The Econometrics Journal 2010

Vol. 13, n° 3 (September 2010)

Editorial

  • Recent developments in structural microeconometrics

Articles

  • FEVE Frédérique, FLORENS Jean-Pierre - The practice of non-parametric estimation by solving inverse problems: the example of transformation model, pp. S1-S27
  • KOMUNJER Ivana, SANTOS Andres - Semi-parametric estimation of non-separable models: a minimum distance from independence approach, pp. S28-S55
  • MAGNUSSON Leandro M. - Inference in limited dependent variable models robust to weak identification, pp. S-56-S79
  • VANHEMS Anne - Non-parametric estimation of exact consumer surplus with endogeneity in price, pp. S80-S98
  • HAAN Peter, PROWSE Victoria - A structural approach to estimating the effect of taxation on the labour market dynamics of older workers, pp. S99-S125
  • ISKAKOV Fedor - Structural dynamic model of retirement with latent health indicator, pp. S126-S161

(résumés du n° 3/2010)

Vol. 13, n° 2 (July 2010)

Articles

  • LEE Lung-fei, LIU Xiaodong, LIN Xu - Specification and estimation of social interaction models with network structures, pp. 145-176
  • CHOI Hwan-sik, KIEFER Nicholas M. - Improving robust model selection tests for dynamic models, pp. 177-204
  • WRIGHT Jonathan H. - Testing the adequacy of conventional asymptotics in GMM, pp. 205-217
  • BAUWENS Luc, PREMINGER Arie, ROMBOUTS Jeroen V. K. - Theory and inference for a Markov switching GARCH model, pp. 218-244
  • JIANG George J., KNIGHT John L. - ECF estimation of Markov models where the transition density is unknown, pp. 245-270
  • FIORIO Carlo V., HAJIVASSILIOU Vassilis A., PHILLIPS Peter C. B. - Bimodal t-ratios: the impact of thick tails on inference, pp. 271-289

(résumés du n° 2/2010)

Vol. 13, n° 1 (February 2010)

  • BROWNING Martin, CARRO Jesus M. - Heterogeneity in dynamic discrete choice models, pp. 1-39
  • SCHAFGANS Marcia M. A., ZINDE-WALSH Victoria - Smoothness adaptive average derivative estimation, pp. 40-62
  • MADSEN Edith - Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests, pp. 63-94
  • BUN Maurice J. G., WINDMEIJER Frank - The weak instrument problem of the system GMM estimator in dynamic panel data models, pp. 95-126
  • HONORE Bo E. HU Luojia - Estimation of a transformation model with truncation, interval observation and time-varying covariates, pp. 127-144

Book Review

  • HOFF Peter D. - A First Course in Bayesian Statistical Methods, pp. B1-B5

(résumés du n° 1/2010)

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