EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Journal of Econometrics
1973 - 2013
Edited by T. Amemiya , A. R. Gallant , J. F. Geweke , C. Hsiao and P. M. Robinson
from Elsevier
Access Statistics for this journal.
RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series .
Volume 138, issue 2 , 2007
Information and entropy econometrics - volume overview and synthesis pp. 379-387 Amos Golan Some aspects of the history of Bayesian information processing pp. 388-404 Arnold Zellner Information optimality and Bayesian modelling pp. 405-429 Bertrand Clarke Efficient information theoretic inference for conditional moment restrictions pp. 430-460 Richard J. Smith On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood pp. 461-487 Bertille Antoine , Helene Bonnal and Eric Michel Renault Information in generalized method of moments estimation and entropy-based moment selection pp. 488-512 Alastair Hall , Atsushi Inoue , Kalidas Jana and Changmock Shin Estimation and inference in the case of competing sets of estimating equations pp. 513-531 George G. Judge and Ron Mittelhammer GMM estimation of a maximum entropy distribution with interval data pp. 532-546 Ximing Wu and Jeffrey M. Perloff A versatile and robust metric entropy test of time-reversibility, and other hypotheses pp. 547-567 Jeffrey Scott Racine and Esfandiar Maasoumi Information measures for generalized gamma family pp. 568-585 Ali Dadpay , Ehsan S. Soofi and Refik Soyer Volume 138, issue 1 , 2007
Progress and challenges in econometrics pp. 1-2 Philip Hans Franses and Herman K. van Dijk Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam pp. 3-13 Clive W. J. Granger Generalizing the standard product rule of probability theory and Bayes's Theorem pp. 14-23 Arnold Zellner Testing with many weak instruments pp. 24-46 Donald W. K. Andrews and James H. Stock The zero-information-limit condition and spurious inference in weakly identified models pp. 47-62 Charles R. Nelson and Richard Startz Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data pp. 63-103 Lennart Hoogerheide , Frank Kleibergen and Herman K. van Dijk Unit root log periodogram regression pp. 104-124 Peter C. B. Phillips No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications pp. 125-180 Torben G. Andersen , Tim Bollerslev and Dobrislav Dobrev Measuring volatility with the realized range pp. 181-207 Martin Martens and Dick van Dijk Product attributes and models of multiple discreteness pp. 208-230 Jaehwan Kim , Greg M. Allenby and Peter E. Rossi Seasonality and non-linear price effects in scanner-data-based market-response models pp. 231-251 Dennis Fok , Philip Hans Franses and Richard Paap Smoothly mixing regressions pp. 252-290 John Geweke and Michael P Keane Approximately normal tests for equal predictive accuracy in nested models pp. 291-311 Todd Clark and Kenneth D. West A pair-wise approach to testing for output and growth convergence pp. 312-355 M Hashem Pesaran Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory pp. 356-378 Mohammed Abdellaoui , Carolina Barrios and Peter P. Wakker Volume 137, issue 2 , 2007
Gaussian semiparametric estimation of multivariate fractionally integrated processes pp. 277-310 Katsumi Shimotsu A robust version of the KPSS test based on indicators pp. 311-333 Robert de jong , Christine Elaine Amsler and Peter Schmidt Granger causality and path diagrams for multivariate time series pp. 334-353 Michael Eichler A simple approach to the parametric estimation of potentially nonstationary diffusions pp. 354-395 Federico M. Bandi and Peter C. B. Phillips Finite sample properties of maximum likelihood estimator in spatial models pp. 396-413 Yong Bao and Aman Ullah Decisionmetrics: A decision-based approach to econometric modelling pp. 414-440 Spyros P. Skouras Optimal statistical decisions about some alternative financial models pp. 441-471 Wolfgang Stummer and Igor Vajda Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean pp. 472-488 Andrew Peter Blake and George Kapetanios GMM and 2SLS estimation of mixed regressive, spatial autoregressive models pp. 489-514 Lung-Fei Lee Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction pp. 515-555 John Chao and Norman Rasmus Swanson Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations pp. 556-576 Ngai Hang Chan , Shi-Jie Deng , Liang Peng and Zhendong Xia On efficient estimation of the ordered response model pp. 577-614 Mark Coppejans MCMC maximum likelihood for latent state models pp. 615-640 Eric Jacquier , Michael Johannes and Nicholas Polson Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers pp. 641-673 Jose T.A.S. Ferreira and Mark Steel Inference on inequality from household survey data pp. 674-707 Debopam Bhattacharya Marginal likelihood and unit roots pp. 708-728 Marc K. Francke and Aart F. de Vos Volume 137, issue 1 , 2007
Nonparametric stochastic frontiers: A local maximum likelihood approach pp. 1-27 Subal C. Kumbhakar , Byeong U. Park , Leopold Simar and Efthymios Mike Tsionas Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases pp. 28-67 Mehmet Caner Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity pp. 68-111 Byeongseon Seo A unified approach to nonlinearity, structural change, and outliers pp. 112-133 Paolo Giordani , Robert J. Kohn and Dick van Dijk Selection of estimation window in the presence of breaks pp. 134-161 M Hashem Pesaran and Allan Timmermann Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence pp. 162-188 Peter C. B. Phillips and Donggyu Sul An efficient nonparametric estimator for models with nonlinear dependence pp. 189-229 Patrick Gagliardini and Christian S. Gourieroux Nonstationary nonlinear heteroskedasticity in regression pp. 230-259 Heetaik Chung and Joon Y. Park Bayesian analysis of a Tobit quantile regression model pp. 260-276 Keming Yu and Julian Stander
EconPapers is hosted by the
Örebro University School of Business.