The Econometrics Journal

Volume 17, n° 3, 2014

  • TAO Ji, LEE Lung-fei - A social interaction model with an extreme order statistic, pp. 197–240
  • XU Haiqing - Estimation of discrete games with correlated types, pp. 241–270
  • CHEN Le-Yu, LEE Sokbae, SUNG Myung Jae - Maximum score estimation with nonparametrically generated regressors, pp. 271–300
  • KIM Dukpa - Common breaks in time trends for large panel data with a factor structure, pp. 301–337
  • MOON Hyungsik Roger, PERRON Benoit, PHILLIPS Peter C. B. - Point-optimal panel unit root tests with serially correlated errors, pp. 338–372

Notes

  • JOCHMANS Koen - First-differencing in panel data models with incidental functions, pp. 373–382
  • FULEKY Peter, ZIVOT Eric - Indirect inference based on the score, pp. 383–393

(résumés du n° 3/2014)

Volume 17, n° 2, 2014

Editorial

  • CHEN Xiaohong, LEE Sokbae, LINTON Oliver, TAMER Elie - Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz, pp. Si–Sii

Articles

  • CHESHER Andrew, ROSEN Adam M. - An instrumental variable random-coefficients model for binary outcomes, pp. S1–S19 (texte)
  • LEE Young K., MAMMEN Enno, PARK Byeong U. - Backfitting and smooth backfitting in varying coefficient quantile regression, pp. S20–S38
  • DAVIDSON Russell, MacKINNON James G. - Confidence sets based on inverting Anderson–Rubin tests, pp. S39–S58
  • LINTON Oliver, POST Thierry, WHAN Yoon-Jae - Testing for the stochastic dominance efficiency of a given portfolio, pp. S59–S74
  • BELLONI Alexandre, CHERNOZHUKOV Victor - Posterior inference in curved exponential families under increasing dimensions, pp. S75–S100
  • SONG Song, HÄRDLE Wolfgang K., RITOV Ya'acov - Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series, pp. S101–S131

(résumés du n° 2/2014)

Volume 17, n° 1, 2014

  • JIANG Jiancheng, JIANG Xuejun, SONG Xinyuan - Weighted composite quantile regression estimation of DTARCH models, pp. 1–23
  • PEDERSEN Rasmus S., RAHBEK Anders - Multivariate variance targeting in the BEKK–GARCH model, pp. 24–55
  • KANG Kyu H. - Estimation of state-space models with endogenous Markov regime-switching parameters, pp. 56–82
  • AI Chunrong, YOU Jinhong, ZHOU Yong - Estimation of fixed effects panel data partially linear additive regression models, pp. 83–106
  • RODRIGUEZ-POO Juan M., SOBERON Alexandra - Direct semi-parametric estimation of fixed effects panel data varying coefficient models, pp. 107–138
  • ROBINSON Peter M., ROSSI Francesca - Improved Lagrange multiplier tests in spatial autoregressions, pp. 139–164
  • TCHATOKA Firmin Doko, DUFOUR Jean-Marie - Identification-robust inference for endogeneity parameters in linear structural models, pp. 165–187

Note

  • HAGEMANN Andreas - Stochastic equicontinuity in nonlinear time series models, pp. 188–196

(résumés du n° 1/2014)
  

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