The Econometrics Journal

Volume 15, n° 3, December 2012

  • LI Hong, XIAO Zhijie - Weak instrument inference in the presence of parameter instability, pp. 395–419
  • KRISTENSEN Dennis - Non-parametric detection and estimation of structural change, pp. 420–461
  • GORGENS Tue, WÜRTZ Allan - Testing a parametric function against a non-parametric alternative in IV and GMM settings, pp. 462–489

  • CREEL Michael, KRISTENSEN Dennis - Estimation of dynamic latent variable models using simulated non-parametric moments, pp. 490–515

  • NANKERVIS John C., SAVIN Nathan E. - Testing for uncorrelated errors in ARMA models: non-standard Andrews-Ploberger tests, pp. 516–534

Erratum to

  • JENSEN Peter S., WÜRTZ Allan H. - Estimating the effect of a variable in a high-dimensional linear model, (Vol. 15 n°2, pp. 325-357) p. 535

Book Reviews       

  • DEJONG David N., CHETAN Dave - A Review of Structural Macroeconometrics, pp. B5–B10
  • GEWEKE John, KOOP Gary,  VAN DIJK Herman - A Review of The Oxford Handbook of Bayesian Econometrics, pp. B11–B15

(résumés du n° 3/2012)

Volume 15, n° 2, June 2012

  • FERRIANI Fabrizio, PASTORELLO Sergio - Estimating and testing non-affine option pricing models with a large unbalanced panel of options, pp.171–203
  • HAN Heejoon, ZHANG Shen - Non-stationary non-parametric volatility model, pp. 204–225
  • ENGSTED Tom, NIELSEN Bent - Testing for rational bubbles in a coexplosive vector autoregression, pp. 226–254
  • CHANG Yoosoon, JIANG Bibo, PARK Joon - Non-stationary regression with logistic transition, pp. 255–287
  • JUN Sung Jae, PINSKE Joris, XU Haiqing - Discrete endogenous variables in weakly separable models, pp. 288–303
  • FLORENS Jean-Pierre, JOHANNES Jan, VAN BELLEGEM Sébastien Van - Instrumental regression in partially linear models, pp. 304–324
  • JENSEN Peter S., WÜRTZ Allan H. - Estimating the effect of a variable in a high-dimensional linear model, pp. 325–357

  • KALLIOVIRTA Leena - Misspecification tests based on quantile residuals, pp. 358–393

Book Review

  • TERÄSVIRTA Timo, TJØSTHEIM Dag, GRANGER Clive W.J. - A Review of Modelling Nonlinear Economic Time Series, pp. B1–B3

(résumés du n° 2/2012)         

Volume 15, n° 1, February 2012

Royal Economic Society annual conference 2010
Special Issue on Econometrics of inequality

  • LINTON Olivier, SMITH Richard J. - Editorial, pp. Ci-Cii
  • DONALD Stephen G., HSU Yu-Chin, BARRETT Garry F. - Incorporating covariates in the measurement of welfare and inequality: methods and applications, pp. C1-C30
  • DAVIDSON Russell - Statistical inference in the presence of heavy tails, pp. C31-C53
  • SCHLUTER Christian - Discussion of S.G. Donald et al. and R. Davidson, pp. C54-C57
  • BRAVO Francesco - Generalized empirical likelihood testing in semiparametric conditional moment restrictions models, pp. 1-31
  • CAMPONOVO Lorenzo, OTSU Taisuke - Breakdown point theory for implied probability bootstra, pp. 32-55
  • ZHANG Yonghui, SU Liangjun, PHILIPPS Peter C. B. - Testing for common trends in semi-parametric panel data models with fixed effects, pp. 56-100
  • DE BLANDER Rembert, DHAENE Geert - Unit root tests for panel data with AR(1) errors and small T, pp. 101-124
  • SCHLUTER Christian - On the problem of inference for inequality measures for heavy-tailed distributions, pp. 125-153
  • YANG Jingjing - Break point estimators for a slope shift: levels versus first differences, pp. 154-169

(résumés du n°1/2012)

 

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