The Econometrics Journal 2007

Volume 10, n° 3/2007

  • WAN Alan T.K., ZOU Guohua, QIN Huaizhen - On the sensitivity of the restricted least squares estimators to covariance misspecification, pp. 471-487
  • CARSON Richard T., SUN Yixiao - The Tobit model with a non-zero threshold, pp. 488-502
  • DELLAPORTAS P., VRONTOS I.D. - Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models, pp. 503-520
  • BRAMATI Maria Caterina, CROUX Christophe - Robust estimators for the fixed effects panel data model, pp. 521-540
  • DAVIDSON Russel, MACKINNON James G. - Moments of IV and JIVE estimators, pp. 541-553
  • ROSSI Barbara - Expectations hypotheses tests at Long Horizons, pp. 554-579
  • QU Zhongjun - Searching for cointegration in a dynamic system, pp. 580-604
  • GEORGIEV Iliyan - A mixture-distribution factor model for multivariate outliers, pp. 605-636
Notes
  • ALLEN Jason - Size matters: covariance matrix estimation under the alternative, pp. 637-644
( résumés du n° 3/2007)

Volume 10, n° 2/2007

  • CANALS-CERDÁ José, GURMU Shiferaw - Semiparametric competing risks analysis , pp. 193-215
  • BU Ruijun, HADRI Kaddour - Estimating option implied risk-neutral densities using spline and hypergeometric functions , pp. 216-244
  • MAGDALINOS Tassos - On the inconsistency of the unrestricted estimator of the information matrix near a unit root , pp. 245-262
  • DUSTMANN Christian, ROCHINA-BARRACHINA María Engracia - Selection correction in panel data models: An application to the estimation of females' wage equations , pp. 263-293
  • PREMINGER Arie, SAKATA Shinichi - A model selection method for S-estimation , pp. 294-319
  • HAUG S., KLÜPPELBERG C., LINDNER A., ZAPP M. - Method of moment estimation in the COGARCH(1,1) model , pp. 320-341
  • KAWAKATSU Hiroyuki - Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models , pp. 342-358
  • FRÖLICH Markus - Propensity score matching without conditional independence assumption-with an application to the gender wage gap in the United Kingdom , pp. 359-407
  • BAUWENS L., ROMBOUTS J.V.K. - Bayesian inference for the mixed conditional heteroskedasticity model , pp. 408-425
  • WANG Liqun, HSIAO Cheng - Two-stage estimation of limited dependent variable models with errors-in-variables , pp. 426-438
  • GUIMARAES Paulo, LINDROOTH Richard C. - Controlling for Overdispersion in Grouped Conditional Logit Models: A Computationally Simple Application of Dirichlet-Multinomial Regression , pp. 439-452
  • CHANG Pao-Li, SAKATA Shinichi - Estimation of impulse response functions using long autoregression , pp. 453-469
( résumés du n° 2/2007)

Volume 10, n° 1/2007

  • KIM Kyoo il - Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities, pp. 1-34
  • BROWN Bryan W., HODGSON Douglas J. - Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry, pp. 35-48
  • HSIAO Cheng, WANG Siyan - Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models, pp. 49-81
  • CHOI Chi-Young, MOH Young-Kyu - How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes?, pp. 82-112
  • ASAI Manabu, MCALEER Michael - Non-trading day effects in asymmetric conditional and stochastic volatility models, pp. 113-123
  • MAYORAL Laura - Minimum distance estimation of stationary and non-stationary ARFIMA processes, pp. 124-148
  • HARVEY David I., LEYBOURNE Stephen J. - Testing for time series linearity, pp. 149-165
  • MAGNUS Jan R., VASNEV Andrey L. - Local sensitivity and diagnostic tests, pp. 166-192

(résumés du n° 1/2007)

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