EconPapers    
Economics at your fingertips  
 

Journal of Econometrics

1973 - 2017

Current editor(s): T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

From Elsevier
Series data maintained by Dana Niculescu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 191, issue 2, 2016

Dynamic treatment effects pp. 276-292 Downloads
James Heckman, John Humphries and Gregory Veramendi
Credible interval estimates for official statistics with survey nonresponse pp. 293-301 Downloads
Charles Manski
On independence conditions in nonseparable models: Observable and unobservable instruments pp. 302-311 Downloads
Rosa L. Matzkin
Real-time nowcasting of nominal GDP with structural breaks pp. 312-324 Downloads
William Barnett, Marcelle Chauvet and Danilo Leiva-Leon
Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error pp. 325-347 Downloads
Sujin Park, Seok Young Hong and Oliver Linton
A new approach to measuring and studying the characteristics of class membership: Examining poverty, inequality and polarization in urban China pp. 348-359 Downloads
Gordon Anderson, Alessio Farcomeni, M. Grazia Pittau and Roberto Zelli
Consistent tests for poverty dominance relations pp. 360-373 Downloads
Garry Barrett, Stephen G. Donald and Yu-Chin Hsu
A solution to aggregation and an application to multidimensional ‘well-being’ frontiers pp. 374-383 Downloads
Esfandiar Maasoumi and Jeffrey Racine
Improving GDP measurement: A measurement-error perspective pp. 384-397 Downloads
S. Boragan Aruoba, Francis Diebold, Jeremy Nalewaik, Frank Schorfheide and Dongho Song
Price discounts and the measurement of inflation pp. 398-406 Downloads
Kevin Fox and Iqbal Syed
A least squares approach to imposing within-region fixity in the International Comparisons Program pp. 407-413 Downloads
Robert Hill
Stochastic approach to computation of purchasing power parities in the International Comparison Program (ICP) pp. 414-425 Downloads
D.S. Prasada Rao and Gholamreza Hajargasht
Measuring industry productivity and cross-country convergence pp. 426-433 Downloads
Robert Inklaar and Walter Diewert

Volume 191, issue 1, 2016

Efficient estimation of approximate factor models via penalized maximum likelihood pp. 1-18 Downloads
Jushan Bai and Yuan Liao
Nonparametric errors in variables models with measurement errors on both sides of the equation pp. 19-32 Downloads
Michele De Nadai and Arthur Lewbel
Long memory affine term structure models pp. 33-56 Downloads
Adam Golinski and Paolo Zaffaroni
Testing for (in)finite moments pp. 57-68 Downloads
Lorenzo Trapani
Inference in VARs with conditional heteroskedasticity of unknown form pp. 69-85 Downloads
Ralf Brüggemann, Carsten Jentsch and Carsten Trenkler
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso pp. 86-109 Downloads
Junhui Qian and Liangjun Su
Information theory for maximum likelihood estimation of diffusion models pp. 110-128 Downloads
Hwan-sik Choi
Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness pp. 129-144 Downloads
Holger Dette, Stefan Hoderlein and Natalie Neumeyer
Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers pp. 145-163 Downloads
Szabolcs Blazsek and Alvaro Escribano
Intergenerational long-term effects of preschool-structural estimates from a discrete dynamic programming model pp. 164-175 Downloads
James Heckman and Lakshmi K. Raut
Estimation of heterogeneous panels with structural breaks pp. 176-195 Downloads
Badi Baltagi, Qu Feng and Chihwa Kao
A direct approach to inference in nonparametric and semiparametric quantile models pp. 196-216 Downloads
Yanqin Fan and Ruixuan Liu
Variation-based tests for volatility misspecification pp. 217-230 Downloads
Alex Papanicolaou and Kay Giesecke
Sieve instrumental variable quantile regression estimation of functional coefficient models pp. 231-254 Downloads
Liangjun Su and Tadao Hoshino
ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors pp. 255-271 Downloads
Marcelo Medeiros and Eduardo F. Mendes

Volume 190, issue 2, 2016

A weak instrument F-test in linear IV models with multiple endogenous variables pp. 212-221 Downloads
Eleanor Sanderson and Frank Windmeijer
Endogenous network production functions with selectivity pp. 222-232 Downloads
William Horrace, Xiaodong Liu and Eleonora Patacchini
Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects pp. 233-251 Downloads
Emir Malikov, Subal Kumbhakar and Yiguo Sun
A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching pp. 252-266 Downloads
Irina Murtazashvili and Jeffrey M. Wooldridge
Estimating production functions with control functions when capital is measured with error pp. 267-279 Downloads
Kyoo il Kim, Amil Petrin and Suyong Song
Endogeneity in stochastic frontier models pp. 280-288 Downloads
Christine Amsler, Artem Prokhorov and Peter Schmidt
A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers pp. 289-300 Downloads
Anthony J. Glass, Karligash Kenjegalieva and Robin C. Sickles
Directional distance functions: Optimal endogenous directions pp. 301-314 Downloads
Scott E. Atkinson and Mike Tsionas
The good, the bad and the technology: Endogeneity in environmental production models pp. 315-327 Downloads
Subal Kumbhakar and Mike Tsionas
Using information about technologies, markets and firm behaviour to decompose a proper productivity index pp. 328-340 Downloads
O’Donnell, C.J.
Some models for stochastic frontiers with endogeneity pp. 341-348 Downloads
William E. Griffiths and Gholamreza Hajargasht
Nonparametric instrumental variables estimation for efficiency frontier pp. 349-359 Downloads
Catherine Cazals, Frédérique Feve, Jean-Pierre Florens and Leopold Simar
Unobserved heterogeneity and endogeneity in nonparametric frontier estimation pp. 360-373 Downloads
Leopold Simar, Anne Vanhems and Ingrid Van Keilegom

Volume 190, issue 1, 2016

Series estimation under cross-sectional dependence pp. 1-17 Downloads
Jungyoon Lee and Peter M. Robinson
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference pp. 18-45 Downloads
Jonathan B. Hill and Artem Prokhorov
Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank pp. 46-61 Downloads
Marc Hallin, Ramon van den Akker and Bas J.M. Werker
Adverse selection, moral hazard and the demand for Medigap insurance pp. 62-78 Downloads
Michael Keane and Olena Stavrunova
Methods for measuring expectations and uncertainty in Markov-switching models pp. 79-99 Downloads
Francesco Bianchi
Testing for monotonicity under endogeneity pp. 100-114 Downloads
Daniel Gutknecht
Efficient shrinkage in parametric models pp. 115-132 Downloads
Bruce Hansen
Particle efficient importance sampling pp. 133-147 Downloads
Marcel Scharth and Robert Kohn
Shrinkage estimation of dynamic panel data models with interactive fixed effects pp. 148-175 Downloads
Xun Lu and Liangjun Su
A tale of two option markets: Pricing kernels and volatility risk pp. 176-196 Downloads
Zhaogang Song and Dacheng Xiu
Grouped effects estimators in fixed effects models pp. 197-208 Downloads
C. Alan Bester and Christian B. Hansen
Page updated 2017-03-23