The Econometrics Journal

Volume 14, n° 3, October 2011

Articles

  • HODERLEIN Stefan, MAMMEN Enno, YU Kyusang - Non-parametric models in binary choice fixed effects panel data, pp. 351-367

  • CANAY Ivan A. - A simple approach to quantile regression for panel data, pp. 368-386

  • LI Degui, CHEN Jia, GAO Jiti - Non-parametric time-varying coefficient panel data models with fixed effects, pp. 387-408

  • ABREVAYA Jason, SHIN Youngki - Rank estimation of partially linear index models, pp. 409-437

  • YANG Jingjing, VOGELSANG Timothy J. - Fixed-b analysis of LM-type tests for a shift in mean, pp. 438-456

  • PHILIPS Peter C. B., SU Liangjun - Non-parametric regression under location shifts, pp. 457-486

  • KIM Yunmi,  KIM Chang-Jin - Dealing with endogeneity in a time-varying parameter model: joint estimation and two-step estimation procedures, pp. 487-497

Book Review

  • WOOLBRIDGE Jeffrey M. - A Review of Econometric Analysis of Cross Section and Panel Data, pp. B5-B9

(résumés du n° 3/2011)

Volume 14, n° 2, July 2011

Articles

  • KURITA Takamitsu, NIELSEN Heino Bohn, RAHBEK Anders - An I(2) cointegration model with piecewise linear trends, pp. 131-155
  • CHAMBERS Marcus J. - Cointegration and sampling frequency, pp. 156-185
  • PONOMAREVA Maria, TAMER Elie - Misspecification in moment inequality models: back to moment equalities?, pp. 186-203
  • VERAART Almut E. D. - Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures, pp. 204-240
  • HUANG Xiao - Quasi-maximum likelihood estimation of discretely observed diffusions, pp. 241-256
  • DI Jianing, GANGOPADYAY Ashis - On the efficiency of a semi-parametric GARCH model, pp. 257-277
  • BAI Zhidong, LI Hua, LIU Huixia, WONG Wing-Keung - Test statistics for prospect and Markowitz stochastic dominances with applications, pp. 278-303
  • MYNBAEV Kairat T. - Regressions with asymptotically collinear regressors, pp. 304-320
  • OTSU Taisuke - Large deviations of generalized method of moments and empirical likelihood estimators, pp. 321-329
  • BORN Benjamin, BREITUNG Jörg - Simple regression-based tests for spatial dependence, pp. 330-342
  • BRINCH Christian N. - Non-parametric identification of the mixed proportional hazards model with interval-censored durations, pp. 343-350

Book Review

  • MYOUNG-JAE Lee- A Review of Micro-Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.), pp. B1-B4

(résumés du n° 2/2011)

Volume 14, n° 1, February 2011

Editorial

  • PERRON Pierre, SMITH Richard J. - Royal Economic Society Annual Conference 2009
    Special Issue on Factor Models: Theoretical and Applied Perspectives, pp. Ci-Ciii
  • MOENCH Emanuel,  NG Serena - A hierarchical factor analysis of U.S. housing market dynamics,  pp. C1-C24
  • ANGELINI Elena, CAMBA-MENDEZ Gonzalo, GIANNONE Domenico, REICHLIN Lucrezia, RÜNSTLER Gerhard - Short-term forecasts of euro area GDP growth, pp. C25-C44
  • CHUDIK Alexander,PESARAN  M. Hashem, TOSETTI Elisa - Weak and strong cross-section dependence and estimation of large panels, pp. C45-C90

Articles

  • ANDO Tomohiro, TSAY Ruey S.- Quantile regression models with factor-augmented predictors and information criterion, pp. 1-24
  • BALTAGI Badi H., FENG Qu, KAO Chihwa - Testing for sphericity in a fixed effects panel data model, pp. 25-47
  • MUTL Jan, PFAFFERMAYR Michael - The Hausman test in a Cliff and Ord panel model, pp. 48-76
  • NIELSEN Morten Ørregaard, FREDERIKSEN Per - Fully modified narrow-band least squares estimation of weak fractional cointegration, pp. 77-120

(résumés du n° 1/2011)

 

   

 

  

 

 

 

 

Dernière modification le