Econometrics Journal

Volume 19, n° 3, 2016

RES CONFERENCE 2013 SPECIAL ISSUE ON ECONOMETRICS OF HETEROGENEITY

  • ARELLANO Manuel, BONHOMME Stéphane - Nonlinear panel data estimation via quantile regressions, pp. C61–C94
  • COMPIANI Giovanni, KITAMURA Yuichi - Using mixtures in econometric models: a brief review and some new results, pp. C95–C127

Articles

  • MAO Guangyu - Testing for error cross-sectional independence using pairwise augmented regressions, pp. 237–260
  • QU Xi, WANG Xiaoliang, LEE Lung-fei - Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small, pp. 261–290

Book Review

  • ROSSI Barbara - A Review of Economic Forecasting, pp. B1–B3

(résumés du n° 3/2016)

Volume 19, n° 2, 2016

  • JUN Sung Jae, PINKSE Joris, XU Haiqing - Estimating a nonparametric triangular model with binary endogenous regressors, pp. 113–149
  • ADAMS Christopher P. - Finite mixture models with one exclusion restriction, pp. 150–165
  • BREITUNG Jörg, ROLING Christoph, SALISH Nazarii - Lagrange multiplier type tests for slope homogeneity in panel data models, pp. 166–202
  • LIU Chu-An, KUO Biing-Shen - Model averaging in predictive regressions, pp. 203–231

Note

  • SCAILLET Olivier - On ill-posedness of nonparametric instrumental variable regression with convexity constraints, pp. 232–236

(résumés du n° 2/2016)

Volume 19, n° 1, 2016

RES Conference 2014
Special Issue on Large Dimensional Models

  • PATTON Andrew J., SMITH Richard J. - Royal Economic Society Annual Conference 2014 Special Issue on Large Dimensional Models, pp. Ci–Cii
  • FAN Jianqing, LIAO Yuan, LIU Han - An overview of the estimation of large covariance and precision matrices, pp. C1–C32
  • BARIGOZZI Matteo, HALLIN Marc - Generalized dynamic factor models and volatilities: recovering the market volatility shocks, pp. C33–C60

Articles

  • HOUNYO Ulrich, VELIYEV Bezirgen - Validity of Edgeworth expansions for realized volatility estimators, pp. 1–32
  • CAMPONOVO Lorenzo- Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators, pp. 33–54
  • DU Zaichao - Nonparametric bootstrap tests for independence of generalized errors, pp. 55–83
  • PERRON Pierre, RODRIGUEZ Gabriel - Residuals-based tests for cointegration with generalized least-squares detrended data, pp. 84–111

(résumés du n° 1/2016)

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