive models
by Jean-Marie Dufour & Richard Luger - 728-780 An efficient integrated nonparametric entropy estimator of serial dependence
by Yongmiao Hong & Xia Wang & Wenjie Zhang & Shouyang Wang - 781-795 Interval estimation: An information theoretic approach
by Amos Golan & Aman Ullah - 796-817 Uncertainty, information, and disagreement of economic forecasters
by Mehdi Shoja & Ehsan S. Soofi - 818-839 Reduced forms and weak instrumentation
by Peter C. B. Phillips - 840-852 Stein-like 2SLS estimator
by Bruce E. Hansen - 853-882 Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
by Badi H. Baltagi & Chihwa Kao & Fa Wang - 883-897 First difference or forward demeaning: Implications for the method of moments estimators
by Cheng Hsiao & Qiankun Zhou - 898-927 Exponential class of dynamic binary choice panel data models with fixed effects
by Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran - 928-945 On the relevance of weaker instruments
by Bertille Antoine & Eric Renault - 946-969 Determining the number of factors with potentially strong within-block correlations in error terms
by Xu Han & Mehmet Caner - 970-987 Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions
by Cong Li & Hongjun Li & Jeffrey S. Racine - 988-1006 Nonparametric Knn estimation with monotone constraints
by Zheng Li & Guannan Liu & Qi Li - 1007-1020 Stochastic metafrontiers
by Christine Amsler & Christopher J. O’Donnell & Peter Schmidt - 1021-1038 Diagnostics for the bootstrap and fast double bootstrap
by Russell Davidson - 1039-1056 Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
by Yong Bao & Aman Ullah & Yun Wang - 1057-1080 Partial identification of average treatment effects on the treated through difference-in-differences
by Yanqin Fan & Carlos A. Manzanares
May 2017, Volume 36, Issue 5
- 495-513 Multistep ahead forecasting of vector time series
by Tucker McElroy & Michael W. McCracken - 514-545 Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming
by Guillaume Chevillon - 546-562 Bayesian analysis of multivariate stochastic volatility with skew return distribution
by Jouchi Nakajima
April 2017, Volume 36, Issue 4
- 397-420 Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses
by Esmeralda A. Ramalho & Joaquim J. S. Ramalho - 421-446 Specification and testing of multiplicative time-varying GARCH models with applications
by Cristina Amado & Timo Teräsvirta - 447-467 Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation
by Chris Blakely & Tucker McElroy - 468-492 Fourier--type tests involving martingale difference processes
by Zdeněk Hlávka & Marie Hušková & Claudia Kirch & Simos G. Meintanis - 493-493 Correction of Caporin and Paruolo (2015)
by Massimilano Caporin & Paolo Paruolo
March 2017, Volume 36, Issue 1-3
- 1-5 Peter Schmidt: Econometrician and consummate professional
by Esfandiar Maasoumi & Robin Sickles - 6-22 Estimation of partially specified spatial panel data models with fixed-effects
by Chunrong Ai & Yuanqing Zhang - 23-41 Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England
by Martyn Andrews & Obbey Elamin & Alastair R. Hall & Kostas Kyriakoulis & Matthew Sutton - 42-59 A fractionally integrated Wishart stochastic volatility model
by Manabu Asai & Michael McAleer - 60-84 Inference for impulse response coefficients from multivariate fractionally integrated processes
by Richard T. Baillie & George Kapetanios & Fotis Papailias - 85-102 Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
by Badi H. Baltagi & Chihwa Kao & Long Liu - 103-135 Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
by Herman J. Bierens & Li Wang - 136-155 Bootstrapping unit root tests with covariates
by Yoosoon Chang & Robin C. Sickles & Wonho Song - 156-181 Measuring firm performance using nonparametric quantile-type distances
by Abdelaati Daouia & Léopold Simar & Paul W. Wilson - 182-204 Invariant tests based on M -estimators, estimating functions, and the generalized method of moments
by Jean-Marie Dufour & Alain Trognon & Purevdorj Tuvaandorj - 205-224 Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method
by Carl Green & Qi Li & Yu Yvette Zhang - 225-240 Lag length selection in panel autoregression
by Chirok Han & Peter C. B. Phillips & Donggyu Sul - 241-256 The smooth colonel and the reverend find common ground
by Nicholas M. Kiefer & Jeffrey S. Racine - 257-288 Online learning and forecast combination in unbalanced panels
by Kajal Lahiri & Huaming Peng & Yongchen Zhao - 289-353 Inference on locally ordered breaks in multiple regressions
by Ye Li & Pierre Perron - 354-369 Estimation of semi-varying coefficient models with nonstationary regressors
by Kunpeng Li & Degui Li & Zhongwen Liang & Cheng Hsiao - 370-384 A semiparametric generalized ridge estimator and link with model averaging
by Aman Ullah & Alan T. K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou - 385-395 LIML in the static linear panel data model
by Tom Wansbeek & Dennis Prak