Econometrics Journal

Volume 18, n° 3, 2015

  • CHANG Minsu, LEE Sokbae, WHANG Yoon-Jae - Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements,  pp. 307–346
  • HU Yingyao, SHIU Ji-Liang, WOUTERSEN Tiemen - Identification and estimation of single-index models with measurement error and endogeneity, pp. 347–362
  • HADRI Kaddour, KUROZUMI Eiji, RAO Yao - Novel panel cointegration tests emending for cross-section dependence with N fixed, pp. 363–411
  • KUROZUMI Eiji, YAMAMOTO Yohei - Confidence sets for the break date based on optimal tests, pp. 412–435

(résumés du n° 3/2015)

Volume 18, n° 2, 2015

Appreciation

  • PHILLIPS Peter C. B. - Edmond Malinvaud: a tribute to his contributions in econometrics,  pp. A1–A13

RES conference 2012. special issue on econometrics of forecasting   

  • SMITH Richard J. - Royal Economic Society Annual Conference 2012 Special Issue on Econometrics of Forecasting, pp. Ci–Cii
  • JUNGBACKER Borus, KOOPMAN Siem Jan - Likelihood-based dynamic factor analysis for measurement and forecasting, pp. C1–C21
  • GIACOMINI Raffaella - Economic theory and forecasting: lessons from the literature,  pp. C22–C41

Articles

  • FAN Yanqin, PASTORELLO Sergio, RENAULT Eric - Maximization by parts in extremum estimation, pp. 147–171
  • BLEVINS Jason R. - Non-standard rates of convergence of criterion-function-based set estimators for binary response models, pp. 172–199
  • ARVANITIS Stelios, DEMOS Antonis - A class of indirect inference estimators: higher-order asymptotics and approximate bias correction, pp. 200–241
  • ZHANG Zhengyu, LIU Bing - Identification and estimation of partially linear censored regression models with unknown heteroscedasticity, pp. 242–273
  • XU Ke-Li - Testing for structural change under non-stationary variances, pp. 274–305

(résumés du n° 2/2015)

Volume 18, n° 1, 2015

Articles

  • KASY Maximilian - Non-parametric inference on the number of equilibria, pp. 1–39
  • ALLEN Rebecca, BURGESS Simon, DAVIDSON Russell, WINDMEIJER Frank - More reliable inference for the dissimilarity index of segregation, pp. 40–66
  • KHEIFETS Igor L. - Specification tests for nonlinear dynamic models, pp. 67–94
  • LEE Wei-Ming, HSU Yu-Chin, KUAN Chung-Ming - Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions, pp. 95–116
  • CHEN Jia, GAO Jiti, LI Degui, LIN Zhengyan - Specification testing in nonstationary time series models, pp. 117–136

Note

  • TCVHATOKA Firmin Doko - On bootstrap validity for specification tests with weak instruments, pp. 137–146

(résumés du n° 1/2015)
       

       


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