The Econometrics Journal

Volume 16, n° 3, October 2013

  • KOKOSZKA Piotr, REIMHERR Matthew - Predictability of shapes of intraday price curves, pp. 285–308
  • QU Zhongjun, PERRON Pierre - A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices, pp. 309–339
  • JOCHMANS Koen - Pairwise-comparison estimation with non-parametric controls, pp. 340–372
  • BAILLIE Richard T., KAPETANIOS George - Estimation and inference for impulse response functions from univariate strongly persistent processes, pp. 373–399
  • YAMAMOTO Yohei, PERRON Pierre - Estimating and testing multiple structural changes in linear models using band spectral regressions, pp. 400–429
  • YU Ping, ZHAO Yongqiang - Asymptotics for threshold regression under general conditions, pp. 430–462

Notes

  • LIU Qingfeng, OKUI Ryo - Heteroscedasticity-robust Cp model averaging, pp. 463–472
  • GUO Zheng-Feng, SHINTANI Mototsugu - Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present, pp. 473–484

Book Review

  • TAYLOR Robert - A Review of Unit Root Tests in Time Series: Volumes 1 and 2, pp. B5–B8

(résumés du n° 3/2013)

Volume 16, n° 2, June 2013

  • BLEVINS Jason R., KHAN Shakeeb - Local NLLS estimation of semi-parametric binary choice models, pp. 135–160
  • ABREVAYA Jason - The projection approach for unbalanced panel data, pp. 161–178
  • EVERAERT Gerdie - Orthogonal to backward mean transformation for dynamic panel data models, pp. 179–221
  • BAI Jushan, CARRION-I-SILVESTRE Josep Lluís - Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors, pp. 222–249
  • ZHANG Zhengyu - Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction, pp. 250–277

Note

  • AGUIRRE Víctor M., DOMINGUEZ Manuel A. - New inference methods for quantile regression based on resampling, pp. 278–283

Book review

  • MARSH Patrick - A Review of Non-Parametric Econometrics, pp. B1–B3

(résumés du n° 2/2013)

Volume 16, n° 1, February 2013

Identification in Econometrics, Theory and Applications

  • BONTEMPS Christian, TAMER Elie - Editorial, pp. Si-Sii
  • MANSKI Charles F. - Identification of treatment response with social interactions, pp. S1–S23
  • KIVIET Jan F. - Identification and inference in a simultaneous equation under alternative information sets and sampling schemes, pp. S24–S59
  • KOMAROVA Tatiana - Partial identification in asymmetric auctions in the absence of independence, pp. S60–S92
  • HENRY Marc, MOURIFIE Ismael - Set inference in latent variables models, pp. S93–S105

Articles

  • SUN Yixiao - A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator, pp. 1–26
  • ANATOLYEV Stanislav - Instrumental variables estimation and inference in the presence of many exogenous regressors, pp. 27–72
  • WANG Wei, LEE Lung-Fei - Estimation of spatial autoregressive models with randomly missing data in the dependent variable, pp. 73–102
  • BALTAGI Badi H., YANG Zhenlin - Standardized LM tests for spatial error dependence in linear or panel regressions, pp. 103–134

(résumés du n° 1/2013)

   

 

  

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